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Evidence on structural changes in U.S. time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10006238239
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Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1102
Persistent link: https://www.econbiz.de/10007646482
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Optimal prediction with nonstationary ARFIMA model
Boutahar, Mohamed - In: Journal of forecasting 26 (2007) 2, pp. 95-112
Persistent link: https://www.econbiz.de/10007604891
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A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341
Persistent link: https://www.econbiz.de/10008170440
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Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10007988798
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
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Structural change in tail behaviour and the recent financial crisis
Raggad, Bechir; Boutahar, Mohamed - In: International journal of monetary economics and finance 5 (2012) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10010077367
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Long-run relationships between international stock prices: further evidence from fractional cointegration tests
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7, pp. 817-828
Persistent link: https://www.econbiz.de/10010053385
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Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
Belkhouja, Mustapha; Boutahar, Mohamed - In: Computational economics 34 (2009) 2, pp. 195
Persistent link: https://www.econbiz.de/10008286007
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Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
Boutahar, Mohamed; Gbaguidi, David - In: Computational economics 34 (2009) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10008286009