تصفح Finance & Economics حسب المؤلف "Benlagha, Noureddine"
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Accounting for inflation dynamic in a fully optimizing macroeconomic framework: evidence from the US states
El Omari, Salaheddine; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)This article proposes a New Keynesian DSGE model that can capture the hump-shaped response of inflation to a monetary policy shock that does not depend upon backward-looking elements for the price and wage-setting, such ... -
Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)The interdependence of carbon allowances and different energy sources in extreme market behavior is still unsettled in the literature. Using different types of static and time-varying copulas, this piece of research aims ...