Publications and Working Papers

• "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]

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

• "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]

• "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] 

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

• "Copula-Based Expectile Regression: estimation and inference", 2025  (with Bouezmarni, T.,   and   Oualkacha, K.).

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

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

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

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

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

• "The Moroccan New Keynesian Phillips Curve: A structural econometrics analysis", 2019, (with Belinga, V.), World Bank, No. 9018. [Link]

• "Monetary policy transmission in Morocco: Evidence from borrowers-level data", 2019, (with Chmielewski,  and T., Bennouna, H.) BAM, No. 04. [Link]