2006

Hashem Pesaran, M. and Smith, Ron P. and Yamagata, T. and Hvozdyk, L. (2006) Pairwise tests of purchasing power parity using aggregate and disaggregate price measures. Working Paper. CESifo.

25 January 2016

Hashem Pesaran, M. and Smith, Ron P. (2016) Counterfactual analysis in Macroeconometrics: an empirical investigation into the effects of quantitative easing. Research in Economics 70 (2), pp. 262-280. ISSN 1090-9443.

October 2017

Hashem Pesaran, M. and Smith, Ron P. (2017) Tests of policy interventions in DSGE models. Working Paper. Birkbeck, University of London, London, UK.

7 November 2017

Hashem Pesaran, M. and Smith, Ron P. (2017) Posterior means and precisions of the coefficients in linear models with Highly Collinear Regressors. Working Paper. Birkbeck, University of London, London, UK.

November 2021

Hashem Pesaran, M. and Smith, Ron P. (2021) Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

4 March 2022

Chudik, Alexander and Hashem Pesaran, M. and Smith, Ron P. (2022) Revisiting the Great Ratios Hypothesis. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.