Karim Barhoumi

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

5

DOWNLOADS

654

CITATIONS

1

Scholarly Papers (5)

1.

Dynamic Factor Models: A Review of the Literature

Number of pages: 54 Posted: 11 Jul 2013
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 461 (60,218)
Citation 3

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dynamic factor models, estimation, tests for the number of factors, macroeconomic applications

2.

UNE REVUE DE LA LITTÉRATURE DES MODÈLES À FACTEURS DYNAMIQUES (Dynamic Factor Models: A Review of the Literature)

Banque de France Working Paper No. 430
Number of pages: 61 Posted: 04 Apr 2013
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 97 (266,051)

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Dynamic factor models, estimation, tests for the number of factors, macroeconomic applications

3.

A World Trade Leading Index (WTLI)

IMF Working Paper No. 15/20
Number of pages: 15 Posted: 23 Feb 2015
Karim Barhoumi and Laurent Ferrara
International Monetary Fund (IMF) and Banque de France
Downloads 48 (388,501)

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International trade, Cyclical indicators, Indicators of economic activity, Data analysis, World trade, leading indicators, factor models., growth rate, variables, trough, business climate, price, gdp, commodities, volatility, future, value, benchmark, exchange, economic statistics, data availability, protectionism, commodity, exchange rate, macroeconomic forecasting, static analysis, goods, expectations, theory, macroeconomics, diffusion indexes, measurement, output, prices

4.

Stochastic Trends, Debt Sustainability and Fiscal Policy

IMF Working Paper No. 16/59
Number of pages: 46 Posted: 26 Apr 2016
Karim Barhoumi, Reda Cherif and Nooman Rebei
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 47 (391,939)

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Cyclicality, debt, future, government spending, permanent shocks, General, All Countries,

5.

Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 64-79, 2013
Number of pages: 16 Posted: 23 Dec 2012
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 1 (639,506)
Citation 5
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