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Disclaimer: Any statement attributed to “M. Hashem Pesaran” on the internet and all social media outlets such as WhatsApp, Facebook, Instagram and Twitter etc. should be considered untrue unless verified by the materials/information on his official website at Cambridge University.

Research Interests


M. Hashem Pesaran has made significant contributions in time series and panel data econometrics. He is the developer of the Global Vector Autoregressive (GVAR) approach used extensively by many economists and international institutions, including IMF, ECB and the World Bank to study and predict international spillover effects and interdependencies in the global economy. By inventing this model, Pesaran has helped in transforming our understanding of interconnectedness of international financial systems and global risk taking.

Publications


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Research Activities


Long-Term Macroeconomic Effects of Climate Change
Dr. Kamiar Mohaddes's joint paper on the long-term macroeconomic effects of climate change has been quoted in a letter to the Chair of the US Federal Reserve.
Published on - Monday 22nd November 2021

Tight Race in US Election 2020 Forecast
A new method of forecasting the US presidential race appears to show the Democrats will win the popular vote. The forecast is tight, but indicates voters have a short memory of seismic economic events over the past few years. Emeritus Professor Hashem Pesaran explains why his model would have also forecast the U.S. Presidential election of 2016 which caught many by surprise.
Published on - Friday 23rd October 2020

Economic Consequences of Covid-19
Dr. Kamiar Mohaddes, with Alexander Chudik (Federal Reserve Bank of Dallas), M. Hashem Pesaran (University of Southern California), Mehdi Raissi (IMF) and Alessandro Rebucci (Johns Hopkins Carey Business School) have published an article for VOXeu titled "Economic Consequences of Covid-19: A Counterfactual Multi-Country Analysis".
Published on - Tuesday 20th October 2020

Economic Theory Workshop
Cambridge-INET is hosting an Economic Theory Workshop on the 1st - 3rd May 2018, starting at 12.00pm (on the 1st) and finishing at 5.00pm (on the 3rd), in the Keynes Hall, King's College, Cambridge.
Event Date - Tuesday 1st May 2018 - Thursday 3rd May 2018

Dr. Mohaddes's Research Featured in the News
Dr. Kamiar Mohaddes's paper "Country-Specific Oil Supply Shocks and the Global Economy" (joint with Prof. Hashem Pesaran) was featured in the Albawaba News article "Reneging on the Nuclear Deal Will Isolate America, Empower China, and Distance Europe".
Published on - Thursday 1st March 2018

Research Grants


Cross Section Dependence In Panel Data Models (Economic and Social Research Council (ESRC))
Real Time Econometrics, And/Or Forecasting Time Series Subject To Multiple Structural Breaks (SINOPIA Asset Management)
Dynamic Panel Analysis Of Interactions And Nonlinearities (Economic and Social Research Council (ESRC))
International Economic Linkages And Synchronisation In Business Cycles (European Central Bank)

Keynes Fund Sponsored Projects


Climate Change, Volatility, and Economic Growth: Evidence from U.S. States with Mohaddes, K. and Raissi, M. (JHOU)

COVID-19 Economic Research


Special Feature: Mandated Social Isolation Policies Can Help to Mitigate Employment Losses