Mohamed Safouane Ben Aïssa
Biographic Data
| ID | 8770771 |
|---|---|
| NAME | Mohamed Safouane Ben Aïssa |
| GIVEN NAMES | Mohamed Safouane Ben |
| FAMILY NAME | Aïssa |
| SIGNATURE | BEN AISSA M S |
| AFFILIATIONS | GREQAM and CEDERS, Université de la Méditerranée and Université de Paris X-Nanterre |
| VERIFIED | No |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2007 |
| H-INDEX | 0 |
Persistence with staggered price setting in nominal and real terms
We analyse the behaviour of an economy characterized by staggered pricing, with price contracts either specified in nominal terms (Taylor, 1980), or in real terms (Fuhrer and Moore, 1995). We focus on the response of these models to a permanent and unexpected disinflation policy. It is advanced that this policy implies very different responses from the two models, with the former being unable to reproduce any inflation persistence or output depre…
Modelling inflation persistence with periodicity changes in fixed and predetermined prices models
La persistance de l'inflation dans les modèles néo-keynésiens
La persistance de l'inflation dans les modèles néo-keynésiens, par Mohamed Safouane Ben Aïssa et Olivier Musy Nous dérivons les dynamiques de l'inflation issues des différentes hypothèses d'ajustement des prix rencontrées dans la littérature néo-keynésienne. Pour chaque modèle nous calculons la réponse de l'inflation et du produit suite à un choc sur le taux de croissance de la masse monétaire. Nous constatons que seules deux modélisations reprod…
Changements Structurels dans la Dynamique de l'Inflation aux États-Unis
National audience
Bai and Perron's and spectral density methods for structural change detection in the US inflation process
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
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…
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Structural breaks in the US inflation process
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…
Bai and Perron's and spectral density methods for structural change detection in the US inflation process
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…
La persistance de l'inflation dans les modèles néo-keynésiens
La persistance de l'inflation dans les modèles néo-keynésiens, par Mohamed Safouane Ben Aïssa et Olivier Musy Nous dérivons les dynamiques de l'inflation issues des différentes hypothèses d'ajustement des prix rencontrées dans la littérature néo-keynésienne. Pour chaque modèle nous calculons la réponse de l'inflation et du produit suite à un choc sur le taux de croissance de la masse monétaire. Nous constatons que seules deux modélisations reprod…
Changements Structurels dans la Dynamique de l'Inflation aux États-Unis
National audience
Persistence with staggered price setting in nominal and real terms
We analyse the behaviour of an economy characterized by staggered pricing, with price contracts either specified in nominal terms (Taylor, 1980), or in real terms (Fuhrer and Moore, 1995). We focus on the response of these models to a permanent and unexpected disinflation policy. It is advanced that this policy implies very different responses from the two models, with the former being unable to reproduce any inflation persistence or output depre…
Modelling inflation persistence with periodicity changes in fixed and predetermined prices models
Monetary Policy and Economic Impact (6 works) · Econometrics (4 works) · Economic theories and models (4 works) · Economics (4 works) · Physics (4 works) · Economic Theory and Policy (3 works) · Keynesian economics (3 works) · Complex Systems and Time Series Analysis (2 works) · Humanities (2 works) · Market Dynamics and Volatility (2 works)