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Publications

by members of

Université de Tunis → Institut Supérieur de Gestion de Tunis → Laboratoire BESTMOD (Business & Economic STatistics MODeling)

University of Tunis → Tunis Higher Institute of Management

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

2018

  1. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
  2. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018, "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers, University of Pretoria, Department of Economics, number 201820, Mar.

2017

  1. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
  2. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2017, "Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach," Working Papers, University of Pretoria, Department of Economics, number 201758, Aug.

2014

  1. Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
  2. Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
  3. Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.

2013

  1. Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013, "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers, University of Pretoria, Department of Economics, number 201357, Sep.

2005

  1. Ben Nasr, Adnen & Trabelsi, Abdelwahed, 2005, "Seasonal and Periodic Long Memory Models in the In�ation Rates," MPRA Paper, University Library of Munich, Germany, number 22690, Jan, revised 03 Feb 2006.

Journal articles

2020

  1. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020, "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 47-69, March, DOI: 10.1007/s40822-019-00129-x.

2019

  1. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
  2. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.

2018

  1. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2018, "Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach," Risks, MDPI, volume 6, issue 3, pages 1-22, September.

2016

  1. Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
  2. Meriam BouAli & Adnen Ben Nasr & Abdelwahed Trabelsi, 2016, "A Nonlinear Approach for Modeling and Forecasting US Business Cycles," International Economic Journal, Taylor & Francis Journals, volume 30, issue 1, pages 39-74, March, DOI: 10.1080/10168737.2010.547945.

2015

  1. Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
  2. Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.

2014

  1. Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 993-1004, July, DOI: 10.1080/09603107.2014.920476.

2010

  1. Adnen Ben Nasr & Mohamed Boutahar & Abdelwahed Trabelsi, 2010, "Fractionally integrated time varying GARCH model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 3, pages 399-430, August, DOI: 10.1007/s10260-010-0131-2.

2008

  1. Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008, "Seasonal Nonlinear Long Memory Model for the US Inflation Rates," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 243-254, April, DOI: 10.1007/s10614-007-9116-0.

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