Econometric Reviews

Pesaran, M.H. and Smith, Ron P. and Yamagata, T. and Hvozdyk, L. (2009) Pairwise tests of purchasing power parity. Econometric Reviews 28 (6), pp. 495-521. ISSN 0747-4938.

Econometrics and Statistics

Pesaran, M.H. and Smith, Ron P. (2023) Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios. Econometrics and Statistics 26 , pp. 17-30. ISSN 2452-3062.

Pesaran, M.H. and Smith, Ron P. (2018) A Bayesian analysis of linear regression models with highly collinear regressors. Econometrics and Statistics 11 , pp. 1-21. ISSN 2452-3062.

Economic Modelling

Pesaran, M.H. and Smith, Ron P. (1985) Evaluation of macroeconometric models. Economic Modelling 2 (2), pp. 125-134. ISSN 0264-9993.

Economics Letters

Pesaran, M.H. and Smith, Ron P. (2014) Signs of impact effects in time series regression models. Economics Letters 122 (2), pp. 150-153. ISSN 0165-1765.

International Journal of Finance and Economics

Pesaran, M.H. and Smith, L.V. and Smith, Ron P. (2007) What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR. International Journal of Finance and Economics 12 (1), pp. 55-87. ISSN 1076-9307.

Journal of Applied Econometrics

Lee, K. and Pesaran, M.H. and Smith, Ron P. (1997) Growth and convergence in a multi-country empirical stochastic solow model. Journal of Applied Econometrics 12 (4), pp. 357-392. ISSN 0883-7252.

Journal of Business & Economic Statistics

Koop, G. and Pesaran, M.H. and Smith, Ron P. (2013) On identification of Bayesian DSGE models. Journal of Business & Economic Statistics 31 (3), pp. 300-314. ISSN 0735-0015.

Journal of Econometrics

Pesaran, M.H. and Smith, Ron P. (1995) Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics 68 (1), pp. 79-113. ISSN 0304-4076.

Pesaran, M.H. and Smith, Ron P. (1995) The role of theory in econometrics. Journal of Econometrics 67 (1), pp. 61-79. ISSN 0304-4076.

Journal of Economic Surveys

Pesaran, M.H. and Smith, Ron P. (1998) Structural analysis of cointegrating VARS. Journal of Economic Surveys 12 (5), pp. 471-505. ISSN 1467-6419.

Journal of Money, Credit and Banking

Dees, S. and Pesaran, M.H. and Smith, L.V. and Smith, Ron P. (2009) Identification of new Keynesian Phillips curves from a global perspective. Journal of Money, Credit and Banking 41 (7), pp. 1481-1502. ISSN 0022-2879.

Journal of the American Statistical Association

Pesaran, M.H. and Shin, Y. and Smith, Ron P. (1999) Pooled mean group estimation of dynamic heterogeneous panels. Journal of the American Statistical Association 94 (466), pp. 621-634. ISSN 0162-1459.

Oxford Bulletin of Economics and Statistics

Chudik, A. and Pesaran, M.H. and Smith, Ron P. (2023) Revisiting the Great Ratios Hypothesis. Oxford Bulletin of Economics and Statistics , ISSN 0305-9049.

Pesaran, M.H. and Smith, Ron P. (2017) Tests of policy interventions in DSGE models. Oxford Bulletin of Economics and Statistics 80 (3), pp. 457-484. ISSN 0305-9049.

Dees, S. and Pesaran, M.H. and Smith, V. and Smith, Ron P. (2014) Constructing multi-country rational expectations models. Oxford Bulletin of Economics and Statistics 76 (6), pp. 812-840. ISSN 0305-9049.

Quarterly Journal of Economics

Pesaran, M.H. and Lee, K. and Smith, Ron P. (1998) Growth empirics: a panel data approach: a comment. Quarterly Journal of Economics 113 (1), pp. 319-324. ISSN 0033-5533.

The Manchester School

Pesaran, M.H. and Smith, Ron P. (2011) Beyond the DSGE straitjacket. The Manchester School 79 , pp. 5-16. ISSN 1463-6786.

Pesaran, M.H. and Smith, Ron P. (2006) Macroeconometric modelling with a global perspective. The Manchester School 74 (1), pp. 24-49. ISSN 1463-6786.

The Manchester School of Economic and Social Studies

Pesaran, M.H. and Smith, Ron P. and Yeo, J.S. (1985) Testing for structural stability and predictive failure: a review. The Manchester School of Economic and Social Studies 53 (3), pp. 280-295.