Concepedia

Bahram Pesaran

BP

Statistics

Publications

15

Citations

726

H-Index

14

Active since

1988

Affiliations

Bank of England(Current)

University of East London

London School of Economics and Political Science

National Institute of Economic and Social Research

University of Cambridge

Bahram Pesaran is an author at Bank of England specializing in business, economics, and finance.

Top concepts

Publications per year

1988–2010

15

Publications

15

News effects in a high‐frequency model of the sterling‐dollar exchange rate

Charles Goodhart, Stephen G. Hall, S. G. B. Henry et al. · Journal of Applied Econometrics · 1993 · 147 citations

, , +18

The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom

Kerry Patterson, Bahram Pesaran · The Review of Economics and Statistics · 1992 · 88 citations

A simulation approach to the problem of computing Cox's statistic for testing nonnested models

M. Hashem Pesaran, Bahram Pesaran · Journal of Econometrics · 1993 · 76 citations

, , +7

MICROFIT 3.0. An Interactive Econometric Software Package.

Michael McAleer, Les Oxley, M. Hashem Pesaran et al. · The Economic Journal · 1993 · 72 citations

, , +12

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Bahram Pesaran, M. Hashem Pesaran · Economic Modelling · 2010 · 62 citations

, , +8

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