7
H index
6
i10 index
133
Citations
Mohamed Boutahar : Citation Profile
| RESEARCH PRODUCTION: 32 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
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 |
| Applied Economics Letters | 2 |
| Metrika: International Journal for Theoretical and Applied Statistics | 2 |
| Journal of Applied Statistics | 2 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / HAL | 14 |
| 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 (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016. (2018). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2018-15. Full description at Econpapers || Download paper |
| 2018 | A new time-varying model for forecasting long-memory series. (2018). Bisaglia, Luisa ; Grigoletto, Matteo. In: Papers. RePEc:arx:papers:1812.07295. Full description at Econpapers || Download paper |
| 2017 | The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171. Full description at Econpapers || Download paper |
| 2017 | Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472. Full description at Econpapers || Download paper |
| 2018 | Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351. Full description at Econpapers || Download paper |
| 2017 | A distance test of normality for a wide class of stationary processes. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:50-60. Full description at Econpapers || Download paper |
| 2017 | A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117. Full description at Econpapers || Download paper |
| 2018 | A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359. Full description at Econpapers || Download paper |
| 2018 | Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494. Full description at Econpapers || Download paper |
| 2017 | Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Narayan, Seema ; Ur, Mobeen. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:223-232. Full description at Econpapers || Download paper |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependence. (2017). Gil-Alana, Luis ; Mudida, Robert. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:72-79. Full description at Econpapers || Download paper |
| 2018 | On a class of estimation and test for long memory. (2018). Fu, Hui ; He, Xin-Jiang ; Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:906-920. Full description at Econpapers || Download paper |
| 2018 | Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25. Full description at Econpapers || Download paper |
| 2018 | Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69. Full description at Econpapers || Download paper |
| 2017 | True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230. Full description at Econpapers || Download paper |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728. Full description at Econpapers || Download paper |
| 2017 | Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y. Full description at Econpapers || Download paper |
| 2018 | What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z. 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 | 3 |
| 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: 3 | 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: 3 | 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 | |
| 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 | 0 |
| 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 | 10 |
| 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: 10 | 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: 10 | 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 | 14 |
| 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 | 7 |
| 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: 7 | 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 | 2 |
| 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: 2 | 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 | 1 |
| 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: 1 | 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: 1 | article | |
| 2008 | A simple fractionally integrated model with a time-varying long memory parameter dt In: Post-Print. [Citation analysis] | paper | 5 |
| 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: 5 | 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 | 9 |
| 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 |
| 2012 | Structural change in tail behaviour and the recent financial crises In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 6 |
| 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 | 3 |
| 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 | 0 |
| 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 | 12 |
| 2009 | The effect of tapering on the semiparametric estimators for nonstationary long memory processes In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
| 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 | 7 |
| 2009 | Comparison of non-parametric and semi-parametric tests in detecting long memory In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team