Search Results

Domestic Savings and Foreign Capital: the Complementarity Channel,
Enisse Kharroubi, from Banque de France (2008)
Keywords: Financial Integration ; Borrowing Constraint ; Growth ; Domestic Savings.

Growth expectations and the dynamics of firm entry,
Enisse Kharroubi, from Bank for International Settlements (2022)
Keywords: firm entry, exit, growth expectations, private and public investment

Crises, Volatility, and Growth,
Enisse Kharroubi, in The World Bank Economic Review (2007)

Registered author: Enisse Kharroubi

Liquidity, Moral Hazard, and Interbank Market Collapse,
Enisse Kharroubi and Edouard Vidon, in International Journal of Central Banking (2009)

Consumption-led expansions,
Enisse Kharroubi and Emanuel Kohlscheen, in BIS Quarterly Review (2017)

Cyclical Macro Policy and Industry Growth: The effect of counter-cyclical fiscal policy,
Enisse Kharroubi and Philippe Aghion, from Society for Economic Dynamics (2008)

The financial vulnerabilities driving firms to the exit,
Ryan Banerjee and Enisse Kharroubi, in BIS Quarterly Review (2020)

Energy shocks as Keynesian supply shocks: implications for fiscal policy,
Enisse Kharroubi and Frank Smets, from Bank for International Settlements (2023)
Keywords: energy shocks, non-homothetic demand, heterogeneous households, fiscal policy, public debt

Monetary policy with profit-driven inflation,
Enisse Kharroubi and Frank Smets, from Bank for International Settlements (2024)
Keywords: energy price shocks, price stickiness, reservation profits, optimal monetary policy, corporate tax

Reassessing the impact of finance on growth,
Stephen Cecchetti and Enisse Kharroubi, from Bank for International Settlements (2012)
Keywords: Growth, financial development, credit booms, R&D intensity, financial dependence

Cyclical macroeconomic policy, financial regulation and economic growth,
Philippe Aghion and Enisse Kharroubi, from Bank for International Settlements (2013)
Keywords: Growth, financial constraints, fiscal policy, monetary policy, financial regulation

Why does financial sector growth crowd out real economic growth?,
Stephen Cecchetti and Enisse Kharroubi, from Bank for International Settlements (2015)
Keywords: growth, financial development, credit booms, R&D intensity, financial dependence

Liquidity, Moral Hazard and Inter-Bank Market Collapse,
Enisse Kharroubi and Edouard Vidon, from Banque de France (2008)
Keywords: Liquidity Crisis ; Moral Hazard ; Interbank Market ; Competition

Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?,
Enisse Kharroubi and Fabrizio Zampolli, from Bank for International Settlements (2016)

Monetary policy with profit-driven inflation,
Enisse Kharroubi and Frank Smets, from C.E.P.R. Discussion Papers (2024)

Why Does Credit Growth Crowd Out Real Economic Growth?,
Stephen Cecchetti and Enisse Kharroubi, in Manchester School (2019)

Why does financial sector growth crowd out real economic growth?,
Stephen Cecchetti and Enisse Kharroubi, from C.E.P.R. Discussion Papers (2015)
Keywords: Growth; Financial development; Credit booms; R&d intensity; Asset tangibility

Why Does Credit Growth Crowd Out Real Economic Growth?,
Stephen Cecchetti and Enisse Kharroubi, from National Bureau of Economic Research, Inc (2018)

L’impact désinflationniste de la globalisation 95. Fondements théoriques et estimations empiriques,
Sophie Guilloux-Nefussi and Enisse Kharroubi, in Bulletin de la Banque de France (2007)
Keywords: mondialisation, intégration commerciale, pays émergents, inflation.

