Olivier DARNE Professor in Economics, Nantes University

Publications

Article dans une revue (58)

The calibration of initial shocks in bank stress test scenarios Olivier Darné,Guy Levy-Rueff,Adrian Pop Economic Modelling, 2024, 136, pp.106744. ⟨10.1016/j.econmod.2024.106744⟩ Article dans une revue hal-04573764v1
Are national or regional surveys useful for nowcasting regional jobseekers ? Clément Cariou,Amélie Charles,Olivier Darné Journal of Forecasting, In press, 43 (6), pp.2341-2357. ⟨10.1002/for.3125⟩ Article dans une revue hal-04573788v2
Stock Return Predictability: Evaluation based on interval forecasts Amélie Charles,Olivier Darné,Jae Kim Bulletin of Economic Research, 2022, 74 (2), pp.363-385. ⟨10.1111/boer.12298⟩ Article dans une revue hal-03656310v1
Backcasting world trade growth using data reduction methods Amélie Charles,Olivier Darné The World Economy, 2022, 45 (10), pp.3169 - 3191. ⟨10.1111/twec.13274⟩ Article dans une revue hal-04027843v1
Econometric history of the growth–volatility relationship in the USA: 1919–2017 Amélie Charles,Olivier Darné Cliometrica, 2021, 15, pp.419 - 442. ⟨10.1007/s11698-020-00209-y⟩ Article dans une revue hal-03186891v1
Oil Price Shocks, Real Economic Activity and Uncertainty Amélie Charles,Chew Lian Chua,Olivier Darné,Sandy Suardi Bulletin of Economic Research, 2021, 73 (3), pp.364-392. ⟨10.1111/boer.12252⟩ Article dans une revue hal-03284089v1
Nowcasting GDP growth using data reduction methods: Evidence for the French economy Olivier Darné,Amelie Charles Economics Bulletin, 2020 Article dans une revue hal-02948802v1
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities Amélie Charles,Chew Lian Chua,Olivier Darné,Sandy Suardi Empirical Economics, 2020, 59 (6), pp.2689-2715. ⟨10.1007/s00181-019-01801-6⟩ Article dans une revue hal-03040689v1
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks Amélie Charles,Olivier Darné Economics Bulletin, 2019, 39 (2), pp.954-968 Article dans une revue hal-03794543v1
Volatility estimation for Bitcoin: Replication and robustness Olivier Darné,Amélie Charles Économie Internationale, 2019, 157, pp.23-32. ⟨10.1016/j.inteco.2018.06.004⟩ Article dans une revue hal-01941102v1
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach Eléazar Zerbo,Olivier Darné Energy Economics, 2019, 83, pp.319-332. ⟨10.1016/j.eneco.2019.07.013⟩ Article dans une revue hal-04295880v1
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,Olivier Darné,Jean-François Hoarau Applied Economics, 2019, 51 (24), pp.2639-2653. ⟨10.1080/00036846.2018.1558349⟩ Article dans une revue hal-02053296v1
The accuracy of asymmetric GARCH model estimation Amélie Charles,Olivier Darné International Economics, 2019, 157, pp.179-202. ⟨10.1016/j.inteco.2018.11.001⟩ Article dans une revue hal-01943883v1
Does the Great Recession imply the end of the Great Moderation? International evidence Amélie Charles,Olivier Darné,Laurent Ferrara Economic Inquiry, 2018, 56 (2), pp.745-760. ⟨10.1111/ecin.12551⟩ Article dans une revue hal-01757081v1
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries Eléazar Zerbo,Olivier Darné Applied Economics, 2017, 50 (6), pp.634-658. ⟨10.1080/00036846.2017.1332752⟩ Article dans une revue hal-04474769v1
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey Matteo Mogliani,Olivier Darné,Bertrand Pluyaud Economic Modelling, 2017, 64, pp.26-39. ⟨10.1016/j.econmod.2017.03.003⟩ Article dans une revue hal-03764267v1
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices Amélie Charles,Olivier Darné,Jae H Kim International Economics/Economie Internationale, 2017, 151, pp.100 - 112. ⟨10.1016/j.inteco.2017.05.002⟩ Article dans une revue hal-01579718v1
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices Amélie Charles,Olivier Darné,Jae H Kim SSRN : Social Science Research Network, 2017, ⟨10.2139/ssrn.2611472⟩ Article dans une revue hal-01526483v1
International Stock Return Predictability: Evidence from New Statistical Tests Amélie Charles,Olivier Darné,Jae H Kim International Review of Financial Analysis, 2017, 54, pp.97-113. ⟨10.1016/j.irfa.2016.06.005⟩ Article dans une revue hal-01626101v1
Uncertainty and the Macroeconomy Amélie Charles,Olivier Darné,Fabien Tripier Applied Economics, 2017, 50 (10), pp.1093-1107. ⟨10.1080/00036846.2017.1349294⟩ Article dans une revue hal-01549625v1
