Hashem Pesaran
Research & Practice Areas
· Real-time modelling in economics and finance
· Modeling credit risk
· Econometric analysis of dynamic panels
· Unit root testing and cointegration in panel data models
· Aggregation of dynamic heterogeneous models
· Decision theoretic approaches to model evaluation
· Empirical analysis of convergence and growth
· Econometric analysis of energy demand in Asian economies
. National and global macroeconometric Modelling – the pioneer of GVAR modelling
· Exchange rate modelling
· Monetary and foreign exchange policy in Iran