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A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate,
Ibrahim Ahamada,
from HAL
(2004)
Keywords: KPSS TEST,unconditional volatility shift
Non Stationarity Characteristics of the S&P500 Returns,
Ibrahim Ahamada,
from HAL
(2003)
Keywords: SP500 RETURNS,unconditional volatility,time frequency analysis
A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate,
Ibrahim Ahamada,
from HAL
(2004)
Keywords: KPSS TEST,unconditional volatility shift
Non Stationarity Characteristics of the S&P500 Returns,
Ibrahim Ahamada,
from HAL
(2003)
Keywords: SP500 RETURNS,unconditional volatility,time frequency analysis
A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate,
Ahamada Ibrahim,
in Economics Bulletin
(2004)
Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density,
Ahamada Ibrahim,
in Economics Bulletin
(2003)
Keywords: Time-dependent spectral density unconditional volatility S&P 500 returns.
Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density,
Ibrahim Ahamada,
in Economics Letters
(2002)
Registered author: Ibrahim Ahamada
Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique,
Philippe Jolivaldt and Ibrahim Ahamada,
in Économie et Prévision
(2010)
Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique,
Ibrahim Ahamada and Philippe Jolivaldt,
in Economie & Prévision
(2010)
Keywords: Hodrick-Prescott filter, Baxter-King filter, wavelets, Monte Carlo simulation, break, business cycles
Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption,
Alain Nurbel and Ibrahim Ahamada,
in Mondes en développement
(2008)
Keywords: globalisation, foreign direct investment, development, absorptive capacity, learning, human capital, competences, agglomerations, clusters, endogenous growth
L'impact de la contrainte carbone sur le secteur électrique,
Ibrahim Ahamada and Djamel Kirat,
in Revue d'économie politique
(2011)
The impact of phase II of the EU ETS on wholesale electricity prices,
Ibrahim Ahamada and Djamel Kirat,
in Revue d'économie politique
(2015)
Keywords: carbon emission trading, multivariate GARCH models, structural breaks, energy prices
The power of some standard tests of stationarity against changes in the unconditional variance,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2010)
Keywords: KPSS test,panel stationarity test,unconditional variance,abrupt changes,stock returns,size-power curve.,Test KPSS,tests de stationnarité en panel,variance inconditionnelle,changements brusques,rendements financiers,courbe taille-puissance.
Non-linear Pass-Through of the CO2 Emission-Allowance Price onto Wholesale Electricity Prices,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2018)
Les Méthodes de la statistique descriptive - Tome I,
Alain Nurbel and Ibrahim Ahamada,
from HAL
(2007)
Keywords: Tendance centrale,dispersion et forme,Concentration,ajustement,régression et corrélation
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2002)
Keywords: Covariance stationarity,Time spectral density
Les Méthodes de la statistique descriptive - Tome I,
Alain Nurbel and Ibrahim Ahamada,
from HAL
(2007)
Keywords: Tendance centrale,dispersion et forme,Concentration,ajustement,régression et corrélation
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2002)
Keywords: Covariance stationarity,Time spectral density
Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186],
Ibrahim Ahamada and Mohamed Boutahar,
in Economics Letters
(2003)
Classical vs wavelet-based filters Comparative study and application to business cycle,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2010)
Keywords: Filters,HP,BK,wavelets,Monte Carlo Simulation break,business cycles.,Filtres,ondelettes,Simulation Monte Carlo,rupture,cycle économique.
Classical vs wavelet-based filters Comparative study and application to business cycle,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2010)
Keywords: Filters,HP,BK,wavelets,Monte Carlo Simulation break,business cycles.,Filtres,ondelettes,Simulation Monte Carlo,rupture,cycle économique.
Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP,
Ibrahim Ahamada and Philippe Jolivaldt,
in Economic Modelling
(2013)
Keywords: Time–frequency domain; Time-spectral density; Wavelets; Covariance-stationarity; Monte Carlo simulation;
The power of some standard tests of stationarity against changes in the unconditional variance,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2010)
Keywords: KPSS test,panel stationarity test,unconditional variance,abrupt changes,stock returns,size-power curve.,Test KPSS,tests de stationnarité en panel,variance inconditionnelle,changements brusques,rendements financiers,courbe taille-puissance.
Power of the KPSS test against shift in variance: a further investigation,
Ahamada Ibrahim and Mohamed Boutahar,
in Economics Bulletin
(2012)
Keywords: KPSS test,Abrupt changes,Unconditional variance,Asymptotic moments.
