Biblio

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?Journal articleH. Boubaker, Mohamed Boutahar et R. Khalfaoui, Communications in Statistics - Simulation and Computation, Volume 46, Issue 2, pp. 1189-1218, 2017

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysisJournal articleRabeh Khalfaoui, Mohamed Boutahar et Heni Boubaker, Energy Economics, Volume 49, Issue C, pp. 540-549, 2015

Long-run relationships between international stock prices: further evidence from fractional cointegration testsJournal articleMarcel Aloy, Mohamed Boutahar, Karine Gente et Anne Péguin-Feissolle, Applied Economics, Volume 45, Issue 7, pp. 817-828, 2013

Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?Journal articleMarcel Aloy, Mohamed Boutahar, Karine Gente et Anne Péguin-Feissolle, Economic Modelling, Volume 28, Issue 3, pp. 1279-1290, 2011

A wavelet-based approach for modelling exchange ratesJournal articleHeni Boubaker et Mohamed Boutahar, Statistical Methods & Applications, Volume 20, Issue 2, pp. 201-220, 2011

Fractional integration and cointegration in stock prices and exchange ratesJournal articleMarcel Aloy, Mohamed Boutahar, Karine Gente et Anne Péguin-Feissolle, Economics Bulletin, Volume 30, Issue 1, pp. 115-129, 2010

Fractionally integrated time varying GARCH modelJournal articleAdnen Ben Nasr, Mohamed Boutahar et Abdelwahed Trabelsi, Statistical Methods & Applications, Volume 19, Issue 3, pp. 399-430, 2010

A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function ApproachJournal articleEssahbi Essaadi et Mohamed Boutahar, Economics Bulletin, Volume 30, Issue 2, pp. 1054-1070, 2010

Comparison of non-parametric and semi-parametric tests in detecting long memoryJournal articleMohamed Boutahar, Journal of Applied Statistics, Volume 36, Issue 9, pp. 945-972, 2009

A fractionally integrated exponential STAR model applied to the US real effective exchange rateJournal articleMohamed Boutahar, Imène Mootamri et Anne Péguin-Feissolle, Economic Modelling, Volume 26, Issue 2, pp. 335-341, 2009

Structural Change and Long Memory in the Dynamic of U.S. Inflation ProcessJournal articleMustapha Belkhouja et Mohamed Boutahar, Computational Economics, Volume 34, Issue 2, pp. 195-216, 2009

Which Econometric Specification to Characterize the U.S. Inflation Rate Process?Journal articleMohamed Boutahar et David S. Gbaguidi, Computational Economics, Volume 34, Issue 2, pp. 145-172, 2009

Chroniques démographiques des naissances: longue mémoire ou changement de régime ?Journal articleAhdi Noomen Ajmi et Mohamed Boutahar, Revue de Mathématiques et Sciences Humaines, Volume 181, Issue 1, pp. 81-105, 2008

Identification of Persistent Cycles in Non-Gaussian Long-Memory Time SeriesJournal articleMohamed Boutahar, Journal of Time Series Analysis, Volume 29, Issue 4, pp. 653-672, 2008

Seasonal Nonlinear Long Memory Model for the US Inflation RatesJournal articleAhdi Noomen Ajmi, Adnen Ben Nasr et Mohamed Boutahar, Computational Economics, Volume 31, Issue 3, pp. 243-254, 2008

A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d tJournal articleMohamed Boutahar, Gilles Dufrénot et Anne Péguin-Feissolle, Computational Economics, Volume 31, Issue 3, pp. 225-241, 2008

The effect of tapering on the semiparametric estimators for nonstationary long memory processesJournal articleLeïla Nouira, Mohamed Boutahar et Vêlayoudom Marimoutou, Statistical Papers, Volume 50, Issue 2, pp. 225-248, 2007

Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and ApplicationJournal articleMohamed Boutahar, Vêlayoudom Marimoutou et Leïla Nouira, Journal of Applied Statistics, Volume 34, Issue 3, pp. 261-301, 2007

Optimal prediction with nonstationary ARFIMA modelJournal articleMohamed Boutahar, Journal of Forecasting, Volume 26, Issue 2, pp. 95-111, 2007

Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) processJournal articleJamel Jouini et Mohamed Boutahar, Economics Bulletin, Volume 3, Issue 38, pp. 1-11, 2007

Wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidenceJournal articleJamel Jouini et Mohamed Boutahar, Economics Bulletin, Volume 3, Issue 3, pp. 1-10, 2007

Evidence on structural changes in U.S. time seriesJournal articleJamel Jouini et Mohamed Boutahar, Economic Modelling, Volume 22, Issue 3, pp. 391-422, 2005

Bai and Perron's and spectral density methods for structural change detection in the US inflation processJournal articleMohamed Safouane Ben Aïssa, Mohamed Boutahar et Jamel Jouini, Applied Economics Letters, Volume 11, Issue 2, pp. 109-115, 2004

Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral densityJournal articleIbrahim Ahamada, Jamel Jouini et Mohamed Boutahar, Applied Economics, Volume 36, Issue 10, pp. 1095-1101, 2004

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) 177-186]Journal articleIbrahim Ahamada et Mohamed Boutahar, Economics Letters, Volume 78, Issue 2, pp. 293-293, 2003