Dr. Hashem Pesaran

Biography

Hashem Pesaran is a Distinguished Professor Emeritus at the University of Southern California's Dornsife College of Letters, Arts and Sciences. He is an expert in Economics with significant contributions to the field of econometrics. His research encompasses a wide range of topics including real-time modeling in economics and finance, credit risk modeling, and dynamic panel data econometrics. He has developed advanced methodologies such as the Generalized VAR (GVAR) modeling approach which is prominent in national and global macroeconometric modeling. Additionally, he investigates crucial areas such as monetary policy, exchange rate modeling, and the energy demand of Asian economies. His scholarly work often revolves around econometric analysis, unit root testing, cointegration in panel data models, and decision-theoretic approaches to model evaluation. Through empirical analyses, he explores convergence and growth dynamics in economies, offering insights into effective economic policy-making.

Research Interests