Monetary Policy in a Downturn: Are Financial Crises Special?,
Morten Bech, Leonardo Gambacorta and Enisse Kharroubi, in International Finance (2014)

Cyclical fiscal policy, credit constraints, and industry growth,
Philippe Aghion, David Hemous and Enisse Kharroubi, from Bank for International Settlements (2011)
Keywords: growth, financial dependence, fiscal policy, countercyclicality

Liquidity and growth: the role of counter-cyclical interest rates,
Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi, from Bank for International Settlements (2015)
Keywords: growth, tangibility, liquidity dependence, short-term interest rate, counter-cyclicality

Some Preliminary Evidence on the Globalization-Inflation Nexus,
Sophie Guilloux-Nefussi and Enisse Kharroubi, from Banque de France (2008)
Keywords: Inflation ; Globalization ; Phillips curve ; Intra-industry trade ; Contestability ; Import prices.

Labour markets: what explains the resilience?,
Bernardus Doornik, Deniz Igan and Enisse Kharroubi, in BIS Quarterly Review (2023)

Resilience in emerging markets: what makes it, what could shake it?,
Bryan Hardy, Deniz Igan and Enisse Kharroubi, from Bank for International Settlements (2024)

Cyclical fiscal policy, credit constraints, and industry growth,
Philippe Aghion, David Hemous and Enisse Kharroubi, in Journal of Monetary Economics (2014)
Keywords: Growth; Financial dependence; Fiscal policy; Countercyclicality;

Monetary Policy, Liquidity, and Growth,
Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi, from National Bureau of Economic Research, Inc (2012)

Monetary Policy, Product Market Competition and Growth,
Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi, in Economica (2019)

Monetary policy, product market competition and growth,
Phillipe Aghion, Emmanuel Farhi and Enisse Kharroubi, from Centre for Economic Performance, LSE (2018)
Keywords: growth, financial conditions, firm leverage, competition

Monetary Policy, Product Market Competition, and Growth,
Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi, from C.E.P.R. Discussion Papers (2018)

Bankruptcies, unemployment and reallocation from Covid-19,
Ryan Banerjee, Enisse Kharroubi and Ulf Lewrick, from Bank for International Settlements (2020)

Monetary policy, product market competition and growth,
Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi, from London School of Economics and Political Science, LSE Library (2018)
Keywords: growth; financial conditions; firm leverage; competition

Credit Constraints, Cyclical Fiscal Policy and Industry Growth,
Philippe Aghion, David Hemous and Enisse Kharroubi, from National Bureau of Economic Research, Inc (2009)

Some preliminary evidence on the globalization-inflation nexus,
Sophie Guilloux-Nefussi and Enisse Kharroubi, from Federal Reserve Bank of Dallas (2008)
Keywords: Globalization; Inflation (Finance); time series analysis; International trade

Credit Constraints, Cyclical Fiscal Policy and Industry Growth,
Philippe Aghion, David Hemous and Enisse Kharroubi, from Harvard University Department of Economics (2014)

Labour reallocation and productivity dynamics: financial causes, real consequences,
Claudio Borio, Enisse Kharroubi, Christian Upper and Fabrizio Zampolli, from Bank for International Settlements (2016)
Keywords: Labour reallocation, productivity, credit booms, financial crises, hysteresis

Credit booms, labor reallocation, and productivity growth,
Enisse Kharroubi, Christian Upper, Fabrizio Zampolli and Claudio Borio, in International Journal of Central Banking (2023)

Hard or soft landing?,
Frédéric Boissay, Fiorella De Fiore and Enisse Kharroubi, from Bank for International Settlements (2022)

Private debt, monetary policy tightening and aggregate demand,
Miguel Ampudia, Fiorella De Fiore, Enisse Kharroubi and Cristina Manea, from Bank for International Settlements (2023)

Credit Constraints, Cyclical Fiscal Policy and Industry Growth,
Philippe Aghion, Enisse Kharroubi and Hémous, David, from C.E.P.R. Discussion Papers (2009)
Keywords: Counter-cyclicality; Financial dependence; Fiscal policy; Growth

Redistribution, automatic stabilizers and public debt,
Enisse Kharroubi, Benoit Mojon and Luiz Pereira da Silva, from Edward Elgar Publishing (2024)
Keywords: Economics and Finance, Politics and Public Policy

Covid-19 and corporate sector liquidity,
Ryan Banerjee, Anamaria Illes, Enisse Kharroubi and Jose Maria Serena Garralda, from Bank for International Settlements (2020)

