2026 M. Hashem Pesaran: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	120	33	30	4	3	723	172836

Research.com Recognitions

2026 - Research.com Economics and Finance in United Kingdom Leader Award
2025 - Research.com Economics and Finance in United Kingdom Leader Award
2024 - Research.com Economics and Finance in United Kingdom Leader Award
1989 - Fellows of the Econometric Society

Overview

M. Hashem Pesaran is affiliated with the University of Cambridge in the United Kingdom. The main field of their research covers Economics, Econometrics, and Finance, supported by a substantial body of work comprising 139 publications. Their subfields of study include Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Sociology and Political Science, and Statistics and Probability.

Pesaran's research addresses various topics, notably:

Spatial and Panel Data Analysis
Monetary Policy and Economic Impact
Fiscal Policy and Economic Growth
COVID-19 Pandemic Impacts
Market Dynamics and Volatility
COVID-19 epidemiological studies
Regional Economics and Spatial Analysis

Recent papers authored or coauthored by Pesaran include:

"Long-term macroeconomic effects of climate change: A cross-country analysis," 2021, Energy Economics
"A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model," 2021, Journal of International Money and Finance
"A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors," 2021, SSRN Electronic Journal
"Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," 2020, Journal of Applied Econometrics
"Identifying the effects of sanctions on the Iranian economy using newspaper coverage," 2022, Journal of Applied Econometrics

Frequent publication venues where Pesaran's work appears comprise:

SSRN Electronic Journal
arXiv (Cornell University)
Journal of Applied Econometrics
Journal of Econometrics
Oxford Bulletin of Economics and Statistics

Pesaran has collaborated regularly with several researchers, including:

Alexander Chudík
Ron Smith
Kamiar Mohaddes
Mehdi Raissi
Alessandro Rebucci

Among book publications, Pesaran has contributed to volumes published by Advances in Econometrics. One example is the book titled "Essays in Honor of Cheng Hsiao," published in 2020.

Recognition of Pesaran's professional standing includes their election as a Fellow of the Econometric Society in 1989.

Best Publications

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran;Yongcheol Shin;Richard J. Smith

24841
Citations
Testing for unit roots in heterogeneous panels

Kyung So Im;M.Hashem Pesaran;Yongcheol Shin

20198
Citations
A simple panel unit root test in the presence of cross-section dependence

M. Hashem Pesaran

11499
Citations
General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran;M. Hashem Pesaran

11389
Citations
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

M. Hashem Pesaran;Yongcheol Shin

8125
Citations
Generalized Impulse Response Analysis in Linear Multivariate Models

H.Hashem Pesaran;Yongcheol Shin

7283
Citations
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

M. Hashem Pesaran;Yongcheol Shin;Ron P. Smith

7251
Citations
Estimating long-run relationships from dynamic heterogeneous panels☆

M.Hashem Pesaran;Ron Smith

6454
Citations
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran

5855
Citations
Impulse response analysis in nonlinear multivariate models

Gary Koop;M.Hashem Pesaran;Simon M. Potter

5838
Citations
Testing slope homogeneity in large panels

M. Hashem Pesaran;Takashi Yamagata

5466
Citations
A bias‐adjusted LM test of error cross‐section independence

M. Hashem Pesaran;Aman Ullah;Takashi Yamagata

2783
Citations
General diagnostic tests for cross-sectional dependence in panels

Unknown

2411
Citations
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors

Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

2262
Citations
Testing Weak Cross-Sectional Dependence in Large Panels

M. Hashem Pesaran

1906
Citations
Working with Microfit 4.0 : interactive econometric analysis

M. Hashem Pesaran;Bahram Pesaran

1733
Citations
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

M. Hashem Pesaran;Til Schuermann;Scott M Weiner

1690
Citations
Predictability of Stock Returns: Robustness and Economic Significance

M. Hashem Pesaran;Allan Timmermann

1468
Citations
PANELS WITH NONSTATIONARY MULTIFACTOR ERROR STRUCTURES

George Kapetanios;M. Hashem Pesaran;M. Hashem Pesaran;Takashi Yamagata

1144
Citations
Structural analysis of vector error correction models with exogenous I(1) variables

M.Hashem Pesaran;Yongcheol Shin;Richard J. Smith

1070
Citations
Exploring the International Linkages of the Euro Area: a Global VAR Analysis

Stephane Dees;Filippo di Mauro;M Pesaran;L. Vanessa Smith

1056
Citations
The Limits to Rational Expectations

Patrick Minford;M. Hashem Pesaran

1040
Citations
Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors

Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

92
Citations

Frequent Co-Authors

Ronald Smith Birkbeck, University of London

Alessandro Rebucci Johns Hopkins University

Yongcheol Shin University of York

Allan Timmermann University of California, San Diego

Til Schuermann Oliver Wyman

Cheng Hsiao University of Southern California

George Kapetanios King's College London

Adrian Pagan University of Sydney

Kajal Lahiri University at Albany, State University of New York

Michael McAleer Erasmus University Rotterdam

External Links

Wikipedia of M. Hashem Pesaran Personal website of M. Hashem Pesaran Google Scholar page

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