M. Hashem Pesaran

{{Short description|British–Iranian economist}} {{Use British English|date=August 2014}} {{Use dmy dates|date=April 2026}} {{Infobox economist | name = Mohammad Hashem Pesaran | school_tradition = | color = | image = | image_size = | caption = | birth_date = {{birth date and age|df=yes|1946|03|30}} | birth_place = Shiraz, Iran | institution = Central Bank of Iran University of Southern California UCLA Cambridge University | field = Econometrics | alma_mater = Salford University (BSc 1968) Cambridge University (PhD 1972), (MA 2003) | doctoral_advisor = D. G. Champernowne | influences = | influenced = | contributions = | awards = | signature =  | repec_prefix = e | repec_id = ppe34 }}

'''Mohammad Hashem Pesaran''' (born 30 March 1946) is a British–Iranian economist.<ref name=UscMHPesaranBio> {{cite news | url=http://college.usc.edu/cf/faculty-and-staff/faculty.cfm?pid=1003600&CFID=11052417&CFTOKEN=62056664 | title=Mohammad Hashem Pesaran: John Elliott Chair in Economics and Professor of Economics | publisher=University of Southern California | accessdate=11 February 2010 | quote= }}</ref>

He received his BSc in economics at the University of Salford (England) and his PhD in Economics at Cambridge University.<ref name=UscMHPesaranBio/> Previously, Pesaran was professor at the Faculty of Economics at the University of Cambridge and a professorial fellow of Trinity College, Cambridge.<ref>{{Cite web | url=http://pesaran.com/ | title=Professor M. Hashem Pesaran| date=2017-02-06}}</ref> 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.<ref name=UscMHPesaranBio/> 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.

Pesaran is the founding editor of the ''Journal of Applied Econometrics'', and a co-developer of Microfit (versions 1–5), an econometric software package published by Oxford University Press.

He has been a member of the board of trustees of the Economic Research Forum for Arab Countries, Iran, and Turkey over the period, and has served as a member of the World Bank's Council of Advisers for the Middle East and North Africa, 1996–2000.

Pesaran has served as a director on the board of Acorn Investment Trust and Cambridge Econometrics, and is now honorary president of Cambridge Econometrics. In 1997 he became a charter member of the Oliver Wyman Institute, serving until January 2000. Between 2000 and 2002 he was appointed vice-president in charge of development and computerised trading systems at Tudor Investment Corporation, Connecticut, US, and in October 2004 he was appointed as director of USC College Institute for Economic Policy Research.

He has more than 200 publications in the areas of econometrics, empirical finance, macroeconomics, and the Iranian economy, and is an expert in the economics of Oil and the Middle East.

His daughter, Evaleila Pesaran, is a Lecturer and Fellow in Politics and International Relations at Murray Edwards College at the University of Cambridge and is the author of the book ''Iran's Struggle for Economic Independence''.<ref>{{cite web|url=http://www.murrayedwards.cam.ac.uk/contacts/contactdetails/personal_pages/dr_pesaran |title=Murray Edwards College | Dr Evaleila Pesaran |accessdate=2011-05-18 |url-status=dead |archiveurl=https://web.archive.org/web/20110725172420/http://www.murrayedwards.cam.ac.uk/contacts/contactdetails/personal_pages/dr_pesaran |archivedate=25 July 2011 }}</ref> His son, Bijan Pesaran, is the Robert A. Groff Professor of Teaching and Research in Neurosurgery II, and Professor of Neuroscience and Bioengineering at the University of Pennsylvania.

==Selected publications== For a full list refer to his personal homepage at Cambridge University. * {{cite book | isbn= | url=https://books.google.com/books?id=hsr1MAAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=Survey expectations | publisher=University of Cambridge | year=2005 |author1=Mohammad Hashem Pesaran |author2=Martin Weale | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=jSnENwAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=Forecasting economic and financial variables with global VARs | publisher=CESifo | year=2008 |author1=Mohammad Hashem Pesaran |author2=Til Schuermann |author3=L. Vanessa Smith | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=jYeqNwAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=A VECX* model of the Swiss economy | publisher=University of Cambridge | year=2008 |author1=Katrin Assenmacher-Wesche |author2=Mohammad Hashem Pesaran | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=UnTAHAAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=Firm heterogeneity and credit risk diversification | publisher=University of Cambridge | year=2005 |author1=Samuel Hanson |author2=Mohammad Hashem Pesaran |author3=Til Schuermann | accessdate=11 February 2010 | quote= }} * {{cite journal | last = Pesaran | first = M Hashem | title=Estimation and inference in large heterogeneous panels with a multifactor error structure | journal = Econometrica | volume = 74 | issue = 4 | pages = 967–1042 | year=2006 | doi=10.1111/j.1468-0262.2006.00692.x | citeseerx=10.1.1.153.4205 | s2cid = 8698909 }} * {{cite book | isbn= | url=https://books.google.com/books?id=xGsvOAAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution | publisher=CESifo | year=2007 |author1=Bahram Pesaran |author2=Mohammad Hashem Pesaran | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=fkuWPgAACAAJ&q=%22Mohammad+Hashem+Pesaran%22 | title=Panel unit root tests in the presence of a multifactor error structure | publisher=CESifo | year=2008 |author1=Mohammad Hashem Pesaran |author2=L. Vanessa Smith |author3=Takashi Yamagata | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=VWmzPQAACAAJ | title=Formation of inflation expectations in British manufacturing industries | publisher=University of Cambridge | year=1987 | author=Mohammad Hashem Pesaran | accessdate=11 February 2010 | quote= }} * {{cite book | isbn= | url=https://books.google.com/books?id=V52bPgAACAAJ | title=Optimal asset allocation with factor models for large portfolios | publisher=CESifo | year=2008 |author1=Mohammad Hashem Pesaran |author2=Paolo Zaffaroni | accessdate=11 February 2010 | quote= }}

==References== {{Reflist}}

==External links== * [http://www.econ.cam.ac.uk/faculty/pesaran/ Personal Website], the Faculty of Economics, Cambridge University.

{{DEFAULTSORT:Pesaran, Mohammad Hashem}} Category:1946 births Category:Living people Category:British people of Iranian descent Category:Iranian economists Category:British economists Category:Alumni of the University of Salford Category:Fellows of Trinity College, Cambridge Category:People from Shiraz Category:Fellows of the Econometric Society Category:Fellows of the British Academy Category:Econometricians