Publications and Working Papers

1. "Copula-Based Expectile Regression: estimation and inference", 2025  (with Bouezmarni, T.,  and Oualkacha, K.), 2025.  Econometric Reviews. [Link]

2. "Copula-based estimation of health inequality measures '' (with Bouezmarni, T., and Taamouti, A.), 2025. Journal of the Royal Statistical Society Series A: Statistics in Society, [Link]

3. ''Testing Granger non-causality in Expectiles'',  (with Bouezmarni, T., and Taamouti, A.), 2024.  Econometric Reviews.  [Link]

4. "Value-at-Risk under measurement errors", (with Song, X, and Taamouti, A.). 2023. Oxford Bulletin of Economics and Statistics. Volume 86, Issue 3, Pages 690-713.  [Link]

5. "Testing overidentifying restrictions with many instruments and heteroskedasticity using regularized jackknife IV", (with Carrasco, M.), The econometrics journal, Volume 25, Issue 1, January 2022, Pages 71–97. [Link] 

6. "Efficient estimation using regularized Jackknife IV estimator", (with Carrasco, M.). Annals of Economics and Statistics, N. 128, December 2017. [Link]    

7. ''Bernstein Copula-based Measures of Extreme Dependence'', 2025 (with Song, X, and Taamouti, A.).

8. ''Nonparametric Testing for Socio-Economic Health Inequalities: An Application to COVID-19 Death'', 2025 (with Bouezmarni, T., Taamouti, A. and Ben Taleb M.).

9. "Granger Causality at different horizons h under measurement error'', 2025 (with Dufour, J.M., and Taamouti, A.).

10. “Jackknife LIML Estimator with Many Instruments Using Regularization Techniques”,2025 (with Carrasco, M.).

11. "Choosing the number of instruments for Jackknife IV estimator", 2024, (with Carrasco, M.). 

12. “A Regularization Approach to Optimizing Large Portfolios Under Asymmetries in Returns and Risk Attitudes”, 2025 (with N’Golo, K., and Taamouti, A.). 

13. “Multivariate Expectile Copula-based Regression Estimation“,2025 (with L’Moudden, A., Bouezmarni, T. and Oualkacha, K.).

14. “Copula-Based Portfolio Optimization”, 2025 (with Bouezmarni, T., Bedoui, R., and Souissi, N.).

15. “A Regularization Approach to the Linear Panel Data Model with Measurement Error”, 2025. 

16. "Firm-level data and monetary policy: The case of a middle-income country", 2019, (with Bounader, L.),  IMF Policy Research Paper, No. 19/239. [Link]

17. "The Moroccan New Keynesian Phillips Curve: A structural econometrics analysis", 2019, (with Belinga, V.), Policy research paper World Bank Policy Research Paper, No. 9018. [Link]

18. "Monetary policy transmission in Morocco: Evidence from borrowers-level data", 2019, (with Chmielewski,  and T., Bennouna, H.), Policy research paper Central Bank Policy Research BAM, No. 04. [Link]