activity
20212026
most citedHow to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test

13 citations · 14 across the 11 of their papers we have counts for

collaborators
Showing econ.GNShow all

2 papers · 1 filter

econ.GN2023

Causal effects of the Fed's large-scale asset purchases on firms' capital structure

Andrea Nocera, M. Hashem Pesaran

We investigate the short- and long-term impacts of the Federal Reserve's large-scale asset purchases (LSAPs) on non-financial firms' capital structure using a threshold panel ARDL…

econ.GN2021

Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage

Dario Laudati, M. Hashem Pesaran

This paper considers how sanctions affected the Iranian economy using a novel measure of sanctions intensity based on daily newspaper coverage. It finds sanctions to have significa…