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Are national or regional surveys useful for nowcasting regional jobseekers ?
Clément Cariou
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The calibration of initial shocks in bank stress test scenarios
Olivier Darné
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Guy Levy-Rueff
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Adrian Pop
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Backcasting world trade growth using data reduction methods
Amélie Charles
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Olivier Darné
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Stock Return Predictability: Evaluation based on interval forecasts
Amélie Charles
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Olivier Darné
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Jae Kim
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Econometric history of the growth–volatility relationship in the USA: 1919–2017
Amélie Charles
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Olivier Darné
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Oil Price Shocks, Real Economic Activity and Uncertainty
Amélie Charles
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Chew Lian Chua
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Olivier Darné
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Sandy Suardi
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On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities
Amélie Charles
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Chew Lian Chua
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Olivier Darné
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Sandy Suardi
Journal articles
hal-03040689v1
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Nowcasting GDP growth using data reduction methods: Evidence for the French economy
Olivier Darné
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Amelie Charles
Economics Bulletin, 2020
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hal-02948802v1
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On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach
Eléazar Zerbo
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Olivier Darné
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Volatility estimation for Bitcoin: Replication and robustness
Olivier Darné
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Amélie Charles
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The accuracy of asymmetric GARCH model estimation
Amélie Charles
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Olivier Darné
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Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks
Amélie Charles
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Olivier Darné
Economics Bulletin, 2019, 39 (2), pp.954-968
Journal articles
hal-03794543v1
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How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015
Amélie Charles
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Olivier Darné
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Jean-François Hoarau
Journal articles
hal-02053296v1
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Does the Great Recession imply the end of the Great Moderation? International evidence
Amélie Charles
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Olivier Darné
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Laurent Ferrara
Journal articles
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Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices
Amélie Charles
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Olivier Darné
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Jae H Kim
Journal articles
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Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries
Eléazar Zerbo
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Olivier Darné
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Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
Amélie Charles
,
Olivier Darné
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Jae H Kim
Journal articles
hal-01579718v1
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The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey
Matteo Mogliani
,
Olivier Darné
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Bertrand Pluyaud
Journal articles
hal-03764267v1
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International Stock Return Predictability: Evidence from New Statistical Tests
Amélie Charles
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Olivier Darné
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Jae H Kim
Journal articles
hal-01626101v1
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Uncertainty and the Macroeconomy
Amélie Charles
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Olivier Darné
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Fabien Tripier
Journal articles
hal-01549625v1
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Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
Amélie Charles
,
Olivier Darné
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Jae Paul Kim
Journal articles
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Forecasting crude-oil market volatility: Further evidence with jumps
Amélie Charles
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Olivier Darné
Journal articles
hal-01598141v1
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Stock Exchange Mergers and Market
Amélie Charles
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Olivier Darné
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Jae H. Kim
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Etienne Redor
Journal articles
hal-01238707v1
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Commodity returns co-movements: Fundamentals or “style” effect?
Philippe Charlot
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Olivier Darné
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Zakaria Moussa
Journal articles
hal-04522257v1
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A world trade leading index (WLTI)
Laurent Ferrara
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Olivier Darné
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Karim Barhoumi
Economics Letters, 2016, 146, pp.111-115
Journal articles
hal-01635948v1
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Stock market reactions to FIFA World Cup announcements: An event study
Amélie Charles
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Olivier Darné
Economics Bulletin, 2016, 36 (4), pp.2028-2036
Journal articles
hal-01395333v1
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A new monthly chronology of the US industrial cycles in the prewar economy
Amélie Charles
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Olivier Darné
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Claude Diebolt
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Laurent Ferrara
Journal articles
hal-01146800v2
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Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
Amélie Charles
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Olivier Darné
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Adrian Pop
Journal articles
hal-01153899v1
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Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes
Amélie Charles
,
Olivier Darné
Economics Bulletin, 2015, 35 (3), pp.1897-1905
Journal articles
hal-01330467v1
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La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)
Amélie Charles
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Olivier Darné
Journal articles
hal-01169737v1
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Will precious metals shine ? A market efficiency perspective
Amélie Charles
,
Olivier Darné
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Jae H. Kim
Journal articles
hal-01238706v1
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Are unit root tests useful in the debate over the (non)stationarity of hours worked?