Remittances and growth in Sub-Saharan African countries,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2013)
REMITTANCES AND GROWTH IN SUB‐SAHARAN AFRICAN COUNTRIES: EVIDENCE FROM A PANEL CAUSALITY TEST,
Ibrahim Ahamada and Dramane Coulibaly,
in Journal of International Development
(2013)
How does financial development influence the impact of remittances on growth volatility?,
Ibrahim Ahamada and Dramane Coulibaly,
in Economic Modelling
(2011)
Keywords: Remittances; Financial development; Growth volatility; PSTR models;
The impact of the European Union emission trading scheme on the electricity-generation sector,
Djamel Kirat and Ibrahim Ahamada,
in Energy Economics
(2011)
Keywords: Carbon emission trading Multivariate GARCH models Structural breaks Non-parametric approach Energy prices
Non-Parametric Econometrics,
Ibrahim Ahamada and Emmanuel Flachaire,
from Oxford University Press
(2010)
The impact of phase II of the EU ETS on wholesale electricity prices,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2015)
Keywords: Carbon Emission Trading,Multivariate GARCH models,Structural breaks,Energy prices
Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices,
Djamel Kirat and Ibrahim Ahamada,
in Economics Bulletin
(2016)
Keywords: Carbon Emission Trading, Energy prices, Nonlinear threshold regression model
Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments,
Ibrahim Ahamada and Philippe Jolivaldt,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2008)
Keywords: Unit root tests; wavelets; monte carlo experiments; size-power curve
The impact of the European Union emission trading scheme on electricity generation sectors,
Djamel Kirat and Ibrahim Ahamada,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2009)
Keywords: Carbon emission trading; multivariate GARCH models; structural break; non parametric approach; energy prices
The Power of some Standard tests of stationarity against changes in the unconditional variance,
Ibrahim Ahamada and Mohamed Boutahar,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2010)
Keywords: KPSS test; panel stationarity test; unconditional variance; abrupt changes; stock returns; size-power curve
Classical vs wavelet-based filters Comparative study and application to business cycle,
Ibrahim Ahamada and Philippe Jolivaldt,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2010)
Keywords: Filters HP; wavelets; Monte Carlo Simulation; break; business cycles
Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2012)
Keywords: Carbon emission trading; energy prices; nonlinear threshold model
The impact of phase II of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2012)
Keywords: Carbon emission trading; multivariate GARCH models; structural breaks; energy prices
Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2008)
Keywords: size-power curve,Unit root tests,wavelets,monte carlo experiments,size-power curve.,Test racine unité,ondelettes,simulation monte carlo,courbe taille-puissance.
Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption,
Ibrahim Ahamada and Alain Nurbel,
from HAL
(2008)
Keywords: clusters,croissance endogène,mondialisation,investissements directs étrangers,développement,capacité d'absorption,apprentissage,capital humain,compétences,agglomérations
Économétrie Non-Paramétrique,
Ibrahim Ahamada and Emmanuel Flachaire,
from HAL
(2008)
Keywords: Econométrie
The impact of the European Union Emission Trading Scheme on electricity generation sectors,
Djamel Kirat and Ibrahim Ahamada,
from HAL
(2009)
Keywords: Carbon Emission Trading,multivariate GARCH models,structural break,non parametric approach,energy prices.,energy prices,Marché des permis d'émission,GARCH multivarié,changement structurel,approche non paramétrique,prix de l'énergie.
Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2010)
Keywords: filtre HP,filtre BK,ondelettes,cycle économique
The impact of phase II of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2012)
Keywords: energy prices,Carbon emission trading,multivariate GARCH models,structural breaks,energy prices.,Marché des permis d'émission,modèles GARCH multivariés,changements structurels,prix des énergies.
Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2012)
Keywords: Carbon emission trading,energy prices,nonlinear threshold model,prix des énergies,Marché des permis d'émission,modèles à seuil
How does financial development influence the impact of remittances on growth volatility?,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2011)
The impact of the European Union Emission Trading Scheme on electricity generation,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2011)
L'impact de la contrainte carbone sur le secteur électrique,
Ibrahim Ahamada and Djamel Kira,
from HAL
(2011)
Remittances and growth in Sub-Saharan African countries: Evidence from panel causality test,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2013)
Keywords: remittances,growth,Sub-Saharan Africa,causality
Power of the KPSS test against shift in variance: a further investigation,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2012)
Keywords: KPSS test,Abrupt changes,Unconditional variance,Asymptotic moments
Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2013)
Keywords: Monte Carlo simulation,Time-frequency domain,time-spectral density,Wavelets,Covariance-stationarity,Monte Carlo simulation.
Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption,
Ibrahim Ahamada and Alain Nurbel,
from HAL
(2008)
Keywords: clusters,croissance endogène,mondialisation,investissements directs étrangers,développement,capacité d'absorption,apprentissage,capital humain,compétences,agglomérations
Économétrie Non-Paramétrique,
Ibrahim Ahamada and Emmanuel Flachaire,
from HAL
(2008)
Keywords: Econométrie
Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2010)
Keywords: filtre HP,filtre BK,ondelettes,cycle économique
The impact of the European Union Emission Trading Scheme on electricity generation sectors,
Djamel Kirat and Ibrahim Ahamada,
from HAL
(2009)
Keywords: Carbon Emission Trading,Multivariate GARCH models,Structural break,Non Parametric Approach,Energy prices.,Energy prices
The impact of the European Union Emission Trading Scheme on electricity generation sectors,
Djamel Kirat and Ibrahim Ahamada,
from HAL
(2009)
Keywords: Carbon Emission Trading,Multivariate GARCH models,Structural break,Non Parametric Approach,Energy prices.,Energy prices
How does financial development influence the impact of remittances on growth volatility?,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2011)
The impact of the European Union Emission Trading Scheme on electricity generation,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2011)
L'impact de la contrainte carbone sur le secteur électrique,
Ibrahim Ahamada and Djamel Kira,
from HAL
(2011)
Remittances and growth in Sub-Saharan African countries: Evidence from panel causality test,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2013)
Keywords: remittances,growth,Sub-Saharan Africa,causality
Power of the KPSS test against shift in variance: a further investigation,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2012)
Keywords: KPSS test,Abrupt changes,Unconditional variance,Asymptotic moments
Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2013)
Keywords: Monte Carlo simulation,Time-frequency domain,time-spectral density,Wavelets,Covariance-stationarity,Monte Carlo simulation.
Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2008)
Keywords: size-power curve,Unit root tests,wavelets,monte carlo experiments,size-power curve.,Test racine unité,ondelettes,simulation monte carlo,courbe taille-puissance.
Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption,
Ibrahim Ahamada and Alain Nurbel,
from HAL
(2008)
Keywords: clusters,croissance endogène,mondialisation,investissements directs étrangers,développement,capacité d'absorption,apprentissage,capital humain,compétences,agglomérations
Économétrie Non-Paramétrique,
Ibrahim Ahamada and Emmanuel Flachaire,
from HAL
(2008)
Keywords: Econométrie
The impact of the European Union Emission Trading Scheme on electricity generation sectors,
Djamel Kirat and Ibrahim Ahamada,
from HAL
(2009)
Keywords: Carbon Emission Trading,multivariate GARCH models,structural break,non parametric approach,energy prices.,energy prices,Marché des permis d'émission,GARCH multivarié,changement structurel,approche non paramétrique,prix de l'énergie.
Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2010)
Keywords: filtre HP,filtre BK,ondelettes,cycle économique
The impact of phase II of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2012)
Keywords: energy prices,Carbon emission trading,multivariate GARCH models,structural breaks,energy prices.,Marché des permis d'émission,modèles GARCH multivariés,changements structurels,prix des énergies.
Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2012)
Keywords: Carbon emission trading,energy prices,nonlinear threshold model,prix des énergies,Marché des permis d'émission,modèles à seuil
How does financial development influence the impact of remittances on growth volatility?,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2011)
The impact of the European Union Emission Trading Scheme on electricity generation,
Ibrahim Ahamada and Djamel Kirat,
from HAL
(2011)
L'impact de la contrainte carbone sur le secteur électrique,
Ibrahim Ahamada and Djamel Kira,
from HAL
(2011)
Remittances and growth in Sub-Saharan African countries: Evidence from panel causality test,
Ibrahim Ahamada and Dramane Coulibaly,
from HAL
(2013)
Keywords: remittances,growth,Sub-Saharan Africa,causality
Power of the KPSS test against shift in variance: a further investigation,
Ibrahim Ahamada and Mohamed Boutahar,
from HAL
(2012)
Keywords: KPSS test,Abrupt changes,Unconditional variance,Asymptotic moments
Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP,
Ibrahim Ahamada and Philippe Jolivaldt,
from HAL
(2013)
Keywords: Monte Carlo simulation,Time-frequency domain,time-spectral density,Wavelets,Covariance-stationarity,Monte Carlo simulation.
