Bahram Pesaran

2.4k total citations · 1 hit paper
23 papers, 1.8k citations indexed

About

Bahram Pesaran is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Bahram Pesaran has authored 23 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Economics and Econometrics, 11 papers in General Economics, Econometrics and Finance and 9 papers in Finance. Recurrent topics in Bahram Pesaran's work include Monetary Policy and Economic Impact (10 papers), Market Dynamics and Volatility (7 papers) and Financial Risk and Volatility Modeling (6 papers). Bahram Pesaran is often cited by papers focused on Monetary Policy and Economic Impact (10 papers), Market Dynamics and Volatility (7 papers) and Financial Risk and Volatility Modeling (6 papers). Bahram Pesaran collaborates with scholars based in United Kingdom, United States and Australia. Bahram Pesaran's co-authors include M. Hashem Pesaran, Kerry Patterson, S. G. B. Henry, Charles Goodhart, Stephen G. Hall, Jan R. Magnus, Les Oxley, Michael McAleer, Asraul Hoque and David Barr and has published in prestigious journals such as The Economic Journal, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

Bahram Pesaran

23 papers receiving 1.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Working with Microfit 4.0 : interactive econometric analysis

1997 1.1k citations M. Hashem Pesaran, Bahram Pesaran Oxford University Press eBooks profile →

Peers

Bahram Pesaran

EE

GEEF

FINAN

RESE

ACCOU

Leo Michelis Canada

Dimitris K. Christopoulos Greece

L. Vanessa Smith United Kingdom

Donggyu Sul United States

Ricardo Mestre Germany

Zeynel Abidin Özdemir Türkiye

Dieter Nautz Germany

Nicholas Sim Australia

Zulkornain Yusop Malaysia

Ulrich Volz Germany

Leo Michelis Canada

Bahram Pesaran

1.5k ×1.1

EE

1.1k ×1.2

GEEF

635 ×1.1

FINAN

231 ×0.8

RESE

140 ×0.8

ACCOU

Citations per year, relative to Bahram Pesaran Bahram Pesaran (= 1×) peers Leo Michelis

Countries citing papers authored by Bahram Pesaran

Since Specialization

Citations

This map shows the geographic impact of Bahram Pesaran's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bahram Pesaran with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bahram Pesaran more than expected).

Fields of papers citing papers by Bahram Pesaran

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bahram Pesaran. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bahram Pesaran. The network helps show where Bahram Pesaran may publish in the future.

Co-authorship network of co-authors of Bahram Pesaran

This figure shows the co-authorship network connecting the top 25 collaborators of Bahram Pesaran. A scholar is included among the top collaborators of Bahram Pesaran based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bahram Pesaran. Bahram Pesaran is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Pesaran, Bahram & M. Hashem Pesaran. (2010). Time Series Econometrics using Microfit 5.0: A User's Manual. 32(1). 21–5. 59 indexed citations

2.

Pesaran, Bahram & M. Hashem Pesaran. (2010). Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash. Economic Modelling. 27(6). 1398–1416. 47 indexed citations

3.

Pesaran, Bahram & M. Hashem Pesaran. (2010). Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash. SSRN Electronic Journal. 2 indexed citations

4.

Pesaran, Bahram & M. Hashem Pesaran. (2009). Time series econometrics using Microfit 5.0. Oxford University Press eBooks. 148 indexed citations

5.

Pesaran, Bahram & M. Hashem Pesaran. (2009). MICROFIT 5.0 Windows Commercial Single User. Oxford University Press eBooks. 3 indexed citations

6.

Pesaran, Bahram & M. Hashem Pesaran. (2009). Microfit 5.0. Oxford University Press eBooks. 4 indexed citations

7.

Barr, David & Bahram Pesaran. (1998). An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds. SSRN Electronic Journal. 1 indexed citations

8.

Pesaran, M. Hashem & Bahram Pesaran. (1997). Working with Microfit 4.0 : interactive econometric analysis. Oxford University Press eBooks. 1063 indexed citations breakdown →

9.

Pesaran, Bahram & M. Hashem Pesaran. (1995). A non-nested test of level-differenced versus log-differenced stationary models. Econometric Reviews. 14(2). 213–227. 23 indexed citations

10.

Davis, E. Philip, S. G. B. Henry, & Bahram Pesaran. (1994). THE ROLE OF FINANCIAL SPREADS: EMPIRICAL ANALYSIS OF SPREADS AND REAL ACTIVITY*. Manchester School. 62(4). 374–394. 9 indexed citations

11.

McAleer, Michael, Les Oxley, M. Hashem Pesaran, & Bahram Pesaran. (1993). MICROFIT 3.0. An Interactive Econometric Software Package.. The Economic Journal. 103(418). 767–767. 54 indexed citations

12.

Fildes, Robert, David Sapsford, M. Hashem Pesaran, & Bahram Pesaran. (1993). Microfit 3.2: An Interactive Econometric Software Package. Journal of the Operational Research Society. 44(12). 1255–1255. 11 indexed citations

13.

Pesaran, Bahram, et al.. (1993). The European Exchange Rate Mechanism and the Volatility of the Sterling- Deutschemark Exchange Rate. The Economic Journal. 103(421). 1418–1418. 17 indexed citations

14.

Goodhart, Charles, Stephen G. Hall, S. G. B. Henry, & Bahram Pesaran. (1993). News effects in a high‐frequency model of the sterling‐dollar exchange rate. Journal of Applied Econometrics. 8(1). 1–13. 107 indexed citations

15.

Anderton, Bob, Bahram Pesaran, & Simon Wren‐Lewis. (1992). IMPORTS, OUTPUT AND THE DEMAND FOR MANUFACTURES *. Oxford Economic Papers. 44(2). 175–186. 9 indexed citations

16.

Patterson, Kerry & Bahram Pesaran. (1992). The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom. The Review of Economics and Statistics. 74(4). 573–573. 64 indexed citations

17.

Magnus, Jan R. & Bahram Pesaran. (1991). The Bias of Forecasts from a First-Order Autoregression. Econometric Theory. 7(2). 222–235. 11 indexed citations

18.

Magnus, Jan R. & Bahram Pesaran. (1989). The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Journal of Econometrics. 42(2). 157–179. 12 indexed citations

19.

Hoque, Asraul, Jan R. Magnus, & Bahram Pesaran. (1988). The exact multi-period mean-square forecast error for the first-order autoregressive model. Journal of Econometrics. 39(3). 327–346. 25 indexed citations

20.

Godfrey, L. G., M. Hashem Pesaran, & Bahram Pesaran. (1988). Data-FIT. An Interactive Econometric Software Package.. The Economic Journal. 98(393). 1259–1259. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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