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Details about Ahdi Noomen Ajmi

Workplace:École Supérieure de Commerce de Tunis (Tunis School of Business), Université de la Manouba (University of Manouba), (more information at EDIRC)

Access statistics for papers by Ahdi Noomen Ajmi.

Last updated 2017-01-26. Update your information in the RePEc Author Service.

Short-id: paj18


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Working Papers

2014

  1. A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries
    Working Papers, Department of Research, Ipag Business School Downloads View citations (33)
  3. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Emerging Markets Review (2015)
  4. Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  5. Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads View citations (3)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (3)
    Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)

    See also Journal Article in International Review of Economics & Finance (2016)
  6. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
    Working Papers, Department of Research, Ipag Business School Downloads View citations (4)
    See also Journal Article in Applied Economics (2014)
  7. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  8. Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Applied Economics (2016)
  9. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
    Working Papers, Department of Research, Ipag Business School Downloads View citations (9)
    See also Journal Article in Economic Modelling (2013)
  10. The Nonparametric Relationship between Oil and South African Agricultural Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2013

  1. CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics View citations (5)
  3. Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Journal of Developing Areas (2015)
  4. Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Applied Economics (2015)
  5. Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  7. Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Applied Financial Economics (2014)

Journal Articles

2016

  1. Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
    International Review of Economics & Finance, 2016, 45, (C), 559-571 Downloads
    See also Working Paper (2014)
  2. Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing
    Applied Economics, 2016, 48, (24), 2301-2308 Downloads
    See also Working Paper (2014)
  3. The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa
    Economia Internazionale / International Economics, 2016, 69, (2), 91-110 Downloads

2015

  1. Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests
    Journal of Applied Economics, 2015, 18, 225-246 Downloads View citations (1)
    See also Working Paper (2013)
  2. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
    Journal of Developing Areas, 2015, 49, (2), 163-181 Downloads View citations (1)
    See also Working Paper (2013)
  3. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
    Emerging Markets Review, 2015, 24, (C), 46-68 Downloads View citations (2)
    See also Working Paper (2014)
  4. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
    Energy Economics, 2015, 49, (C), 629-638 Downloads View citations (11)
  5. Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (2), 106-126 Downloads View citations (1)

2014

  1. Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
    Energy Economics, 2014, 45, (C), 485-490 Downloads View citations (6)
  2. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 213-227 Downloads View citations (14)
    See also Working Paper (2013)
  3. Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
    Applied Financial Economics, 2014, 24, (14), 993-1004 Downloads View citations (9)
    See also Working Paper (2013)
  4. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
    Applied Economics, 2014, 46, (18), 2167-2177 Downloads View citations (41)
    See also Working Paper (2014)

2013

  1. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
    Economic Modelling, 2013, 35, (C), 126-133 Downloads View citations (13)
    See also Working Paper (2014)
  2. The Tunisian stock market index volatility: Long memory vs. switching regime
    Emerging Markets Review, 2013, 16, (C), 170-182 Downloads View citations (10)

2012

  1. The fractional integrated bi- parameter smooth transition autoregressive model
    Economics Bulletin, 2012, 32, (1), 755-765 Downloads

2008

  1. Seasonal Nonlinear Long Memory Model for the US Inflation Rates
    Computational Economics, 2008, 31, (3), 243-254 Downloads View citations (6)
 
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