Ron Smith

Birkbeck College

Professor of Applied Economics

Malet Street

London WC1E 7HX

United Kingdom

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 12,769

SSRN RANKINGS

Top 12,769

in Total Papers Downloads

3,715

SSRN CITATIONS
Rank 2,476

SSRN RANKINGS

Top 2,476

in Total Papers Citations

34

CROSSREF CITATIONS

377

Scholarly Papers (28)

1.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

IZA Discussion Paper No. 6618
Number of pages: 28 Posted: 16 Jun 2012
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 721 (34,321)

Abstract:

Loading...

counterfactuals, policy evaluation, macroeconomics, quantitative easing (QE), UK economic policy

2.

What If the UK Had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR

CESifo Working Paper Series No. 1477; IEPR Working Paper No. 05.24
Number of pages: 58 Posted: 11 Jun 2005
University of Southern California - Department of Economics, Birkbeck College and University of York
Downloads 346 (86,122)
Citation 1

Abstract:

Loading...

Global VAR (GVAR), Counterfactual Analysis, UK and Sweden entry to euro

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

ECB Working Paper No. 1239
Number of pages: 55 Posted: 17 Sep 2010
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 187 (161,477)

Abstract:

Loading...

Global VAR (GVAR), New Keynesian DSGE models, supply shocks, demand shocks, monetary policy shocks

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

CESifo Working Paper Series No. 3081
Number of pages: 53 Posted: 15 Jun 2010
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 153 (192,671)
Citation 1

Abstract:

Loading...

global VAR (GVAR), New Keynesian DSGE models, supply shocks, demand shocks, monetary policy shocks

4.

Small Sample Properties of Panel Time-Series Estimators with I(1) Errors

Birkbeck College Discussion Paper No. 3/2001, Cass Business School Research Paper
Number of pages: 32 Posted: 23 Jun 2001
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 332 (90,207)
Citation 8

Abstract:

Loading...

Monte Carlo, response surface, spurious regression, PPP

5.
Downloads 274 (111,548)
Citation 50

Demographic Structure and Macroeconomic Trends

Banco de Espana Working Paper No. 1528
Number of pages: 68 Posted: 05 Oct 2015
Birkbeck University of London, Birkbeck College, University of London, Birkbeck College and University of London - Birkbeck College
Downloads 197 (154,569)
Citation 52

Abstract:

Loading...

population age profile, medium-term, output growth, innovation, lifecycle

Demographic Structure and Macroeconomic Trends

CESifo Working Paper Series No. 5872
Number of pages: 64 Posted: 19 May 2016
Birkbeck University of London, Birkbeck College, University of London, Birkbeck College and University of London - Birkbeck College
Downloads 77 (315,234)

Abstract:

Loading...

population age profile, medium-term, output growth, innovation, life-cycle, Kuznets cycles

6.
Downloads 232 (131,727)
Citation 21

Macroeconometric Modelling with a Global Perspective

IEPR Working Paper No. 06.43, CESifo Working Paper Series No. 1659
Number of pages: 31 Posted: 20 Jan 2006
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 201 (150,834)
Citation 1

Abstract:

Loading...

Global VAR (GVAR), DSGE models, VARX

Macroeconometric Modelling with a Global Perspective

Manchester School, Vol. 74, No. S1, pp. 24-49, September 2006
Number of pages: 26 Posted: 17 Aug 2006
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 31 (474,648)
  • Add to Cart

Abstract:

Loading...

7.

Unobserved Heterogeneity in Panel Time Series Models

Birkbeck College Working Paper in Economics & Finance No. 0403, Cass Business School Research Paper
Number of pages: 25 Posted: 03 Nov 2004
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 222 (137,552)
Citation 17

Abstract:

Loading...

Factor analysis, global shocks, latent variables, Feldstein-Horioka, PPP

8.
Downloads 204 (148,982)
Citation 5

Beyond the DSGE Straitjacket

CESifo Working Paper Series No. 3447
Number of pages: 16 Posted: 17 May 2011
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 166 (179,622)

Abstract:

Loading...

macroeconometric models, DSGE, VARs, long run theory

Beyond the DSGE Straitjacket

IZA Discussion Paper No. 5661
Number of pages: 17 Posted: 25 Apr 2011
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 38 (442,178)

Abstract:

Loading...

macroeconometric models, DSGE, VARs, long run theory

Identification of New Keynesian Phillips Curves from a Global Perspective

CESifo Working Paper Series No. 2219, IEPR Working Paper No. 08.1, ECB Working Paper No. 892
Number of pages: 41 Posted: 12 Feb 2008
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 149 (196,945)

Abstract:

Loading...

Global VAR (GVAR), identification, New Keynesian Phillips Curve, Trend-Cycle decomposition

Identification of New Keynesian Phillips Curves from a Global Perspective

IZA Working Paper No. 3298
Number of pages: 32 Posted: 23 May 2008
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 48 (402,198)
Citation 1

Abstract:

Loading...

New Keynesian Phillips Curve, identification, Global VAR (GVAR), trend-cycle decomposition

10.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

CESifo Working Paper Series No. 3879
Number of pages: 27 Posted: 19 Jul 2012
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 170 (175,854)

Abstract:

Loading...

counterfactuals, policy evaluation, macroeconomics, quantitative easing (QE), UK economic policy

11.

The Economic Impact of Demographic Structure in OECD Countries

CESifo Working Paper Series No. 3960
Number of pages: 36 Posted: 17 Oct 2012
Yunus Aksoy, Tobias Grasl and Ron Smith
Birkbeck University of London, University of London - Birkbeck College and Birkbeck College
Downloads 120 (233,005)

Abstract:

Loading...

demographic changes, macroeconomic variables, business cycle

12.
Downloads 115 (240,429)
Citation 19

On Identification of Bayesian DSGE Models

IZA Discussion Paper No. 5638
Number of pages: 39 Posted: 18 Apr 2011
Gary Koop, M. Hashem Pesaran and Ron Smith
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Southern California - Department of Economics and Birkbeck College
Downloads 59 (364,734)

Abstract:

Loading...

Bayesian identification, DSGE models, posterior updating, New Keynesian Phillips Curve

On Identification of Bayesian DSGE Models

CESifo Working Paper Series No. 3423
Number of pages: 38 Posted: 27 Apr 2011
Gary Koop, M. Hashem Pesaran and Ron Smith
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Southern California - Department of Economics and Birkbeck College
Downloads 56 (374,564)

Abstract:

Loading...

Bayesian identification, DSGE models, posterior updating, New Keynesian Phillips Curve

13.

Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures

CESifo Working Paper Series No. 1704
Number of pages: 21 Posted: 11 May 2006
University of Southern California - Department of Economics, Birkbeck College, University of Cambridge - Faculty of Economics and Politics and Ludwig Maximilian University of Munich (LMU) - Munich Graduate School of Economics (MGSE)
Downloads 102 (261,586)
Citation 1

Abstract:

Loading...

purchasing power parity, panel data, pairwise approach, cross section dependence

Signs of Impact Effects in Time Series Regression Models

CAFE Research Paper No. 13.22
Number of pages: 9 Posted: 10 Oct 2013
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 50 (394,985)

Abstract:

Loading...

Regression coefficients, Impact effects

Signs of Impact Effects in Time Series Regression Models

CESifo Working Paper Series No. 4433
Number of pages: 10 Posted: 25 Oct 2013
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 48 (402,198)

Abstract:

Loading...

regression coefficients, impact effects

Tests of Policy Ineffectiveness in Macroeconometrics

CAFE Research Paper No. 14.07
Number of pages: 39 Posted: 16 Jun 2014
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 54 (381,237)

Abstract:

Loading...

Counterfactuals, policy analysis, policy ineffectiveness test, macroeconomics

Tests of Policy Ineffectiveness in Macroeconometrics

CESifo Working Paper Series No. 4871
Number of pages: 39 Posted: 23 Jul 2014
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 41 (429,292)

Abstract:

Loading...

counterfactuals, policy analysis, policy ineffectiveness test, macroeconomics

Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors

USC-INET Research Paper No. 17-34
Number of pages: 24 Posted: 28 Nov 2017
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 21 (533,679)
Citation 1

Abstract:

Loading...

Bayesian identification, multicollinear regressions, weakly identified regression coefficients, highly collinear regressors

Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors

CESifo Working Paper Series No. 6785
Number of pages: 25 Posted: 08 Feb 2018
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 16 (566,230)

Abstract:

Loading...