Amélie Charles
,
Olivier Darné
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Fabien Tripier
Journal articles
hal-01101618v1
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A revision of the US business-cycles chronology 1790-1928
Amélie Charles
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Olivier Darné
,
Claude Diebolt
Economics Bulletin, 2014, 34 (1), pp.234-244
Journal articles
hal-01122519v2
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Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
Amélie Charles
,
Olivier Darné
Journal articles
hal-01122507v1
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Volatility persistence in crude oil markets
Amélie Charles
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Olivier Darné
Journal articles
hal-00940312v1
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Testing the number of factors: An empirical assessment for forecasting purposes
Karim Barhoumi
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Olivier Darné
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Laurent Ferrara
Oxford Bulletin of Economics and Statistics, 2013, 75, pp.64 - 79
Journal articles
hal-01385876v1
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Dynamic factor models: A review of the literature
Karim Barhoumi
,
Olivier Darné
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Laurent Ferrara
Journal articles
hal-01385974v1
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Une revue de la littérature des modèles à facteurs dynamiques
Karim Barhoumi
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Olivier Darné
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Laurent Ferrara
Počítačová podpora v archeologii, 2013
Journal articles
hal-01385940v1
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Market efficiency in the European carbon markets
Amélie Charles
,
Olivier Darné
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Jessica Fouilloux
Journal articles
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Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
Amélie Charles
,
Olivier Darné
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Jae H. Kim
Journal articles
hal-00958288v1
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Convergence of real per capita GDP within COMESA countries: A panel unit root evidence
Amélie Charles
,
Olivier Darné
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Jean-François Hoarau
Journal articles
hal-00956938v1
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Trends and random walks in macroeconomic time series: A reappraisal
Amélie Charles
,
Olivier Darné
Journal articles
hal-00956937v1
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Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
Karim Barhoumi
,
Olivier Darné
,
Laurent Ferrara
,
Bertrand Pluyaud
Bulletin of Economic Research, 2012, 64, pp.53 - 70
Journal articles
hal-01385807v1
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Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
Karim Barhoumi
,
Olivier Darné
,
Laurent Ferrara
Journal articles
hal-04344628v1
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A note of the uncertain trend in US real GNP: Evidence from robust unit root tests
Olivier Darné
,
Amélie Charles
Economics Bulletin, 2012, 32 (3), pp.2399-2406
Journal articles
hal-00956936v1
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Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
Amélie Charles
,
Olivier Darné
,
Jae Kim
Journal articles
hal-00771829v1
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Large shocks in U.S. macroeconomic time series: 1860-1988
Olivier Darné
,
Amélie Charles
Journal articles
hal-00771828v1
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Testing the martingale difference hypothesis in CO2 emission allowances
Amélie Charles
,
Olivier Darné
,
Jessica Fouilloux
Journal articles
halshs-00600724v1
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Testing for random walk behavior in euro exchange rates
Amélie Charles
,
Olivier Darné
International Economics/Economie Internationale, 2009, (119), pp.25-45
Journal articles
hal-00771082v1
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The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
Amélie Charles
,
Olivier Darné
Journal articles
hal-00771080v1
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Variance ratio tests of random walk: An overview
Amélie Charles
,
Olivier Darné
Journal articles
hal-00771078v1
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The efficiency of the crude oil markets: Evidence from variance ratio tests
Amélie Charles
,
Olivier Darné
Journal articles
hal-00771081v1
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La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire
Olivier Darné
,
Jean-François Hoarau
Recherches Economiques de Louvain - Louvain economic review, 2008, 74 (2), pp.219--236
Journal articles
hal-01243479v1
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The impact of outliers on transitory and permanent components in macroeconomic time series
Olivier Darné
,
Amélie Charles
Economics Bulletin, 2008, 3 (60), pp.1-9
Journal articles
hal-00765362v1
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The purchasing power parity in Australia: evidence from unit root test with structural break
Olivier Darné
,
Jean-François Hoarau
Journal articles
hal-01243482v1
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Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis
Olivier Darné
,
Claude Diebolt
Journal articles
hal-00279389v1
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La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique
Olivier Darné
,
Claude Diebolt
Revue européenne des sciences sociales (Cahiers Vilfredo Pareto), 2006, 45 (137), pp.203-212. ⟨10.4000/ress.233⟩
Journal articles
hal-00279130v1
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Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945
Claude Diebolt
,
Olivier Darné
Empirical Economic Letters, 2005, pp.20
Journal articles
hal-00279246v1
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Unit Roots and Infrequent Large Shocks : New International Evidence on Output
Olivier Darné
,
Claude Diebolt
Journal articles
hal-00279015v1
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