Publications
by members of
Bank Al-Maghrib
Rabat, Morocco
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2024
- El Mekkaoui,Najat & Loukili,Sara & Fourouheshfar,Yeganeh & Eissa,Nada Omer, 2024. "For Labor or for Divorce ? Unilateral Divorce Laws and Women’s Labor Outcomes," Policy Research Working Paper Series 10661, The World Bank.
- Shimi, Linah & Saidi, Abdessamad & Seitz , Franz, 2024. "Estimation du cash non-transactionnel au Maroc," Document de travail 2023-4, Bank Al-Maghrib, Département de la Recherche.
2022
- Lahlou, Kamal & Bennouna , Hicham, 2022. "Contributions des facteurs domestiques et externes à la dynamique de l’inflation au Maroc," Document de travail 2022-1, Bank Al-Maghrib, Département de la Recherche.
- Lahlou, Kamal & Hajjaji , Saida, 2022. "Les déterminants de l’effort de relance en réponse à la crise de Covid-19," Document de travail 2022-4, Bank Al-Maghrib, Département de la Recherche.
- Chafik, Omar & Achour, Aya, 2022. "Cycle financier, cycle réel et transmission de la politique monétaire au Maroc," Document de travail 2022-2, Bank Al-Maghrib, Département de la Recherche.
- Chafik, Omar & Mikou, Mohammed & Slaoui, Yassine & Motl, Tomas, 2022. "A DSGE model for macroprudential policy in Morocco," Document de travail 2022-3, Bank Al-Maghrib, Département de la Recherche.
2021
- Benazzi, Sara & Bennouna, Hicham & Chmielewski, Tomasz, 2021. "Analyse de la vulnérabilité du tissu productif marocain," Document de travail 2021-3, Bank Al-Maghrib, Département de la Recherche.
- Aya Achour & Mr. Aleš Bulíř & Omar Chafik & Adam Remo, 2021.
"The Morocco Policy Analysis Model: Theoretical Framework and Policy Scenarios,"
IMF Working Papers
2021/122, International Monetary Fund.
- Achour, Aya & Bulíř, Aleš & Chafik, Omar & Remo, Adam, 2021. "The Morocco Policy Analysis Model: Theoretical Framework and Policy Scenarios," Document de travail 2021-1, Bank Al-Maghrib, Département de la Recherche.
- Najat El Mekkaoui-de Freitas & Sara Loukili, 2021. "The role of cooperatives in enhancing social and economic inclusion: determinants of turnover growth and survival under COVID-19," Post-Print hal-04232378, HAL.
- Slaoui, Yassine, 2021. "Cycles Réel et Financier au Maroc : Une Analyse par les Wavelets," Document de travail 2021-2, Bank Al-Maghrib, Département de la Recherche.
2020
- Lahlou, Kamal & Doghmi, Hicham & Schneider, Friedrich, 2020. "The Size and Development of the Shadow Economy in Morocco," Document de travail 2020-3, Bank Al-Maghrib, Département de la Recherche.
2019
- LAHLOU, Kamal, 2019. "Processus de libéralisation du compte capital: évolutions et défis pour l’économie marocaine," Document de travail 2019-2, Bank Al-Maghrib, Département de la Recherche.
- Aya, Achour, 2019. "Réserves de change et fonctionnement de l'économie marocaine: enseignements à partir d'un modèle DSGE," Document de travail 2019-4, Bank Al-Maghrib, Département de la Recherche.
- Aya, Achour & Chafik , Omar, 2019. "Salaire minimum au Maroc : faits stylisés et impacts économiques," Document de travail 2019-3, Bank Al-Maghrib, Département de la Recherche.
2018
- SAIDI, Abdessamad & BENAZZI, Sara & EL OTHMANI, Jawad, 2018. "Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière," Document de travail 2018-1, Bank Al-Maghrib, Département de la Recherche.
- EL OTHMANI, Jawad, 2018. "Estimation bayésienne d’un modèle néo-keynésien pour l’économie marocaine," Document de travail 2018-5, Bank Al-Maghrib, Département de la Recherche, revised 30 Dec 2018.
2017
- lahlou, kamal, 2017. "Conduite de la politique budgétaire: enseignements des expériences internationales et évidences des fonctions de réaction [Fiscal policy in Morocco: lessons from international experiences and evide," MPRA Paper 98023, University Library of Munich, Germany.
- Sara, BENAZZI & Imane, ROUIESSI, 2017.
"Analyse de la concurrence bancaire au Maroc : Approche de Panzar et Rosse,"
Document de travail
2017-1, Bank Al-Maghrib, Département de la Recherche.
- Sara, BENAZZI & Imane, ROUIESSI, 2017. "Analyse de la concurrence bancaire au Maroc : Approche de Panzar et Rosse," Document de travail 0000-0, Bank Al-Maghrib, Département de la Recherche.
2016
- BENNOUNA, Hicham & LAHLOU, Kamal & MOSSADAK, Anas, 2016. "Analyse des canaux de transmission de la politique monétaire au Maroc," Document de travail 2016-1, Bank Al-Maghrib, Département de la Recherche.
- ROUIESSI, Imane, 2016. "Stabilité financière : définitions, fondements théoriques et politique macroprudentielle," Document de travail 2016-2, Bank Al-Maghrib, Département de la Recherche.
2013
- lahlou, kamal & Mossadak, Anas, 2013. "Empirical Investigation on the Illicit Financial Flows from Mena Region," MPRA Paper 98020, University Library of Munich, Germany.
2011
- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011.
