Overview
Tarek Jouini is an econometrician at CIREQ, Université de Montréal. Co-author of Dufour and Jouini (2006) on finite-sample simulation-based inference in VAR models.
Key Contributions / Features
- Dufour and Jouini (2006) — finite-sample size failure of asymptotic and bootstrap Granger causality tests; Maximized Monte Carlo (MMC) tests as provably exact alternative; U.S. macroeconomic application identifying M → r → y causal chain.
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