Changements Structurels dans la Dynamique de l'Inflation aux États-Unis: Approches Non Paramétriques,
Ibrahim Ahamada and Mohamed Ben Aissa,
from HAL
(2005)
Keywords: Changements structurels,politiques monétaires
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density,
Ibrahim Ahamada, Jamel Jouini and Mohamed Boutahar,
from HAL
(2004)
Keywords: Structural changes,Time-Spectral Density
Testing Multiple Structural Changes in US output Gap Dynamics,
Ibrahim Ahamada and Mohamed Ben Aissa,
from HAL
(2004)
Keywords: US output Gap Dynamics,Structural changes
Changements Structurels dans la Dynamique de l'Inflation aux États-Unis: Approches Non Paramétriques,
Ibrahim Ahamada and Mohamed Ben Aissa,
from HAL
(2005)
Keywords: Changements structurels,politiques monétaires
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density,
Ibrahim Ahamada, Jamel Jouini and Mohamed Boutahar,
from HAL
(2004)
Keywords: Structural changes,Time-Spectral Density
Testing Multiple Structural Changes in US output Gap Dynamics,
Ibrahim Ahamada and Mohamed Ben Aissa,
from HAL
(2004)
Keywords: US output Gap Dynamics,Structural changes
Prix des logements et autocorrélation spatiale: une approche semi-paramétrique,
Ibrahim Ahamada, Emmanuel Flachaire and Marion Lubat,
from HAL
(2007)
Keywords: Hedonic Price,Semiparametric Econometrics.,Modèle hédonique,semi-paramétrique,autocorrélation spatiale
Prix des logements et autocorrélation spatiale: une approche semi-paramétrique,
Ibrahim Ahamada, Emmanuel Flachaire and Marion Lubat,
from HAL
(2007)
Keywords: Hedonic Price,Semiparametric Econometrics.,Modèle hédonique,semi-paramétrique,autocorrélation spatiale
Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences,
Ibrahim Ahamada, Mouez Fodha and Djamel Kirat,
in Revue d'économie politique
(2017)
Keywords: carbon tax, CO2 emissions, distributional effects, geographical heterogeneity, energy consumption, panel
A Retrospective Analysis of the House Prices Macro-Relationship in the United States,
Ibrahim Ahamada and Jose Luis Diaz-Sanchez,
in International Journal of Central Banking
(2013)
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density,
Ibrahim Ahamada, Jamel Jouini and Mohamed Boutahar,
in Applied Economics
(2004)
A retrospective analysis of the house prices macro-relationship in the United States,
Ibrahim Ahamada and Jose Luis Diaz Sanchez,
from The World Bank
(2013)
Keywords: Markets and Market Access,Economic Theory&Research,Financial Intermediation,Emerging Markets,Housing Finance
Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences,
Ibrahim Ahamada, Mouez Fodha and Djamel Kirat,
from HAL
(2017)
Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences,
Ibrahim Ahamada, Mouez Fodha and Djamel Kirat,
from HAL
(2017)
A retrospective analysis of the house prices macro-relationship in the United States,
Ibrahim Ahamada and Sanchez José Luis Diaz,
from HAL
(2013)
A retrospective analysis of the house prices macro-relationship in the United States,
Ibrahim Ahamada and Sanchez José Luis Diaz,
from HAL
(2013)
Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns,
Leïla Nouira, Ibrahim Ahamada, Jamel Jouini and Alain Nurbel,
from HAL
(2004)
Keywords: long memory,nonstationariry
Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns,
Leïla Nouira, Ibrahim Ahamada, Jamel Jouini and Alain Nurbel,
from HAL
(2004)
Keywords: long memory,nonstationariry
Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns,
Leila Nouira, Ibrahim Ahamada, Jamel Jouini and Alain Nurbel,
in Applied Economics Letters
(2004)
Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar,
Jean-François Hoarau, Ibrahim Ahamada and Alain Nurbel,
from HAL
(2008)
Keywords: exchange rate,structural changes,misalignments
Économie Politique: 145 questions et exercices corrigés,
Alain Nurbel, Jean-François Hoarau and Ibrahim Ahamada,
from HAL
(2007)
Keywords: économie politique
Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar,
Jean-François Hoarau, Ibrahim Ahamada and Alain Nurbel,
from HAL
(2008)
Keywords: exchange rate,structural changes,misalignments
Économie Politique: 145 questions et exercices corrigés,
Alain Nurbel, Jean-François Hoarau and Ibrahim Ahamada,
from HAL
(2007)
Keywords: économie politique
Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar,
Jean-François Hoarau, Ibrahim Ahamada and Alain Nurbel,
in Applied Economics Letters
(2007)
Optimal geographical distribution of Saudi dates exports,
Adel Mohammed Ghanem, Khaled Nahar Alrwis, Othman S. Alnashwan, Mohamad A. Alnafissa, Said Azali Ahamada and Ibrahim bin Othman Al-Nashwan,
in Arab Gulf Journal of Scientific Research
(2024)
Keywords: Geographical distribution, Dates, Exports, Linear programming
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