Research
Abderrahim Taamouti's research expertise lies in Econometrics and Finance, with a particular focus on areas such as Granger causality analysis, high-dimensional data analysis, non-parametric estimation and testing, machine learning, asset pricing, systemic risk, and characteristic function methods in financial time series. His work also delves into specialized topics like copula estimation, exact sign-based inference, risk management and portfolio optimization, sovereign credit ratings, and robust estimation techniques for measurement errors and stock return predictability.
His research projects have resulted in several publications in internationally renowned journals in Econometrics, Finance and Statistics such as Journal of Econometrics, Journal of Money, Credit and Banking, Review of Finance, Journal of Multivariate Analysis, Journal of Financial Econometrics, Journal of Business & Economic Statistics, International Journal of Forecasting, Econometric Reviews, Journal of Economic Dynamics and Control, Computational Statistics & Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, Journal of Statistical Planning and Inference, and Journal of Nonparametric Statistics, among others.
He is an Associate Editor for the Journal of the Royal Statistical Society: Series A, a Senior Co-Editor for Advances in Econometrics, and a member of the Editorial Board for the Journal of Risk and Financial Management.