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Bai and Perron's and spetral density methods for structural change detection in the US inflation process

Ben Ai͏̈ssa, Mohamed Safouane; Boutahar, Mohamed; … - In: Applied economics letters 11 (2004) 2, pp. 109-115

Persistent link: https://www.econbiz.de/10001927723

Detecting multiple breaks in a 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. 1095-1101

Persistent link: https://www.econbiz.de/10002121559

Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns

Nouira, Lei͏̈la; Ahamada, Ibrahim; Jouini, Jamel; … - In: Applied economics letters 11 (2004) 9, pp. 591-594

Persistent link: https://www.econbiz.de/10002140966

Evidence on structural changes in US time series

Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422

Persistent link: https://www.econbiz.de/10002770015

Revisiting the Decline in the Exchange Rate Pass-Through : Further Evidence from Developing Countries

Karim, Barhoumi - 2010

The main purpose of the paper is to contribute to the empirical works relating to exchange rate pass-through. Indeed, we revisit the Taylor (2000) proposition for some developing countries in order to examine the decline in their pass-through coefficients, and to find possible explanations for...

Persistent link: https://www.econbiz.de/10013138004

Revisiting the decline in the exchange rate pass-through : further evidence from developing countries

Barhoumi, Karim (contributor); Jouini, Jamel (contributor) - 2008

Persistent link: https://www.econbiz.de/10003796973