13 citations · 14 across the 11 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
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…
econ.EM2021★ 13 cited
How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
M. Hashem Pesaran, Yimeng Xie
In a recent paper Juodis and Reese (2022) (JR) show that the application of the CD test proposed by Pesaran (2004) to residuals from panels with latent factors results in over-reje…
econ.EM2021
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model
M. Hashem Pesaran, Cynthia Fan Yang
This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected an…