Publications and Working Papers

• "Value-at-Risk under measurement errors", (with Song, X, and Taamouti, A.). 2023. Oxford Bulletin of Economics and Statistics.  [Link]

• ''Testing Granger non-causality in Expectiles'',  (with Bouezmarni, T., and Taamouti, A.), 2023.  Econometric Reviews, DOI: 10.1080/07474938.2023.2246823.  [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 estimation of health inequality measures with an application to COVID-19 '' 2023,  (with Bouezmarni, T., and Taamouti, A.). Submitted. [Link] 

• "Jackknife LIML estimator with many instruments using regularization techniques", 2022, (with Carrasco, M.). [Link]

• "Choosing the number of instruments for Jackknife IV estimator", 2022, (with Carrasco, M.). [Link]

• ''Bernstein Copula-based Measures of Extreme Dependence'',2022 (with Song, X, and Taamouti, A.).

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

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

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

 Works in Progress

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

• Testing the Equality Between the Health Concentration Curve and the 45- Degree Line, (with Bouezmarni, T., Taamouti, A. , and M. Taleb).