Markups and the asymmetric pass-through of cost push shocks,
Enisse Kharroubi, Renée Spigt, Deniz Igan, Koji Takahashi and Egon Zakrajšek, from Bank for International Settlements (2023)
Keywords: housing affordability, real estate markets

The international dimensions of macroprudential policies,
Pierre-Richard Agénor, Enisse Kharroubi, Leonardo Gambacorta, Giovanni Lombardo and Luiz Awazu Pereira da Silva, from Bank for International Settlements (2017)
Keywords: Macroprudential policies, international spillovers, financial frictions, international cooperation

The effects of prudential regulation, financial development and financial openness on economic growth,
Pierre-Richard Agénor, Leonardo Gambacorta, Enisse Kharroubi and Luiz Awazu Pereira da Silva, from Bank for International Settlements (2018)
Keywords: economic growth, prudential regulation, financial development, financial openness

Energy markets: shock, economic fallout and policy response,
Fernando Avalos, Adam Cap, Deniz Igan, Enisse Kharroubi and Gabriela Nodari, from Bank for International Settlements (2022)

The International Dimensions of Macroprudential Policies,
Leonardo Gambacorta, Agénor, Pierre-Richard, Enisse Kharroubi, Giovanni Lombardo and Luiz Awazu Pereira da Silva, from C.E.P.R. Discussion Papers (2017)
Keywords: Macroprudential policies; International spillovers; Financial frictions; International cooperation

Interest rate risk of non-financial firms: who hedges and does it help?,
Ryan Banerjee, Julián Caballero, Enisse Kharroubi, Renée Spigt and Egon Zakrajšek, from Bank for International Settlements (2023)

Markups and the Asymmetric Pass-Through of Cost Push Shocks,
Enisse Kharroubi, Spigt, Renée, Deniz Igan, Koji Takahashi and Egon Zakrajšek, from C.E.P.R. Discussion Papers (2023)
Keywords: Pass-through; Markup; Profits

Assessing the Gains from International Macroprudential Policy Cooperation,
Pierre-Richard Agénor, Timothy Jackson, Enisse Kharroubi, Leonardo Gambacorta, Giovanni Lombardo and Luiz Awazu Pereira da Silva, in Journal of Money, Credit and Banking (2021)

A Comparison of Japan and UK SF-6D Health-State Valuations Using a Non-Parametric Bayesian Method,
Samer Kharroubi, in Applied Health Economics and Health Policy (2015)

Valuations of EQ-5D health states: could United Kingdom results be used as informative priors for the United States,
Samer A. Kharroubi, in Journal of Applied Statistics (2018)

Registered author: Fatima Abed AlHassan Kharroubi

Contractivity results in ordered spaces. Applications to relative operator bounds and projections with norm one,
Mustapha Mokhtar-Kharroubi, in Mathematische Nachrichten (2017)

Modeling SF-6D Health Utilities: Is Bayesian Approach Appropriate?,
Samer A. Kharroubi, in IJERPH (2021)
Keywords: nonparametric Bayesian methods; preference-based health measures; SF-6D system; standard gamble

Posterior simulation via the exponentially tilted signed root log-likelihood ratio,
Samer A. Kharroubi, in Computational Statistics (2018)
Keywords: Bayesian computation, Control variates, Exponential tilting, Signed root log-likelihood ratio, Importance sampling, Variance reduction

Convex and convex-like optimization over a range inclusion problem and first applications,
Hocine Mokhtar-Kharroubi, in Decisions in Economics and Finance (2017)
Keywords: Support function of a multifunction, Optimization over inclusions, Regularity conditions, Strong Lagrange duality, Stabilty, Conjugate duality, Discrete convex systems, Optimal control

Information uncertainty related to marked random times and optimal investment,
Ying Jiao and Idris Kharroubi, from arXiv.org (2017)

A stochastic target problem for branching diffusion processes,
Idris Kharroubi and Antonio Ocello, in Stochastic Processes and their Applications (2024)
Keywords: Stochastic target control; Fintech; Cryptocurrencies options; Branching diffusion process; Dynamic programming principle; Hamilton–Jacobi–Bellman equation; Viscosity solution;