Forecasting crude-oil market volatility: Further evidence with jumps Amélie Charles,Olivier Darné Energy Economics, 2017, ⟨10.1016/j.eneco.2017.09.002⟩ Article dans une revue hal-01598141v1
Stock Exchange Mergers and Market Amélie Charles,Olivier Darné,Jae H. Kim,Etienne Redor Applied Economics, 2016, 48 (7), pp.576-589. ⟨10.1080/00036846.2015.1083090⟩ Article dans une revue hal-01238707v1
A world trade leading index (WLTI) Laurent Ferrara,Olivier Darné,Karim Barhoumi Economics Letters, 2016, 146, pp.111-115 Article dans une revue hal-01635948v1
Commodity returns co-movements: Fundamentals or “style” effect? Philippe Charlot,Olivier Darné,Zakaria Moussa Journal of International Money and Finance, 2016, 68, pp.130-160. ⟨10.1016/j.jimonfin.2016.07.001⟩ Article dans une revue hal-04522257v1
Stock market reactions to FIFA World Cup announcements: An event study Amélie Charles,Olivier Darné Economics Bulletin, 2016, 36 (4), pp.2028-2036 Article dans une revue hal-01395333v1
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 Article dans une revue hal-01330467v1
La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) Amélie Charles,Olivier Darné Revue d'économie financière, 2015, 118, pp.243-247. ⟨10.3917/ecofi.118.0243⟩ Article dans une revue hal-01169737v1
A new monthly chronology of the US industrial cycles in the prewar economy Amélie Charles,Olivier Darné,Claude Diebolt,Laurent Ferrara Journal of Financial Stability, 2015, 17, pp.3-9. ⟨10.1016/j.jfs.2014.06.002⟩ Article dans une revue hal-01146800v2
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes Amélie Charles,Olivier Darné,Adrian Pop Research in International Business and Finance, 2015, 35, pp.33-56. ⟨10.1016/j.ribaf.2015.03.003⟩ Article dans une revue hal-01153899v1
Are unit root tests useful in the debate over the (non)stationarity of hours worked? Amélie Charles,Olivier Darné,Fabien Tripier Macroeconomic Dynamics, 2015, 19, pp.167 - 188. ⟨10.1017/S1365100513000321⟩ Article dans une revue hal-01101618v1
Will precious metals shine ? A market efficiency perspective Amélie Charles,Olivier Darné,Jae H. Kim International Review of Financial Analysis, 2015, 41, pp.284-291. ⟨10.1016/j.irfa.2015.01.018⟩ Article dans une revue hal-01238706v1
A revision of the US business-cycles chronology 1790-1928 Amélie Charles,Olivier Darné,Claude Diebolt Economics Bulletin, 2014, 34 (1), pp.234-244 Article dans une revue hal-01122519v2
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 Amélie Charles,Olivier Darné Journal of banking & finance = Journal of banking and finance, 2014, 43, pp.188-199. ⟨10.1016/j.jbankfin.2014.03.022⟩ Article dans une revue hal-01122507v1
Volatility persistence in crude oil markets Amélie Charles,Olivier Darné Energy Policy, 2014, 65, pp.729-742. ⟨10.1016/j.enpol.2013.10.042⟩ Article dans une revue hal-00940312v1
Testing the number of factors: An empirical assessment for forecasting purposes Karim Barhoumi,Olivier Darné,Laurent Ferrara Oxford Bulletin of Economics and Statistics, 2013, 75, pp.64 - 79 Article dans une revue hal-01385876v1
Dynamic factor models: A review of the literature Karim Barhoumi,Olivier Darné,Laurent Ferrara Journal of Business Cycle Measurement and Analysis, 2013, 2, pp.73 - 107. ⟨10.1787/jbcma-2013-5jz417f7b7nv⟩ Article dans une revue hal-01385974v1
Une revue de la littérature des modèles à facteurs dynamiques Karim Barhoumi,Olivier Darné,Laurent Ferrara Počítačová podpora v archeologii, 2013 Article dans une revue hal-01385940v1
Market efficiency in the European carbon markets Amélie Charles,Olivier Darné,Jessica Fouilloux Energy Policy, 2013, 60, pp.785-792. ⟨10.1016/j.enpol.2013.05.036⟩ Article dans une revue halshs-00846679v1
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 Article dans une revue hal-01385807v1
Trends and random walks in macroeconomic time series: A reappraisal Amélie Charles,Olivier Darné Journal of Macroeconomics, 2012, 34 (1), pp.167-180. ⟨10.1016/j.jmacro.2011.10.001⟩ Article dans une revue hal-00956937v1
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates Amélie Charles,Olivier Darné,Jae H. Kim Journal of International Money and Finance, 2012, 31 (6), pp.1607-1626. ