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Adnen
Ben Nasr
adnen.bennasr@isg.rnu.tn
Journal articles
2015
Adnen Ben Nasr
,
Mehmet Balcilar
,
Ahdi N Ajmi
,
Goodness C Aye
,
Rangan Gupta
,
Reneé van Eyden
(2015)
Causality between inflation and inflation uncertainty in South Africa : Evidence from a Markov-switching vector autoregressive model
Emerging Markets Review
24:
46-68
09.
Adnen Ben Nasr
,
Rangan Gupta
,
João Ricardo Sato
(2015)
Is there an Environmental Kuznets Curve for South Africa? : A co-summability approach using a century of data
Energy Economics
52, Part A:
136-141
12.
2014
DOI
Adnen Ben Nasr
,
Ahdi Noomen Ajmi
,
Rangan Gupta
(2014)
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Applied Financial Economics
24:
14.
993-1004
07.
2012
DOI
Meriam Bouali
,
Adnen Ben Nasr
,
Abdelwahed Trabelsi
(2012)
A Nonlinear Approach for Modeling and Forecasting US Business Cycles
International Economic Journal
1-36
11.
2010
DOI
Adnen Ben Nasr
,
Mohamed Boutahar
,
Abdelwahed Trabelsi
(2010)
Fractionally integrated time varying GARCH model
Statistical Methods and Applications
19:
3.
399-430
August.
2008
DOI
A N Ajmi
,
A Ben Nasr
,
M Boutahar
(2008)
Seasonal nonlinear long memory model for the US inflation rates
COMPUTATIONAL ECONOMICS
31:
3.
243-254.
Conference papers
2010
Adnen Ben Nasr
,
Mohamed Boutahar
(2010)
Time varying fractionally integrated model
In: 42èmes Journées de Statistique.
2005
Adnen Ben Nasr
,
Abdelwahed Trabelsi
(2005)
Seasonal and periodic long memory models in the inflation rates
European Financial Management Association 2005 Annual Meetings June 29-July 2, 2005, Milan, Italy; 2005
[Conference papers] .
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All Tags:
Co-summability
,
CO2 emissions
,
Environmental Kuznets Curve
,
Fractional integration
,
inflation
,
Inflation
,
Inflation uncertainty
,
Long memory
(2),
Markov switching model
,
Output
,
Periodic models
,
Seasonality
(2),
South Africa
,
Time-varying causality
Authors
A Ajmi
(3),
G Aye
,
M Balcilar
,
M Bouali
,
M Boutahar
(3),
R van Eyden
,
R Gupta
(3),
A Nasr
(8),
J Sato
,
A Trabelsi
(3)
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