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Events
Training

Training Workshop on Applied Micro-econometrics and Public Policy Evaluation

ERF has held a training workshop on Applied Microeconometrics and Public Policy Evaluation. The aim of this course is to provide participants with a deeper understanding of micro-econometric estimation techniques ... read more


Publications
Working Papers

Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange

Amira Akl Ahmed and Doaa Akl Ahmed

We investigated the impact of alternative variance equation specifications and different densities on the forecasting of one-day-ahead value-at-risk for the Istanbul stock market. The three employed models are symmetric GARCH(1,1) ... read more


Publications
Working Papers

Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure

Hatem Salah and Marwa Souissi

 Abstract In this paper we highlighted the importance of systemic risk in the new framework of financial regulation. We employed several macro-economic variables and balance sheets indicators, to underline the degree ... read more


Publications
Working Papers

Access To the Labor Market and the Impact of Passage Through an Introductory Traineeship in Professional Life (SIVP1): The Example Of the Graduates Of Higher Education in Tunisia From 2004 To 2008

Imen Mouaddeb and Mohamed Kriaa

Abstract In this article, we propose to study the determinants of access to first employment of graduates of higher education in Tunisia. It also focuses on the assessment of the impact of ... read more


Events
Training

Macro-Econometric Modeling with a Global Perspective

Over the span of three days, ERF organized a training workshop, led by Alaa El-Shazly and Kamiar  Mohaddes, on different techniques used in time series macro-econometrics, for 20 participants from ... read more


Affiliates
Research Fellows

Ali Bayar

Areas of Interest: Applied Economic Modeling (macroeconometric, CGE, system dynamics, agent/individual based, microsimulation, optimization) for Policy Issues Education: Ph.D., Economics, Free University of Brussels (ULB), 1993 M.A., Econometrics, Free University of ... read more


Publications
Working Papers

The Determinants of MENA Export Diversification: An Empirical Analysis

Marouane Alaya

The aim of this paper is to study driving forces behind export diversification in Middle East and North Africa. We run an empirical model by using panel data for12 MENA ... read more


Publications
Working Papers

Threshold Effect of Inflation on Growth: Evidence from MENA Region

Samir Ghazouani

The nature of the relationship between inflation and growth is highlighted in the present study conducted for a set of nineteen MENA countries using annual data for the period [1961-2010]. ... read more