Details about Jamel JOUINI

Access statistics for papers by Jamel JOUINI.

Last updated 2020-10-28. Update your information in the RePEc Author Service.

Short-id: pjo68

Working Papers

2020

1. Does the Euro-Mediterranean Partnership contribute to regional integration?
   Post-Print, HAL View citations (1)
   See also Journal Article Does the Euro–Mediterranean Partnership contribute to regional integration?, Journal of Policy Modeling, Elsevier (2020) View citations (1) (2020)

2017

2. The contribution of Euro-Mediterranean Partnership to regional integration
   Post-Print, HAL

2004

3. Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density
   Post-Print, HAL View citations (3)
   See also Journal Article Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density, Applied Economics, Taylor & Francis Journals (2004) View citations (3) (2004)
4. Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns
   Post-Print, HAL View citations (7)
   See also Journal Article Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns, Applied Economics Letters, Taylor & Francis Journals (2004) View citations (12) (2004)

Journal Articles

2020

1. Does the Euro–Mediterranean Partnership contribute to regional integration?
   Journal of Policy Modeling, 2020, 42, (2), 328-348 View citations (1)
   See also Working Paper Does the Euro-Mediterranean Partnership contribute to regional integration?, Post-Print (2020) View citations (1) (2020)

2019

2. Regime switching in the reactions of stock markets in Saudi Arabia to oil price variations
   The World Economy, 2019, 42, (8), 2467-2506 View citations (4)

2018

3. Measuring the Macroeconomic Impacts of Fiscal Policy Shocks in the Saudi Economy: A Markov Switching Approach
   Journal for Economic Forecasting, 2018, (4), 55-70 View citations (1)

2017

4. Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes
   Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (3), 166-198 View citations (1)

2016

5. Economic growth and savings in Saudi Arabia: empirical evidence from cointegration and causality analysis
   Asia-Pacific Journal of Accounting & Economics, 2016, 23, (4), 478-495 View citations (1)
6. Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis
   The Quarterly Review of Economics and Finance, 2016, 61, (C), 14-28 View citations (38)
7. Market integration between conventional and Islamic stock prices
   The North American Journal of Economics and Finance, 2016, 37, (C), 436-457 View citations (28)

2015

8. Economic growth and remittances in Tunisia: Bi-directional causal links
   Journal of Policy Modeling, 2015, 37, (2), 355-373 View citations (30)
9. Linkage between international trade and economic growth in GCC countries: Empirical evidence from PMG estimation approach
   The Journal of International Trade & Economic Development, 2015, 24, (3), 341-372 View citations (20)
10. New empirical evidence from assessing financial market integration, with application to Saudi Arabia
    Economic Modelling, 2015, 49, (C), 198-211 View citations (7)

2014

11. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework
    The North American Journal of Economics and Finance, 2014, 29, (C), 322-335 View citations (26)
12. Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation
    Economic Modelling, 2014, 38, (C), 486-494 View citations (44)

2013

13. Return and volatility interaction between oil prices and stock markets in Saudi Arabia
    Journal of Policy Modeling, 2013, 35, (6), 1124-1144 View citations (71)
14. Stock markets in GCC countries and global factors: A further investigation
    Economic Modelling, 2013, 31, (C), 80-86 View citations (21)

2010

15. Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
    Statistical Papers, 2010, 51, (1), 85-109 View citations (4)
16. The finite-sample properties of bootstrap tests in multiple structural change models
    Economics Bulletin, 2010, 30, (1), 55-66

2009

17. Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application
    Journal of Applied Statistics, 2009, 36, (1), 91-110
18. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 View citations (1)

2008

19. Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
    Economics Bulletin, 2008, 3, (20), 1-10 View citations (16)

2007

20. Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
    Economics Bulletin, 2007, 3, (38), 1-11
21. wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
    Economics Bulletin, 2007, 3, (3), 1-10 View citations (3)

2005

22. Evidence on structural changes in U.S. time series
    Economic Modelling, 2005, 22, (3), 391-422 View citations (19)

2004

23. Bai and Perron's and spectral density methods for structural change detection in the US inflation process
    Applied Economics Letters, 2004, 11, (2), 109-115 View citations (19)
24. Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
    Applied Economics, 2004, 36, (10), 1095-1101 View citations (3)
    See also Working Paper Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density, Post-Print (2004) View citations (3) (2004)
25. Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns
    Applied Economics Letters, 2004, 11, (9), 591-594 View citations (12)
    See also Working Paper Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns, Post-Print (2004) View citations (7) (2004)

2003

26. Structural breaks in the U.S. inflation process: a further investigation
    Applied Economics Letters, 2003, 10, (15), 985-988 View citations (14)
27. Structural breaks in the US inflation process
    Applied Economics Letters, 2003, 10, (10), 633-636 View citations (19)