The GVAR Handbook
Structure and Applications of a Macro Model of the Global Economy for Policy Analysis
Edited by Filippo di Mauro and M. Hashem Pesaran
Author Information
Filippo di Mauro is Senior Adviser in the Research Department of the European Central Bank (ECB). He has published in academic journals such as the Journal of Applied Econometrics and Economic Policy. His work focuses on two main areas: Competitiveness assessment via firm level data; and Global linkages and business cycle forecast, including firm level information extraction. He is chairman of CompNet, a competitiveness research network among EU central banks. He has almost 30 years of applied economic experience as economist in Central Banks (ECB, 1998-present, Bank of Italy, 1984-1990, 1996-98) and International Development organizations (Asian Development Bank, 1990-94, IMF, 1986-88, 1994-96). Over the period 1998-2010 he directed international economic analysis in the Department of Economics at the ECB. An economics graduate of University of Rome, he holds an MA and a PhD in Economics, from the University of Chicago and the American University, respectively.
M. Hashem Pesaran is Professor of Economics at the University of Cambridge, John Elliott Chair at the University of Southern California, and a Professorial Fellow of Trinity College. Previously he has been the head of the Economic Research Department of the Central Bank of Iran, the Under-Secretary of the Ministry of Education, Iran, Professor of Economics at the University of California at Los Angeles, and a Vice President at the Tudor Investment Corporation. Professor Pesaran is the founding editor of the Journal of Applied Econometrics and has held visiting positions at Harvard University, UCLA, University of Pennsylvania, and the University of Southern California. He has over 189 publications in refereed journals and chapters in books in the various areas of econometrics, empirical finance and macroeconomics, and the Iranian economy. He is a Fellow of the Econometric Society, a Fellow of the British Academy, and the recipient of a number of prizes for best articles.
Contributors:
Alexander Al-Haschimi, European Central Bank
Katrin Assenmacher, Swiss National Bank
Ambrogio Cesa-Bianchi, Inter-American Development Bank
Stéphane Dees, European Central Bank
Sandra Eickmeier, Deutsche Bundesbank
Carlo A. Favero, Bocconi University
David Fielding, University of Otago
Alessandro Galesi, European Central Bank
Anthony Garratt, Birkbeck College, London
Matthew Greenwood-Nimmo, University of Leeds
Kevin Lee, University of Nottingham
Marco J. Lombardi, European Central Bank
Silvia Lui, National Institute of Economic and Social Research
Filippo di Mauro, European Central Bank
James Mitchell, University of Leicester
Tim Ng, Reserve Bank of New Zealand,
Viet Hoang Nguyen, Melbourne Institute of Applied Economic and Social Research
C. Nickel, European Central Bank
M. Hashem Pesaran, University of Southern California and Trinity College, Cambridge
Alessandro Rebucci, Inter-American Development Bank
Silvia Sgherri, International Monetary Fund
Kalvinder Shields, University of Melbourne
Yongcheol Shin, University of York
L. Vanessa Smith, University of Cambridge
Ron P. Smith, Birkbeck College, London
I. Vansteenkist, European Central Bank
TengTeng Xu, Bank of Canada