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Article

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.

Monograph

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.

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.

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.

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

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.