Faculty of Economics and Business Administration Publications Database

Author

Dr. Mehdi Hosseinkouchack


Department

  • Applied Econometrics and International Economic Policy

Chair

  • Chair of Statistics and Econometric Methods

Academic / Professional Positions

  • Since 2012: Post Doctoral Research Assistant, Goethe Universtiy, Frankfurt
  • 2010: Allianz Group Co., Research Fellow at the Macroeconomics Research Group

Education

 

  • 1998-2002 B.s. in Industrial Engineering, Iran University of Science and Technology, Tehran
  • 2003-2005 M.Sc. in Industrial Engineering, Sharif University of Technology, Tehran

Research Interests

  • Theoretical and Applied Econometrics

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    Author Publications

    Panel Cointegration Testing in the Presence of Linear Time Trends
    Econometrics
    2016
    Hassler, Uwe
    Hosseinkouchack, Mehdi
    Modified CADF and CIPS panel unit root statistics with standard chi-squared and normal limiting distributions
    Oxford Bulletin of Economics and Statistics
    2016
    Hosseinkouchack, Mehdi
    Westerlund, Joakim
    Powerful Unit Root Tests Free of Nuisance Parameters
    Journal of Time Series Analysis
    2016
    Hosseinkouchack, Mehdi
    Hassler, Uwe
    The Local Power of the CADF and CIPS Panel Unit Root Tests
    Econometric Reviews
    2015 Westerlund, Joakim
    Hosseinkouchack, Mehdi
    Solberger, Martin
    Distribution of the Durbin–Watson Statistic in Near Integrated Processes
    Springer International Publishing
    2015
    Hassler, Uwe
    Hosseinkouchack, Mehdi
    Effect of the order of fractional integration on impulse responses
    Economics Letters
    2014
    Hassler, Uwe
    Hosseinkouchack, Mehdi
    Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
    IMF Staff Papers
    2014 Canales-Kriljenko, Jorge
    Hosseinkouchack, Mehdi
    Meyer-Cirkel, Alexis
    Local Asymptotic Power of Breitung's Test
    Oxford Bulletin of Economics and Statistics
    2014
    Hosseinkouchack, Mehdi
    Do large recessions lower output permanently?
    Economics Letters
    2013
    Hosseinkouchack, Mehdi
    Wolters, Maik H.
    Further improvements in the calculation of Censored Quantile Regressions
    Journal of Computational and Applied Mathematics
    2011
    Hosseinkouchack, Mehdi