Details about Karim Barhoumi

Access statistics for papers by Karim Barhoumi.

Last updated 2022-06-05. Update your information in the RePEc Author Service.

Short-id: pka177

Working Papers

2022

1. Overcoming Data Sparsity: A Machine Learning Approach to Track the Real-Time Impact of COVID-19 in Sub-Saharan Africa
   IMF Working Papers, International Monetary Fund View citations (3)

2018

2. Public Investment Efficiency in Sub-Saharan African Countries
   IMF Departmental Papers / Policy Papers, International Monetary Fund View citations (2)

2016

3. A world trade leading index (WLTI)
   Post-Print, HAL View citations (4)
   Also in IMF Working Papers, International Monetary Fund (2015) View citations (1)
   See also Journal Article A World Trade Leading Index (WTLI), Economics Letters, Elsevier (2016) View citations (5) (2016)
4. Make Investment Scaling-Up Work in Benin: A Macro-Fiscal Analysis
   IMF Departmental Papers / Policy Papers, International Monetary Fund
5. Stochastic Trends, Debt Sustainability and Fiscal Policy
   IMF Working Papers, International Monetary Fund View citations (1)

2013

6. Dynamic Factor Models: A review of the Literature
   Working papers, Banque de France View citations (33)
   Also in Post-Print, HAL (2013) View citations (26)
   See also Journal Article Dynamic factor models: A review of the literature, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2014) View citations (13) (2014)
7. Testing the number of factors: An empirical assessment for forecasting purposes
   Post-Print, HAL View citations (15)
   See also Journal Article Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (19) (2013)
8. Une revue de la littérature des modèles à facteurs dynamiques
   Post-Print, HAL
   See also Journal Article Une revue de la littérature des modèles à facteurs dynamiques, Économie et Prévision, Programme National Persée (2012) View citations (1) (2012)

2012

9. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
   Post-Print, HAL View citations (10)
10. Nowcasting German GDP: A comparison of bridge and factor models
    Working papers, Banque de France View citations (28)
    See also Journal Article Nowcasting German GDP: A comparison of bridge and factor models, Journal of Policy Modeling, Elsevier (2012) View citations (27) (2012)

2010

11. The International Transmission of House Price Shocks
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (28)
    Also in Post-Print, HAL (2010) View citations (27)
    Working papers, Banque de France (2010) View citations (33)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (25)

2009

12. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France View citations (10)
    See also Journal Article Are disaggregate data useful for factor analysis in forecasting French GDP?, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (96) (2010)

2008

13. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France View citations (19)
14. Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries
    Working papers, Banque de France View citations (15)
    See also Journal Article Revisiting the decline in the exchange rate pass-through: further evidence from developing countries, Economics Bulletin, AccessEcon (2008) View citations (16) (2008)
15. Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (71)
    Also in Working papers, Banque de France (2008) View citations (80)
    Occasional Paper Series, European Central Bank (2008) View citations (64)
    Working Paper Research, National Bank of Belgium (2008) View citations (38)

2007

16. Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2018

1. Stochastic trends and fiscal policy
   Economic Modelling, 2018, 75, (C), 256-267 View citations (1)

2016

2. A World Trade Leading Index (WTLI)
   Economics Letters, 2016, 146, (C), 111-115 View citations (5)
   See also Working Paper A world trade leading index (WLTI), Post-Print (2016) View citations (4) (2016)

2014

3. Dynamic factor models: A review of the literature
   OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 View citations (13)
   See also Working Paper Dynamic Factor Models: A review of the Literature, Working papers (2013) View citations (33) (2013)

2013

4. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
   Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 View citations (19)
   See also Working Paper Testing the number of factors: An empirical assessment for forecasting purposes, Post-Print (2013) View citations (15) (2013)

2012

5. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
   Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 View citations (26)
6. Nowcasting German GDP: A comparison of bridge and factor models
   Journal of Policy Modeling, 2012, 34, (6), 864-878 View citations (27)
   See also Working Paper Nowcasting German GDP: A comparison of bridge and factor models, Working papers (2012) View citations (28) (2012)
7. Une revue de la littérature des modèles à facteurs dynamiques
   Économie et Prévision, 2012, 199, (1), 51-77 View citations (1)
   See also Working Paper Une revue de la littérature des modèles à facteurs dynamiques, Post-Print (2013) (2013)

2010

8. Are disaggregate data useful for factor analysis in forecasting French GDP?
   Journal of Forecasting, 2010, 29, (1-2), 132-144 View citations (96)
   See also Working Paper Are disaggregate data useful for factor analysis in forecasting French GDP?, Working papers (2009) View citations (10) (2009)

2009

9. How Structural Macroeconomic Shocks Can Explain Exchange Rate Pass-Through in Developing Countries: A Common Trend Approach
   Global Economy Journal, 2009, 9, (2), 37 View citations (1)
10. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
    Journal of Forecasting, 2009, 28, (7), 595-611 View citations (89)

2008

11. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47
12. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42
13. Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
    Economics Bulletin, 2008, 3, (20), 1-10 View citations (16)
    See also Working Paper Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries, Working papers (2008) View citations (15) (2008)

2006

14. Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation
    Economic Modelling, 2006, 23, (6), 926-951 View citations (79)

2005

15. Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
    Economics Bulletin, 2005, 3, (26), 1-14 View citations (22)
    Also in Economics Bulletin, 2004, 28, (10), A0 (2004)
16. Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?
    Economics Bulletin, 2005, 6, (14), 1-12 View citations (20)