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How does financial development influence the impact of remittances on growth volatility?
Ahamada, Ibrahim; Coulibaly, Dramane - In: Economic modelling 28 (2011) 6, pp. 2748-2761
Persistent link: https://www.econbiz.de/10009807726
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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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Testing multiple structural changes in US output gap dynamics : non-parametric approach
Ahamada, Ibrahim; Ben Ai͏̈ssa, Mohamed Safouane - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 577-586
Persistent link: https://www.econbiz.de/10009920584
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Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10010088121
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The impact of carbon trading on the electricity sector
Ahamada, Ibrahim; Kirat, Djamel - In: Revue d'économie politique (2011) 2, pp. 259-259
Persistent link: https://www.econbiz.de/10009185932
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The impact of the European Union emission trading scheme on the electricity-generation sector
Kirat, Djamel; Ahamada, Ibrahim - In: Energy economics 33 (2011) 5, pp. 995-1004
Persistent link: https://www.econbiz.de/10009328783
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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)
Ahamada, Ibrahim; Boutahar, Mohamed - In: Economics letters 78 (2003) 2, pp. 293
Persistent link: https://www.econbiz.de/10006764533
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Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density
Ahamada, Ibrahim - In: Economics letters 77 (2002) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10006765717
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More Efficient Tests Robust to Heteroskedasticity of Unknown Form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-242
Persistent link: https://www.econbiz.de/10006875840
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Controlling Starting-Point Bias in Double-Bounded Contingent Valuation Surveys
Flachaire, Emmanuel; Hollard, Guillaume - In: Land economics : a quarterly journal of planning, … 82 (2006) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10006108286