M. Hashem Pesaran

Mohammad Hashem Pesaran
Born (1946-03-30) 30 March 1946 (age 75)
Shiraz, Iran
NationalityBritish-Iranian
InstitutionUniversity of Southern California
FieldEconometrics
Alma materSalford University (BSc 1968)
Cambridge University (PhD 1972), (MA 2003)
Information at IDEAS / RePEc

Mohammad Hashem Pesaran (born 30 March 1946) is a British-Iranian economist.[1]

He received his BSc in economics at the University of Salford (England) and his PhD in Economics at Cambridge University.[1] Previously, Pesaran was professor at the Faculty of Economics at the University of Cambridge and a professorial fellow of Trinity College, Cambridge.[2] He is the John Elliott Distinguished Chair in Economics at the University of Southern California and has held that position since August 2005. He also serves as the director of the USC Dornsife Center for Applied Financial Economics Research. In January 2013, he was made a distinguished professor at USC.

He has been head of the Economic Research Department of the Central Bank of Iran and the under-secretary of the Iranian Ministry of Education.[1] He has also been a professor of economics and the director of the Applied Econometrics Program at UCLA, and visiting professor at the Institute of Advanced Studies in Vienna, at the University of Pennsylvania, and the University of Southern California (USC).

He is a fellow of the British Academy, a fellow of the Econometric Society, and a fellow of the Journal of Econometrics. He is the recipient of the 1990 George Sell Prize from The Institute of Petroleum, London, the 1992 Royal Economic Society Prize for the best article published in The Economic Journal for the years 1990 and 1991, and the joint recipient of the Econometric Reviews Best Paper Award 2002–2004 for his paper on Long Run Structural Modeling.

페사란은 응용계측학저널(Journal of Applied Econometrics)의 창립 편집자로 옥스퍼드대 출판사에서 발행하는 계량학 소프트웨어 패키지인 마이크로핏(Versions 1–5)의 공동 개발자다.

이 기간 동안 아랍국가·이란·터키 경제연구포럼의 이사회 이사로 활동했으며, 1996~2000년 세계은행 중동·북아프리카 고문협의회(Council of Advisors) 위원으로 활동했다.

페사란은 도토리 투자 신탁과 케임브리지 에코노메트릭스 이사회에서 이사로 재직했으며, 현재 케임브리지 에코노메트릭스의 명예 사장으로 있다. 1997년 그는 올리버 와이먼 연구소의 헌장 회원이 되어 2000년 1월까지 재직했다. 2000년과 2002년 사이에 미국 코네티컷주 튜더 투자 주식회사의 개발 및 전산화된 거래 시스템을 담당하는 부사장으로 임명되었고, 2004년 10월에는 USC 경제정책연구소의 소장으로 임명되었다.

계량학, 실증금융, 거시경제학, 이란 경제 분야 200여 권의 출판물을 보유하고 있으며 석유와 중동 경제 분야의 전문가다.

그의 딸 에발릴라 페사란은 케임브리지대 머레이 에드워즈 칼리지의 정치국제관계 강사 겸 펠로우로 이란 경제독립투쟁의 저자다.[3] 그의 아들 비잔 페사란은 뉴욕대 신경과학센터의 신경과학자다.

선택한 게시물

전체 목록은 케임브리지 대학의 개인 홈페이지를 참조하십시오.

  • Mohammad Hashem Pesaran; Martin Weale (2005). Survey expectations. University of Cambridge. Retrieved 11 February 2010.
  • Mohammad Hashem Pesaran; Til Schuermann; L. Vanessa Smith (2008). Forecasting economic and financial variables with global VARs. CESifo. Retrieved 11 February 2010.
  • Katrin Assenmacher-Wesche; Mohammad Hashem Pesaran (2008). A VECX* model of the Swiss economy. University of Cambridge. Retrieved 11 February 2010.
  • Samuel Hanson; Mohammad Hashem Pesaran; Til Schuermann (2005). Firm heterogeneity and credit risk diversification. University of Cambridge. Retrieved 11 February 2010.
  • Pesaran, M Hashem (2006). "Estimation and inference in large heterogeneous panels with a multifactor error structure". Econometrica. 74 (4): 967–1042. CiteSeerX 10.1.1.153.4205. doi:10.1111/j.1468-0262.2006.00692.x. S2CID 8698909.
  • Bahram Pesaran; Mohammad Hashem Pesaran (2007). Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution. CESifo. Retrieved 11 February 2010.
  • Mohammad Hashem Pesaran; L. Vanessa Smith; Takashi Yamagata (2008). Panel unit root tests in the presence of a multifactor error structure. CESifo. Retrieved 11 February 2010.
  • Mohammad Hashem Pesaran (1987). Formation of inflation expectations in British manufacturing industries. University of Cambridge. Retrieved 11 February 2010.
  • Mohammad Hashem Pesaran; Paolo Zaffaroni (2008). Optimal asset allocation with factor models for large portfolios. CESifo. Retrieved 11 February 2010.

참조

  1. ^ a b c "Mohammad Hashem Pesaran: John Elliott Chair in Economics and Professor of Economics". University of Southern California. Retrieved 11 February 2010.
  2. ^ "Professor M. Hashem Pesaran". 6 February 2017.
  3. ^ "Archived copy". Archived from the original on 25 July 2011. Retrieved 18 May 2011.CS1 maint: 제목으로 보관된 복사본(링크)

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