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Hammad Qureshi

Personal Details

First Name:Hammad
Middle Name:
Last Name:Qureshi
Suffix:
RePEc Short-ID:pqu69
[This author has chosen not to make the email address public]
http://web.econ.ohio-state.edu/~qureshi/

Affiliation

Department of Economics
Ohio State University

Columbus, Ohio (United States)
http://economics.osu.edu/
RePEc:edi:deohsus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Hammad Qureshi, 2009. "News Shocks and Learning-by-doing," Working Papers 09-06, Ohio State University, Department of Economics.
  2. Hammad Qureshi, 2008. "Explosive Roots in Level Vector Autoregressive Models," Working Papers 08-02, Ohio State University, Department of Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hammad Qureshi, 2009. "News Shocks and Learning-by-doing," Working Papers 09-06, Ohio State University, Department of Economics.

    Cited by:

    1. Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
    2. Boyan Jovanovic & Julien Prat, 2016. "Reputation Cycles," NBER Working Papers 22703, National Bureau of Economic Research, Inc.
    3. Dupor, Bill & Mehkari, M. Saif, 2014. "The analytics of technology news shocks," Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
    4. Saif Mehkari & Bill Dupor, 2010. "Solving the Procyclical News Shock Problem," 2010 Meeting Papers 400, Society for Economic Dynamics.

  2. Hammad Qureshi, 2008. "Explosive Roots in Level Vector Autoregressive Models," Working Papers 08-02, Ohio State University, Department of Economics.

    Cited by:

    1. Ángel López-Oriona & José A. Vilar, 2021. "F4: An All-Purpose Tool for Multivariate Time Series Classification," Mathematics, MDPI, vol. 9(23), pages 1-26, November.
    2. Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2009-07-11
  2. NEP-CBA: Central Banking (1) 2009-07-11
  3. NEP-DGE: Dynamic General Equilibrium (1) 2009-07-11
  4. NEP-ECM: Econometrics (1) 2008-06-07
  5. NEP-ETS: Econometric Time Series (1) 2008-06-07
  6. NEP-MAC: Macroeconomics (1) 2009-07-11

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