Spillover effects of debt and growth in the euro area: Evidence from a GVAR model

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 5.9K citations

Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 4.9K citations

Nonlinear System Identification, Impulse Response Analysis, Nonlinear Process +3

Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

M. Hashem Pesaran, Til Schuermann, Scott M. Weiner · Journal of Business and Economic Statistics · 2004 · 1.3K citations

International Economics, Macroeconomic Forecasting, Abstractfinancial Institutions +20

Does high public debt consistently stifle economic growth? A critique of Reinhart and Rogoff

Thomas Herndon, Robert Pollin · Cambridge Journal of Economics · 2013 · 1.2K citations

Economic Growth, Government Debt, Stifle Economic Growth +18

Cointegration in partial systems and the efficiency of single-equation analysis

Søren Johansen · Journal of Econometrics · 1992 · 989 citations

Numerical Analysis, Monetary Policy, Economics +6