Jamel Jouini

Biographic Data

ID8764866
NAMEJamel Jouini
GIVEN NAMESJamel
FAMILY NAMEJouini
SIGNATUREJOUINI J
AFFILIATIONSGREQAM, Université de la Méditerranée
VERIFIEDNo
TOTAL WORKS6
TOTAL CITATIONS0
AUTHOR COUNT6
EDITOR COUNT0
FIRST PUBLICATION YEAR2003
LATEST PUBLICATION YEAR2004
H-INDEX0

  • Detecting multiple breaks in time series covariance structure

    Ibrahim Ahamada, Jamel Jouini et al.ARTICLEApplied Economics2004

    National audience

  • Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns

    Leïla Nouira, Ibrahim Ahamada et al.ARTICLEApplied Economics Letters2004

    http://search.ebscohost.com/login.aspx?direct=true&db=bth&AN=13929098&site=ehost-live

  • Evidence on structural changes in U.S. time series

    Open AccessJamel Jouini, Mohamed BoutaharARTICLEEconomic Modelling2004

  • Bai and Perron's and spectral density methods for structural change detection in the US inflation process

    Mohamed Safouane Ben Aïssa, Mohamed Boutahar et al.ARTICLEApplied Economics Letters2004

    This paper addresses the issue of estimating the number of breaks and their locations in the monthly US inflation series using two different approaches to testing for structural changes. The first approach considers Bai and Perron's selection procedure based on a sequence of tests. This approach focuses on the instability problem in time. The second method uses a test similar to the one based on Kolmogorov–Smirnov statistics applied to the evolut…

  • Structural breaks in the US inflation process

    Mohamed Safouane Ben Aïssa, Jamel JouiniARTICLEApplied Economics Letters2003

    The empirical evidence of the instability based on some selection procedures is explored. The focus is on the problem of choosing the number of structural breaks and their locations for the US inflation series. The obtained results give reason for thinking that they are very significant since they coincide with important facts and economic events. They show in particular that the evolution curve of inflation in the USA was flattened during the la…

  • Structural breaks in the U.S. inflation process

    Jamel Jouini, Mohamed BoutaharARTICLEApplied Economics Letters2003

    The selection procedure of Bai and Perron (Econometrica, 1998, 66, 47–78), based on a sequence of tests for multiple structural changes, is used to explore the empirical evidence of the instability by selecting the number of breaks and their locations for the post-war monthly U.S. inflation rate. The obtained results indicate that the U.S. inflation process is unstable after June 1982 as there is a break at the beginning of the 1990s. This conclu…