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Mehdi Hamidi Sahneh

Personal Details

First Name:Mehdi
Middle Name:
Last Name:Hamidi Sahneh
Suffix:
RePEc Short-ID:pha1026
https://sites.google.com/site/mehdihamidisahneh/

Affiliation

School of Economics
University of Kent

Canterbury, United Kingdom
http://www.kent.ac.uk/economics/
RePEc:edi:deukcuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hamidi Sahneh, Mehdi, 2017. "News, Noise, and Tests of Present Value Models," MPRA Paper 82715, University Library of Munich, Germany.
  2. Canova, Fabio & Hamidi Sahneh, Mehdi, 2016. "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers 11041, C.E.P.R. Discussion Papers.
  3. Hamidi Sahneh, Mehdi, 2016. "Testing for Non-Fundamentalness," MPRA Paper 71924, University Library of Munich, Germany.
  4. Hamidi Sahneh, Mehdi, 2015. "Are the shocks obtained from SVAR fundamental?," MPRA Paper 65126, University Library of Munich, Germany.
  5. Hamidi Sahneh, Mehdi, 2013. "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper 68867, University Library of Munich, Germany, revised 16 Aug 2014.

Articles

  1. Nasser Khiabani & Mehdi Hamidisahneh, 2012. "The effects of entry regulation on bank competition: The case of the Iranian banking industry," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 119-137, May.

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. Canova, Fabio & Hamidi Sahneh, Mehdi, 2016. "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers 11041, C.E.P.R. Discussion Papers.

    Cited by:

    1. Pagan, Adrian & Robinson, Tim, 2022. "Excess shocks can limit the economic interpretation," European Economic Review, Elsevier, vol. 145(C).
    2. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020. "Questioning the puzzle: Fiscal policy, exchange rate and inflation," Working papers 752, Banque de France.
    3. Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
    4. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023. "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
    5. Giovanni Angelini & Marco M. Sorge, 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Working Papers wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
    6. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck, 2016. "When is Nonfundamentalness in SVARs A Real Problem?," TSE Working Papers 16-738, Toulouse School of Economics (TSE).
    8. Fabrice Dabiré, 2022. "Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis," Cahiers de recherche 22-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    9. Nicoletta Batini & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2021. "Building Back Better: How Big Are Green Spending Multipliers?," IMF Working Papers 2021/087, International Monetary Fund.
    10. Fabio Canova & Filippo Ferroni, 2020. "Mind the gap! Stylized Dynamic Facts and Structural Models," Working Paper Series WP-2020-29, Federal Reserve Bank of Chicago.
    11. Mario Forni & Luca Gambetti & Luca Sala, 2018. "Fundamentalness, Granger Causality and Aggregation," Center for Economic Research (RECent) 139, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    12. Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022. "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers 0522, School of Economics, University of Surrey.
    13. Ageliki Anagnostou & Piotr Krajewski & Katarzyna Pilat, 2020. "Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 936-954.

  2. Hamidi Sahneh, Mehdi, 2016. "Testing for Non-Fundamentalness," MPRA Paper 71924, University Library of Munich, Germany.

    Cited by:

    1. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
    2. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).

  3. Hamidi Sahneh, Mehdi, 2015. "Are the shocks obtained from SVAR fundamental?," MPRA Paper 65126, University Library of Munich, Germany.

    Cited by:

    1. Hamidi Sahneh, Mehdi, 2016. "Testing for Non-Fundamentalness," MPRA Paper 71924, University Library of Munich, Germany.
    2. Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck, 2016. "When is Nonfundamentalness in SVARs A Real Problem?," TSE Working Papers 16-738, Toulouse School of Economics (TSE).
    3. Hamidi Sahneh, Mehdi, 2013. "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper 68867, University Library of Munich, Germany, revised 16 Aug 2014.

Articles

  1. Nasser Khiabani & Mehdi Hamidisahneh, 2012. "The effects of entry regulation on bank competition: The case of the Iranian banking industry," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 119-137, May.

    Cited by:

    1. Samantas, Ioannis, 2013. "Income-specific estimates of competition in European banking," MPRA Paper 51098, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-MAC: Macroeconomics (4) 2015-06-27 2016-02-12 2016-06-25 2017-11-26
  2. NEP-ECM: Econometrics (3) 2016-02-12 2016-03-06 2016-06-25
  3. NEP-ETS: Econometric Time Series (3) 2015-06-27 2016-03-06 2016-06-25
  4. NEP-BAN: Banking (2) 2015-06-27 2016-02-12
  5. NEP-DGE: Dynamic General Equilibrium (1) 2016-06-25
  6. NEP-NET: Network Economics (1) 2016-06-25
  7. NEP-ORE: Operations Research (1) 2016-03-06

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