Mohamad Khaled

Ph.D. Student
University Paris I Panthéon-Sorbonne
CES-EUREQua
106-112, boulevard de l’Hôpital
75647 PARIS Cedex 13
Phone:     33-1-44 07 81 90

Curriculum Vitae

Research Fields

• Bayesian Econometrics
• State-space models
• Distributional dynamics
• Microeconometrics

Job Market Paper

• A Multivariate Generalization of the Markov Switching Model with an application to volatility clusters

Working Papers

• A Multivariate Generalization of the Markov Switching Model.
• Multivariate Volatility Clustering based on a class of multivariate hidden Markov Models.
  
• Distributional Dynamics with Exponential family state-space models (with Herman K. van Dijk, Econometric Institute)
• Hidden Markov Models with Covariate-dependent Transitions (with Nicolas Chopin, Crest, France)
• Bayesian Estimation of Potential Output Using Penalized Splines