Bayesian Identification, Multicollinear Regressions, Weakly Identified Regression Coefficients, Highly Collinear Regressors

17.
Downloads 27 (482,659)
Citation 35

Structural Analysis of Cointegrating Vars

Journal of Economic Surveys, Vol. 12, pp. 471-505, December 1998
Number of pages: 35 Posted: 08 May 2006
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 27 (496,462)
  • Add to Cart

Abstract:

Loading...

Structural Analysis of Cointegrating Vars

Journal of Economic Surveys, Vol. 12, Issue 5, pp. 471-505, 1998
Number of pages: 35 Posted: 13 Sep 2012
Ron Smith and M. Hashem Pesaran
Birkbeck College and University of Southern California - Department of Economics
Downloads 0
Citation 2
  • Add to Cart

Abstract:

Loading...

18.

Peter Kennedy's Sinning in the Basement: A Comment

Journal of Economic Surveys, Vol. 16, pp. 611-613, 2002
Number of pages: 3 Posted: 14 May 2003
Ron Smith
Birkbeck College
Downloads 27 (482,659)
  • Add to Cart

Abstract:

Loading...

19.

Global Factors, Unemployment Adjustment and the Natural Rate

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-22
Number of pages: 30 Posted: 18 Dec 2010
Ron Smith and Gylfi Zoega
Birkbeck College and University of Iceland
Downloads 24 (499,044)

Abstract:

Loading...

Unemployment dynamics, labour market institutions investment, principal components, global factors

20.

A Bayesian Analysis of Linear Regression Models with Highly Collinear Regressors

USC-INET Research Paper No. 18-17 (Revised)
Number of pages: 30 Posted: 11 Oct 2018
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 18 (533,873)
Citation 1

Abstract:

Loading...

Bayesian Identification, Multicollinear Regressions, Weakly Identified Regression Coefficients, Highly Collinear Regressors.

21.

Medium-Run Implications of Changing Demographic Structures for the Macro-Economy

National Institute Economic Review 241 (1), pp. R58-R64, August 2017
Number of pages: 11 Posted: 11 Sep 2018 Last Revised: 01 Oct 2018
Birkbeck University of London, Birkbeck College, University of London and Birkbeck College
Downloads 13 (563,693)

Abstract:

Loading...

22.

Constructing Multi‐Country Rational Expectations Models

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 6, pp. 812-840, 2014
Number of pages: 29 Posted: 28 Oct 2014
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 1 (652,327)
  • Add to Cart

Abstract:

Loading...

23.

Tests of Policy Interventions in DSGE Models

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 457-484, 2018
Number of pages: 28 Posted: 08 May 2018
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 0 (669,923)
  • Add to Cart

Abstract:

Loading...

24.

Managing Asymmetric Conflict

Oxford Economic Papers, Vol. 58, No. 2, pp. 183-208, 2006
Posted: 29 Feb 2008
University of the West of England, University of Kent, Canterbury, School of Economics, University of Surrey and Birkbeck College

Abstract:

Loading...

25.

Models of Military Expenditure and Growth: A Critical Review

Defence and Peace Economics, Vol. 16, pp. 449-461, 2005
Posted: 24 Jan 2006
University of the West of England, Birkbeck College and University of Sussex - Institute of Development Studies

Abstract:

Loading...

Military expenditure, Defence spending, Growth

26.

The Prisoners' Dilemma and Regime-Switching in the Greek-Turkish Arms Race

Journal of Peace Research, Vol. 37, pp. 737-750, 2000
Posted: 07 Dec 2004
Ron Smith, Martín Sola and Fabio Spagnolo
Birkbeck College, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance

Abstract:

Loading...

27.

The Arms Trade Game: From Laissez-Faire to a Common Defence Policy

Oxford Economic Papers, Vol. 52, Issue 2, pp. 357-380
Posted: 30 Jul 2000
Paul Levine and Ron Smith
School of Economics, University of Surrey and Birkbeck College

Abstract:

Loading...

28.

Saving, Investment and Capital Mobility in Ldcs

Review of International Economics, January 29, 1998
Posted: 16 Feb 1998
Jerry Coakley, Farida Hasan and Ron Smith
University of Essex - Essex Business School, Primark Decision Economics and Birkbeck College

Abstract:

Loading...