Probabilistic representation and approximation for coupled systems of variational inequalities,
Romuald Elie and Idris Kharroubi, in Statistics & Probability Letters (2010)
Keywords: BSDE with jumps Variational inequalities Viscosity solutions Monte Carlo simulations Switching problems

Automation Selective Monitoring Base on University Training and Research Satellite Receiver Teleport,
Naoufel Kharroubi and Hamza Gharsellaoui, in International Journal of Advanced Pervasive and Ubiquitous Computing (IJAPUC) (2015)

Some new formulae for posterior expectations and Bartlett corrections,
Trevor Sweeting and Samer Kharroubi, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2003)
Keywords: Approximate Bayesian inference, Bayesian Bartlett correction, higher-order asymptotics, laplace approximation, predictive distribution, signed root log-likelihood ratio, 62E20, 62F25,

Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps,
Idris Kharroubi and Thomas Lim, in Journal of Theoretical Probability (2014)
Keywords: Backward SDE, Quadratic BSDE, Multiple random marked times, Progressive enlargement of filtrations, Decomposition in the reference filtration, Exponential utility

Expected value of sample information for Weibull survival data,
Alan Brennan and Samer A. Kharroubi, in Health Economics (2007)

Modeling HUI 2 Health State Preference Data Using a Nonparametric Bayesian Method,
Samer A. Kharroubi and Christopher McCabe, in Medical Decision Making (2008)
Keywords: preference-based health measure; HUI 2; covariates; nonparametric Bayesian methods.

Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process,
Idris Kharroubi, Thomas Lim and Xavier Warin, from arXiv.org (2020)

A comparison of United States and United Kingdom EQ-5D health states valuations using a nonparametric Bayesian method,
A O'Hagan, John Brazier and Sa Kharroubi, from University Library of Munich, Germany (2007)
Keywords: preference-based health measure; nonparametric methods; time trade-off; EQ-5D

Optimal Exploitation of a General Renewable Natural Resource under State and Delay Constraints,
M’hamed Gaïgi, Idris Kharroubi and Thomas Lim, in Mathematics (2020)
Keywords: impulse control; natural resource; optimal harvesting; execution delay; viscosity solutions; state constraints

Modelling covariates for the SF-6D standard gamble health state preference data using a nonparametric Bayesian method,
Samer Kharroubi, John Brazier and Anthony O'Hagan, in Social Science & Medicine (2007)
Keywords: Preference-based health measure Covariates Nonparametric Bayesian methods

Time discretization and quantization methods for optimal multiple switching problem,
Paul Gassiat, Idris Kharroubi and Huyên Pham, in Stochastic Processes and their Applications (2012)
Keywords: Optimal switching; Quantization of random variables; Discrete-time approximation; Markov chains; Numerical probability;

Efficient computation of partial expected value of sample information using Bayesian approximation,
Alan Brennan and Samer A. Kharroubi, in Journal of Health Economics (2007)

Use of Bayesian Markov Chain Monte Carlo Methods to Model Kuwait Medical Genetic Center Data: An Application to Down Syndrome and Mental Retardation,
Reem Aljarallah and Samer A Kharroubi, in Mathematics (2021)
Keywords: Bayesian methods; Kuwait Medical Genetic Center; regression modeling; bivariate logistic regression; Markov chain Monte Carlo

Views, practices and knowledge of farmers regarding smart irrigation apps: A national cross-sectional study in Lebanon,
Hadi Jaafar and Samer A. Kharroubi, in Agricultural Water Management (2021)
Keywords: Precision agriculture, Smart apps; Climate-smart farming irrigation management, Middle East and North Africa Region;

A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization,
Idris Kharroubi, Nicolas Langrené and Huyên Pham, from HAL (2013)
Keywords: Backward stochastic differential equations,control randomization,HJB equation,uncertain volatility,empirical regressions,Monte-Carlo

Optimal management of an oil exploitation,
Stéphane Goutte, Idris Kharroubi and Thomas Lim, in International Journal of Global Energy Issues (2018)
Keywords: optimal strategy; oil extraction; oil storage; extraction choice.

