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Details about Adnen Ben Nasr

E-mail:
Homepage:https://scholar.google.com/citations?user=BQV8lXgAAAAJ&hl=fr
Postal address:BESTMOD, Institut Supérieur de Gestion de Tunis, 41 rue de la liberté, Cité Bouchoucha Le Bardo 2000, Tunis, TUNISIE
Workplace:Laboratoire BESTMOD (Business & Economic STatistics MODeling), Institut Supérieur de Gestion de Tunis (Tunis Higher Institute of Management), Université de Tunis (University of Tunis), (more information at EDIRC)
Institut Supérieur de Commerce et Comptabilité de Bizerte (ISCCB) (Higher Institute of Business and Accountancy of Bizerte), Université de Carthage (University of Carthago), (more information at EDIRC)

Access statistics for papers by Adnen Ben Nasr.

Last updated 2018-06-10. Update your information in the RePEc Author Service.

Short-id: pbe407


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Working Papers

2018

  1. Asymmetric Effects of Inequality on Per Capita Real GDP of the United States
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Investor Sentiment and Crash Risk in Safe Havens
    Working Papers, University of Pretoria, Department of Economics View citations (4)

2017

  1. Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Kuznets Curve for the US: A Reconsideration Using Cosummability
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2014

  1. 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 (6)
    See also Journal Article in Emerging Markets Review (2015)
  2. 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)
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2014) Downloads View citations (2)

    See also Journal Article in International Review of Economics & Finance (2016)
  3. Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Energy Economics (2015)

2013

  1. 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 (3)
    See also Journal Article in Applied Financial Economics (2014)

2006

  1. Seasonal and Periodic Long Memory Models in the In�ation Rates
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2016

  1. A Nonlinear Approach for Modeling and Forecasting US Business Cycles
    International Economic Journal, 2016, 30, (1), 39-74 Downloads
  2. 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 View citations (12)
    See also Working Paper (2014)

2015

  1. 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 (7)
    See also Working Paper (2014)
  2. Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data
    Energy Economics, 2015, 52, (PA), 136-141 Downloads View citations (8)
    See also Working Paper (2014)

2014

  1. 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 (22)
    See also Working Paper (2013)

2010

  1. Fractionally integrated time varying GARCH model
    Statistical Methods & Applications, 2010, 19, (3), 399-430 Downloads View citations (10)

2008

  1. Seasonal Nonlinear Long Memory Model for the US Inflation Rates
    Computational Economics, 2008, 31, (3), 243-254 Downloads View citations (9)
 
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