"Asymptotic properties of weighted least squares estimation in weak parma models,"
MPRA Paper
28721, University Library of Munich, Germany.
- Christian Francq & Roch Roy & Abdessamad Saidi, 2011. "Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(6), pages 699-723, November.
- Damien Lamberton & Mohammed Mikou, 2011.
"Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model,"
Papers
1105.0284, arXiv.org.
- Damien Lamberton & Mohammed Mikou, 2013. "Exercise boundary of the American put near maturity in an exponential Lévy model," Finance and Stochastics, Springer, vol. 17(2), pages 355-394, April.
2009
- lahlou, kamal, 2009. "Essai d’estimation de la fonction de réaction de Bank Al-Maghrib [Estimation of Bank Al-Maghrib Reaction Function]," MPRA Paper 98018, University Library of Munich, Germany.
- Lahcen Achy & Jawad El Otmani, 2009. "Understanding Financial Structure of Non-Listed Firms in MENA Panel Data Approach Applied to Moroccan Firms," Working Papers 482, Economic Research Forum, revised Apr 2009.
2008
- André Klein & Guy Melard & Abdessamad Saidi, 2008. "The asymptotic and exact Fisher information matrices," ULB Institutional Repository 2013/13766, ULB -- Universite Libre de Bruxelles.
2007
- Marc Hallin & Abdessamad Saidi, 2007.
"Optimal tests for non-correlation between multivariate time series,"
ULB Institutional Repository
2013/13406, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Saidi, Abdessamad, 2007. "Optimal Tests of Noncorrelation Between Multivariate Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 938-951, September.
2006
- Guy Melard & Roch Roy & Abdessamad Saidi, 2006.
"Exact maximum likelihood estimation of structured or unit root multivariate time series models,"
ULB Institutional Repository
2013/13754, ULB -- Universite Libre de Bruxelles.
- Melard, Guy & Roy, Roch & Saidi, Abdessamad, 2006. "Exact maximum likelihood estimation of structured or unit root multivariate time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2958-2986, July.
2005
- Marc Hallin & Abdessamad Saidi, 2005.
"Testing non-correlation and non-causality between multivariate arma time series,"
ULB Institutional Repository
2013/127945, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Abdessamad Saidi, 2005. "Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 83-105, January.
Journal articles
2022
- Najat El Mekkaoui & Sara Loukili, 2022. "Social and Solidarity Economy in Morocco: Cooperatives’ Behavior and Growth," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 68(1), pages 37-51.
2014
- Abbas-Turki Lokman A. & Bouselmi Aych I. & Mikou Mohammed A., 2014. "Toward a coherent Monte Carlo simulation of CVA," Monte Carlo Methods and Applications, De Gruyter, vol. 20(3), pages 195-216, September.
2013
- Hicham BADDI & Kamal LAHLOU, 2013.
"The Analysis of Fiscal Policy Shocks’ Transmission in Morocco,"
International Journal of Business and Social Research, LAR Center Press, vol. 3(10), pages 1-12, October.
- Hicham BADDI & Kamal LAHLOU, 2013. "The Analysis of Fiscal Policy Shocks’ Transmission in Morocco," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(10), pages 1-12, October.
- Damien Lamberton & Mohammed Mikou, 2013.
"Exercise boundary of the American put near maturity in an exponential Lévy model,"
Finance and Stochastics, Springer, vol. 17(2), pages 355-394, April.
- Damien Lamberton & Mohammed Mikou, 2011. "Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model," Papers 1105.0284, arXiv.org.
2011
- Christian Francq & Roch Roy & Abdessamad Saidi, 2011.
"Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 32(6), pages 699-723, November.
- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011. "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper 28721, University Library of Munich, Germany.
2008
- Roy, Roch & Saidi, Abdessamad, 2008. "Aggregation and systematic sampling of periodic ARMA processes," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4287-4304, May.
- Klein, André & Mélard, Guy & Saidi, Abdessamad, 2008. "The asymptotic and exact Fisher information matrices of a vector ARMA process," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1430-1433, September.
- Saidi, Abdessamad & Roy, Roch, 2008. "Robust Optimal Tests For Causality In Multivariate Time Series," Econometric Theory, Cambridge University Press, vol. 24(4), pages 948-987, August.
- Damien Lamberton & Mohammed Mikou, 2008. "The critical price for the American put in an exponential Lévy model," Finance and Stochastics, Springer, vol. 12(4), pages 561-581, October.
2007
- Hallin, Marc & Saidi, Abdessamad, 2007.
"Optimal Tests of Noncorrelation Between Multivariate Time Series,"
Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 938-951, September.
- Marc Hallin & Abdessamad Saidi, 2007. "Optimal tests for non-correlation between multivariate time series," ULB Institutional Repository 2013/13406, ULB -- Universite Libre de Bruxelles.
2006
- Melard, Guy & Roy, Roch & Saidi, Abdessamad, 2006.
"Exact maximum likelihood estimation of structured or unit root multivariate time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2958-2986, July.
- Guy Melard & Roch Roy & Abdessamad Saidi, 2006. "Exact maximum likelihood estimation of structured or unit root multivariate time series models," ULB Institutional Repository 2013/13754, ULB -- Universite Libre de Bruxelles.
2005
- Marc Hallin & Abdessamad Saidi, 2005.
"Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 83-105, January.
- Marc Hallin & Abdessamad Saidi, 2005. "Testing non-correlation and non-causality between multivariate arma time series," ULB Institutional Repository 2013/127945, ULB -- Universite Libre de Bruxelles.