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New Books:


  • The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, Filippo di Mauro (Editor), M. Hashem Pesaran (Editor), Oxford University Press, February, 2013, [Hardcover] ISBN-10: 0199670080, ISBN-13: 978-0199670086.
  • Explaining Growth in the Middle East, Volume 278 (Contributions to Economic Analysis), by Jeff Nugent and M. Hashem Pesaran (Editors), Elsevier Science, January 2007. Elsevier Science, .ISBN-10: 0444522409, ISBN-13: 978-0444522405.
  • Global and National Macroeconometric Modelling: A Long Run Structural Approach, by Tony Garrett, Kevin Lee, Hashem Pesaran and Yongcheol Shin, Oxford University Press, 2006. ISBN 0-19-929685-5.
  • World Economic Prospects and the Iranian Economy - a short term view. Institute for International Political and Economic Studies, Tehran, November 1974, pp. 50. (Booklet in both Persian and English).
  • With L.J. Slater. Dynamic Regression: Theory and Algorithms, 1980.  No.5 in the series, "Computers and their Applications", Chichester: Ellis Horwood (publisher) and John Wiley (distributor), pp. 363. (Translated into Russian, 1984).
  • With T. Lawson (eds), Keynes' Economics: Methodological Issues, Croom Helm, 1985, pp. 265, Reprinted in paperback by Routledge, 1989. Reprinted in Routledge Revival Series, 2009
  • The Limits to Rational Expectations, Basil Blackwell, Oxford, 1987, pp. 325. Reprinted with corrections, 1989. Reprinted in paperback, 1989. Chapter 8, Measurement of Expectations and Direct Tets of the REH, is reprinted in Van der Ploeg (ed.), Advanced Lectures in Quantitative Economics, Academic Press, London, 1990, pp. 445-499.
  • With B. Pesaran, Data-FIT: An Interactive Software Econometric Package, Oxford University Press, 1987, pp. 205, reprinted in paperback (with corrections) as Microfit, Oxford University Press, 1989.
  • With T. Barker, Disaggregation in Econometric Modelling, edited volume, Routledge, 1990. Included in Routledge Revival Series, January 2011.
  • With B. Pesaran, Microfit 3.0: An Interactive Software Econometric Package, Oxford University Press, 1991. This is a substantially revised and extended version of Microfit.
  • With S. Potter (eds) Non-Linear Dynamics, Chaos and Econometrics, John Wiley, 1993, pp.244. ISBN 0 471 93942 0.
  • With Mike Wickens (eds) Handbook of Applied Econometrics: Macroeconomics, Basil Blackwell, 1995, pp.482. ISBN 1 55786 208 7.
  • With B. Pesaran, Working with Microfit 4.0: Interactive Econometric Analysis, (DOS and Windows versions), Oxford University Press, 1997, pp.511. ISBN 019 268 530 9 (DOS), 019 268 531 7 (Windows)
  • With Peter Schmidt (eds) Handbook of Applied Econometrics: Microeconomics, Basil Blackwell, 1997, pp.453. ISBN 1 55786 209 5.
  •  With R.P. Smith and T. Akiyama, Energy Demand in Asian Developing Economies. Oxford University Press, Oxford, 1998, pp.226. ISBN 0 19 730020 0.
  • With C. Hsiao, K. Lahiri and L-F Lee (eds), Analysis of Panels and Limited Dependent Variables: A Volume in Honour of G S Maddala Cambridge University Press, Cambridge, 1999, pp.338. ISBN 0 521 63169 6
  • With Jeff Nugent (Editors), Explaining Growth in the Middle East, North-Holland, 2007. ISBN-13: 978-0-444-52240-5 & ISBN-10: 0-444-52240-9
  • With Bahram Pesaran, Time Series Econometrics using Microfit 5, Oxford University Press, October 2009. Book and Software. ISBN13: 9780199581511, ISBN10: 0199581517, ISBN13: 9780199563531; ISBN10: 0199563535 (single, multiple, and network use)