Position/Role: Lecturer

Schools/Unit: Economics

Contact Details:

• Australian School of Business Building, Room 441
• Phone: +61 2 9385 3321
• Fax: +61 2 9313 6337
• Email: rouysse@unsw.edu.au
• URL: www.economics.unsw.edu.au/RachidaOuysse
• Curriculum Vitae

Qualifications:

• PhD and Master of Arts, Boston College
• Master of Arts, University of Montreal
• Bachelor of Arts, INSEA Morocco

Research Areas:

• Econometric Theory
• Financial Econometrics

Academic Profile :

Rachida Ouysee joined the school of Economics at UNSW, September 2002 after finishing her Ph. D. degree at Boston College. Rachida’s major research areas are Econometric Theory, Applied and Financial Econometrics. The emphasis of her current work is on model selection in large panels and the related issues of inference and distributional properties of the model estimates when the dimensions of the panel are large. Her interest is to address the relevance of macroeconomic forces in determining the financial markets dynamics.  She is also looking at using the results from factor model literature in addressing empirical issues such as financial markets integration, particularly the Asia-Pacific market. On a different note, Rachida is interested in looking into the properties of bootstrapping methods when the data exhibits time dependence. In light of the latter, re-address the Consumption Asset Pricing model. Recently, Rachida has a new interest in Bayesian econometrics, her subject of interest is variable selection and shrinkage estimation.

Publications:

Selected Publications