Details about Adnen Ben Nasr

Access statistics for papers by Adnen Ben Nasr.

Last updated 2020-10-07. Update your information in the RePEc Author Service.

Short-id: pbe407

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 (5)
   See also Journal Article Investor Sentiment and Crash Risk in Safe Havens, Journal of Economics and Behavioral Studies, AMH International (2019) View citations (3) (2019)

2017

3. 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)
4. Kuznets Curve for the US: A Reconsideration Using Cosummability
   Working Papers, University of Pretoria, Department of Economics View citations (4)
   See also Journal Article Kuznets Curve for the US: A Reconsideration Using Cosummability, Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer (2019) View citations (6) (2019)

2014

5. 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 Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model, Emerging Markets Review, Elsevier (2015) View citations (18) (2015)
6. Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
   Working Papers, Department of Research, Ipag Business School View citations (3)
   Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (3)
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2014) View citations (3)
   See also Journal Article Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching, International Review of Economics & Finance, Elsevier (2016) View citations (42) (2016)
7. 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 (2)
   See also Journal Article Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data, Energy Economics, Elsevier (2015) View citations (19) (2015)

2013

8. 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 (4)
   See also Journal Article Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model, Applied Financial Economics, Taylor & Francis Journals (2014) View citations (42) (2014)

2006

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

Journal Articles

2020

1. Asymmetric effects of inequality on real output levels of the United States
   Eurasian Economic Review, 2020, 10, (1), 47-69 View citations (1)

2019

2. Investor Sentiment and Crash Risk in Safe Havens
   Journal of Economics and Behavioral Studies, 2019, 10, (6), 97-108 View citations (3)
   See also Working Paper Investor Sentiment and Crash Risk in Safe Havens, Working Papers (2018) View citations (5) (2018)
3. Kuznets Curve for the US: A Reconsideration Using Cosummability
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2019, 142, (2), 827-843 View citations (6)
   See also Working Paper Kuznets Curve for the US: A Reconsideration Using Cosummability, Working Papers (2017) View citations (4) (2017)

2018

4. Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach
   Risks, 2018, 6, (3), 1-22 View citations (4)

2016

5. A Nonlinear Approach for Modeling and Forecasting US Business Cycles
   International Economic Journal, 2016, 30, (1), 39-74 View citations (2)
6. 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 View citations (42)
   See also Working Paper Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching, Working Papers (2014) View citations (3) (2014)

2015

7. 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 View citations (18)
   See also Working Paper Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model, Working Papers (2014) View citations (6) (2014)
8. 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 View citations (19)
   See also Working Paper Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data, Working Papers (2014) View citations (2) (2014)

2014

9. 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 View citations (42)
   See also Working Paper Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model, Working Papers (2013) View citations (4) (2013)

2010

10. Fractionally integrated time varying GARCH model
    Statistical Methods & Applications, 2010, 19, (3), 399-430 View citations (13)

2008

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