Exponential tilting in Bayesian asymptotics,
S. A. Kharroubi and T. J. Sweeting, in Biometrika (2016)

Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process,
Kharroubi Idris, Lim Thomas and Warin Xavier, in Monte Carlo Methods and Applications (2021)
Keywords: Constrainted BSDEs, discrete-time approximation, neural networks approximation,facelift transformation

A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization,
Kharroubi Idris, Langrené Nicolas and Pham Huyên, in Monte Carlo Methods and Applications (2014)
Keywords: Backward stochastic differential equations, control randomization, HJB equation, uncertain volatility, empirical regressions, Monte Carlo

Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process,
Idris Kharroubi, Thomas Lim and Xavier Warin, from HAL (2020)
Keywords: Constrainted BSDEs,discrete-time approximation,neural networks approxi- mation,facelift transformation

Fluid limits of a loss storage network,
Ahmed El Kharroubi and Soukaina El Masmari, in Queueing Systems: Theory and Applications (2022)
Keywords: Continuous time Markov process, Skorokhod problem, Loss network, Functional law of large number, Functional central limit theorem, Ornstein–Uhlenbeck process

Quenched Mass Transport of Particles Toward a Target,
Bruno Bouchard, Boualem Djehiche and Idris Kharroubi, in Journal of Optimization Theory and Applications (2020)
Keywords: McKean–Vlasov SDEs, Dynamic programming, Stochastic target, Mass transportation, Viscosity solutions

Genetic algorithm and tabu search algorithm for solving the static manycast RWA problem in optical networks,
Amiyne Zakouni, Jiawei Luo and Fouad Kharroubi, in Journal of Combinatorial Optimization (2017)
Keywords: Manycast, Routing and wavelength assignment, Metaheuristics, Genetic algorithm, Tabu search algorithm, Optical networks

Valuation of preference-based measures: can existing preference data be used to select a smaller sample of health states?,
Samer A. Kharroubi and Donna Rowen, in The European Journal of Health Economics (2019)
Keywords: Preference-based health measures, Nonparametric Bayesian methods, Time trade-off, EQ-5D

Bayesian modeling of health state preferences: could borrowing strength from existing countries’ valuations produce better estimates,
Samer A. Kharroubi and Yara Beyh, in The European Journal of Health Economics (2021)
Keywords: Nonparametric Bayesian methods, Standard gamble, SF-6D, Preference-based health measures, QALYs

Estimating Expected Value of Sample Information for Incomplete Data Models Using Bayesian Approximation,
Samer A. Kharroubi, Alan Brennan and Mark Strong, in Medical Decision Making (2011)
Keywords: Bayesian decision theory; value of information; uncertainty; sample size; clinical trial design; stochastic CEA; approximate Bayesian inference; incomplete data models

MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING,
Christophette Blanchet-Scalliet, Etienne Chevalier, Idris Kharroubi and Thomas Lim, in International Journal of Theoretical and Applied Finance (IJTAF) (2015)
Keywords: Variable annuities, insurance, indifference pricing, utility maximization, backward stochastic differential equation

Calculating Partial Expected Value of Perfect Information via Monte Carlo Sampling Algorithms,
Alan Brennan, Samer Kharroubi, Anthony O'Hagan and Jim Chilcott, in Medical Decision Making (2007)
Keywords: Key words: partial expected value of perfect information; Monte Carlo sampling; decision modeling. (Med Decis Making 2007:27:448—470)

Using IUCN protected areas management categories as a tool to assess youth preferences for local management of an Important Plant Area (IPA) in Lebanon,
M.M. Salman, S. Kharroubi, M. Itani and S.N. Talhouk, in Land Use Policy (2020)
Keywords: Important plant areas; Conservation; Youth; Environmental profile; IUCN; Lebanon;

Max-Min optimization problem for Variable Annuities pricing,
Christophette Blanchet-Scalliet, Etienne Chevalier, Idriss Kharroubi and Thomas Lim, from HAL (2015)
Keywords: Variable annuities,insurance,indifference pricing,backward stochastic differential equation,utility maximization,insurance.