Lakhchen Faïçal

Researcher (Macroeconomist)

About

Lakhchen Faïçal

Ph.D. in Applied Economics | Researcher in Macro-Finance, DSGE Modeling & Development Economics.

I hold a Ph.D. in Applied Economics from Ibn Zohr University, where I also teach (Part time) courses in macroeconomics and quantitative methods. My research focuses on the intersection of macroeconomics and finance—macro-finance—with a particular emphasis on developing and emerging economies. I study how financial frictions shape the business cycle, using Dynamic Stochastic General Equilibrium (DSGE) models to better understand the transmission of shocks and the role of monetary policy.

In parallel, I explore labor market dynamics, examining how employment, wages, and policy interact under structural constraints often present in low- and middle-income countries. My approach blends theory with applied macroeconometrics, always aiming to connect rigorous analysis with real-world policy relevance.

This commitment to research that bridges academic insight and policy application was recognized when I was awarded the Bank Al-Maghrib Prize for Economic and Financial Research (2025), for my work on macro-financial dynamics in the Moroccan economy.

Publications

Teaching

  1. Buisness cycles and Macroeconomic stabilization policies.
  2. Slides Data

Econometrics

  1. Introduction to econometrics, simple linear regression
  2. Slides Data
  3. Multivariate linear regression
  4. Slides Data
  5. Violation of simple linear regression assumptions
  6. Slides Data
  7. Introduction to time series
  8. Unit-root tests
  9. ARDL
  10. Vector auto regressive (VAR) & VECM
  11. Slides Data
  12. Spectral analysis
  13. Slides

DSGE modeling

  1. Real business cycle theory
  2. Calibration & Solving Rational expectation models
  3. Introduction to New Keynesian DSGE modeling
  4. Introduction to Dynare
  5. Estimation of a DSGE model

Contact

If you would like to contact me, please email me at f.lakhchen@edu.uiz.ac.ma.