Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Velayoudom Marimoutou"'
Autor:
Velayoudom Marimoutou, Stephen Bazen
Publikováno v:
International Journal for Re-Views in Empirical Economics, Vol 2, Iss 2018-5, Pp 1-13 (2018)
In 2002 we published a paper in which we used state space time series methods to analyse the teenage employment-federal minimum wage relationship in the US (Bazen and Marimoutou, 2002).The study used quarterly data for the 46 year period running from
Externí odkaz:
https://doaj.org/article/76d9d4144c4d4413955fd3b7949a5fa5
Publikováno v:
International Journal of Climatology. 37:2295-2303
This article specifies a multi-factor long memory process, namely Gegenbauer process, particularly adapted for data with slow damping correlations and cyclical patterns, and explores the use of this representation in the inter-annual climate variabil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83a93df67aab489b1dc5ce81828573f3
https://doi.org/10.1002/joc.4843
https://doi.org/10.1002/joc.4843
Publikováno v:
Statistical Papers. 50:225-248
In this paper, we study, by a Monte Carlo simulation, the effect of the order p of “Zhurbenko-Kolmogorov” taper on the asymptotic properties of semiparametric estimators. We show that p = [d + 1/2] + 1 gives the smallest variances and mean square
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a91e1bb223025fdb02a4f89489db389
https://doi.org/10.1007/s00362-007-0071-6
https://doi.org/10.1007/s00362-007-0071-6
Publikováno v:
Journal of Applied Statistics. 34:261-301
Since the seminal paper of Granger & Joyeux (1980), the concept of a long memory has focused the attention of many statisticians and econometricians trying to model and measure the persistence of stationary processes. Many methods for estimating d, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce701a3675b65705427da0056a1754f5
https://doi.org/10.1080/02664760601004874
https://doi.org/10.1080/02664760601004874
Autor:
Velayoudom Marimoutou, Manel Soury
Publikováno v:
Energy
Energy, Elsevier, 2015, 88, pp.417--429. ⟨10.1016/j.energy.2015.05.060⟩
Energy, 2015, 88, pp.417--429. ⟨10.1016/j.energy.2015.05.060⟩
Energy, Elsevier, 2015, 88, pp.417--429. ⟨10.1016/j.energy.2015.05.060⟩
Energy, 2015, 88, pp.417--429. ⟨10.1016/j.energy.2015.05.060⟩
AD; International audience; We examine the dependence between the volatility of the prices of the carbon dioxide “CO2” emissions with the volatility of one of their fundamental components, the energy prices. The dependence between the returns wil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be7be081454d523ba2cb0a654e7c8af5
https://halshs.archives-ouvertes.fr/halshs-01148746/document
https://halshs.archives-ouvertes.fr/halshs-01148746/document
Publikováno v:
Revue d'économie politique
Revue d'économie politique, 2004, 114 (4), pp.453-465. ⟨10.3917/redp.144.0453⟩
Revue d'Economie Politique
Revue d'Economie Politique, Dalloz, 2004, 114 (4), pp.453-465
Revue d'économie politique, 2004, 114 (4), pp.453-465. ⟨10.3917/redp.144.0453⟩
Revue d'Economie Politique
Revue d'Economie Politique, Dalloz, 2004, 114 (4), pp.453-465
National audience; This paper uses the logistic smooth transition GARCH model to study the time-varying volatility of the USSαP 500 index. In the LSTGARCH specification, the parameters are function of some information variables that help capturing t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7d1b212e4ab329aa754b47500a11130
https://doi.org/10.3917/redp.144.0453
https://doi.org/10.3917/redp.144.0453
Autor:
Velayoudom Marimoutou, Stephen Bazen
Publikováno v:
Oxford Bulletin of Economics and Statistics. 64:699-725
The work of Card and Krueger has cast doubt on the nature of the relationship between the minimum wage and teenage employment in the United States. The earlier ‘consensus’ finding of a small but statistically significant negative effect was based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4a35a72d6b1f1c1ca16042b6df6d033
https://doi.org/10.1111/1468-0084.64.s.7
https://doi.org/10.1111/1468-0084.64.s.7
Publikováno v:
Energy Economics
Energy Economics, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, Elsevier, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, Elsevier, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
ACL-2; International audience; This study examines the volatility and correlation and their relationships among the euro/US dollar exchange rates, the S&P500 equity indices, and the prices of WTI crude oil and the precious metals (gold, silver, and p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90c0f70e56efe4dc71d36b19904bcacf
https://hal.archives-ouvertes.fr/hal-00980125
https://hal.archives-ouvertes.fr/hal-00980125
Autor:
Velayoudom Marimoutou, Eric Girardin
Publikováno v:
Journal of International Money and Finance. 16:931-944
Recent breakthroughs in the theory of exchange rate target zones have not been followed by similar contributions on the empirical side. The drift adjustment method of evaluating the credibility of a target zone has become common practice. However, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80ea527694cfc1c4b61a3d6b8eedfac3
https://doi.org/10.1016/s0261-5606(97)00039-9
https://doi.org/10.1016/s0261-5606(97)00039-9
Autor:
Velayoudom Marimoutou, Eric Girardin
Publikováno v:
Revue économique. 48:661-672
Can the use of fundamentals improve our forecasts of the franc-dollar exchange rate ? We study to what extent a long run relationship can be isolated between the daily spot franc-dollar exchange rate and some fundamentals such as French and US overni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a12b605c6e5b34fe228dd9473fef0454
https://doi.org/10.3406/reco.1997.409905
https://doi.org/10.3406/reco.1997.409905