9
H index
9
i10 index
170
Citations
Mohamed Boutahar : Citation Profile
| RESEARCH PRODUCTION: 31 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1992 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mohamed Boutahar. | Is cited by:
| Cites to:
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Main data
Where Mohamed Boutahar has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 6 |
| Computational Economics | 4 |
| Statistical Methods & Applications | 3 |
| Economic Modelling | 3 |
| Journal of Applied Statistics | 2 |
| Applied Economics Letters | 2 |
| Metrika: International Journal for Theoretical and Applied Statistics | 2 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / HAL | 13 |
| Post-Print / HAL | 5 |
| Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Mohamed Boutahar (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices. (2021). J. A. C. Santos, ; Eg, A D ; Bernardino, W ; Alcoforado, R G. In: Papers. RePEc:arx:papers:2107.07556. Full description at Econpapers || Download paper |
| 2022 | A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289. Full description at Econpapers || Download paper |
| 2022 | Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568. Full description at Econpapers || Download paper |
| 2022 | Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008. (2022). Chang, Xiaochen ; Guo, Songlin ; Yu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005389. Full description at Econpapers || Download paper |
| 2022 | Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35. Full description at Econpapers || Download paper |
| 2021 | R-Squared-Bootstrapping for Gegenbauer-Type Long Memory. (2021). Woodward, Wayne A ; Xing, Yixun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09977-1. Full description at Econpapers || Download paper |
| 2022 | What Is New About the PPP Theory in the Nordic Countries? Evidence from Panel Unit Root Tests with Sharp Breaks and Gradual Shifts. (2022). Din, Ozlem Gul. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:165-186. Full description at Econpapers || Download paper |
| 2021 | A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7. Full description at Econpapers || Download paper |
| 2021 | Bootstrapping regression models with locally stationary disturbances. (2021). Muoz, Joel ; Vilar, Jose A ; Mateu, Jorge ; Ferreira, Guillermo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00721-3. Full description at Econpapers || Download paper |
| 2021 | An empirical examination of purchasing power parity: Argentina 1810–2016. (2021). Rivero, Simon Sosvilla ; Sosvillarivero, Simon ; Jacobo, Alejandro D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2064-2073. Full description at Econpapers || Download paper |
Works by Mohamed Boutahar:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Testing for change in mean of heteroskedastic time series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Testing for change in mean of heteroskedastic time series.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Identification of Persistent Cycles in Non?Gaussian Long?Memory Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2007 | Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | The finite-sample properties of bootstrap tests in multiple structural change models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2008 | A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2010 | Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Power of the KPSS test against shift in variance: a further investigation. In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | Power of the KPSS test against shift in variance: a further investigation.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Evidence on structural changes in U.S. time series In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 2009 | A fractionally integrated exponential STAR model applied to the US real effective exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2008 | A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2011 | Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2003 | Erratum to Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density [Economics Letters 77 (2002) 1 In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Current components analysis of MIS/IL solar cells for different fabrication parameters In: Renewable Energy. [Full Text][Citation analysis] | article | 0 |
| 1992 | Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 1993 | Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 2004 | Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 3 |
| 2004 | Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density.(2004) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2002 | Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 4 |
| 2010 | The power of some standard tests of stationarity against changes in the unconditional variance In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Power of some Standard tests of stationarity against changes in the unconditional variance.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2008 | A simple fractionally integrated model with a time-varying long memory parameter dt In: Post-Print. [Citation analysis] | paper | 14 |
| 2008 | A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2008 | A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2008 | Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | An exponential FISTAR model applied to the US real effective exchange rate In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Estimation of the long memory parameter in non stationary models: A Simulation Study In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Optimal prediction with nonstationary ARFIMA model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2008 | Seasonal Nonlinear Long Memory Model for the US Inflation Rates In: Computational Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Which Econometric Specification to Characterize the U.S. Inflation Rate Process? In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Structural Change and Long Memory in the Dynamic of U.S. Inflation Process In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | A time-scale analysis of systematic risk: wavelet-based approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 1995 | A proof of asymptotic normality for some VARX models In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 1996 | Least squares estimator for regression models with some deterministic time varying parameters In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2002 | General Autoregressive Models with Long-Memory Noise In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 0 |
| 2010 | Behaviour of skewness, kurtosis and normality tests in long memory data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2010 | Fractionally integrated time varying GARCH model In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 10 |
| 2011 | A wavelet-based approach for modelling exchange rates In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 18 |
| 2009 | The effect of tapering on the semiparametric estimators for nonstationary long memory processes In: Statistical Papers. [Full Text][Citation analysis] | article | 2 |
| 2003 | Structural breaks in the U.S. inflation process: a further investigation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2004 | Bai and Perrons and spectral density methods for structural change detection in the US inflation process In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2013 | Nonparametric comparison of several transformations of distribution functions In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 8 |
| 2009 | Comparison of non-parametric and semi-parametric tests in detecting long memory In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
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