Mohammad Hashem Pesaran
Emeritus Professor of Economics at University of Cambridge, and Lifetime Fellow of Trinity College, Cambridge
Hashem Pesaran is an Emeritus Professor of Economics at University of Cambridge, and Lifetime Fellow of Trinity College, Cambridge, John Elliot Distinguished Chair and Professor of Economics, University of Southern California, and Director, Center for Applied Financial Economics, USC Dornsife. His research focuses on topics related to Econometrics, Methodology of Applied Economics and Advanced Macroeconometrics and Panel Data Analysis. He received his PhD in Economics from Cambridge University. He is an ERF research fellow.
Areas of Interest:
- Econometrics
- Methodology of Applied Economics
- Advanced Macroeconometrics and Panel Data Analysis
Education:
- Ph.D., Economics, Cambridge University, 1972
- M.A., Economics, Cambridge University, 2003
- B.Sc., Economics and Statistics, University of Salford, UK, 1968
Experience:
- Distinguished Professor of Economics, University of Southern California, 2013-Present
- Emeritus Professor of Economics at University of Cambridge, and Fellow of Trinity College, Cambridge, 2012-Present
- Director, USC Dornsife Institute for New Economic Thinking, 2017-Present
Latest Publications:
- With Michele Aquaro and Natalia Bailey (2021) "Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices", Journal of Applied Econometrics, January/February 2021, volume 36, issue 1, pp. 18-44
- With George Kapetanios and Simon Reese (2021) “Detection of Units with Pervasive Effects in Large Panel Data Models”, Journal of Econometrics, April 2021, volume 221, issue 2, pp. 510-541
- With Cynthia Fan Yang (2021) “Estimation and Inference in Spatial Models with Dominant Units”, Journal of Econometrics, April 2021, volume 221, issue 2, pp. 591-615
- With Cynthia Fan Yang (2020) “Econometric Analysis of Production Networks with Dominant Units”, Journal of Econometrics, December 2020, volume 219, issue 2, pp. 507-541
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
Areas of Interest: Econometrics Methodology of Applied Economics Advanced Macroeconometrics and Panel Data Analysis Education: Ph.D., Economics, Cambridge... Read More
October, 2020
Working PapersIdentifying Global and National Output and Fiscal Policy ShocksUsing a GVAR
Areas of Interest: Econometrics Methodology of Applied Economics Advanced Macroeconometrics and Panel Data Analysis Education: Ph.D., Economics, Cambridge... Read More
January, 2019
Working PapersOil Prices and the Global Economy: Is It Different This Time Around?
Areas of Interest: Econometrics Methodology of Applied Economics Advanced Macroeconometrics and Panel Data Analysis Education: Ph.D., Economics, Cambridge... Read More
October, 2016
Working PapersCountry-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
Areas of Interest: Econometrics Methodology of Applied Economics Advanced Macroeconometrics and Panel Data Analysis Education: Ph.D., Economics, Cambridge... Read More
July, 2015
Working PapersDebt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Areas of Interest: Econometrics Methodology of Applied Economics Advanced Macroeconometrics and Panel Data Analysis Education: Ph.D., Economics, Cambridge... Read More
December, 2013
Working Papers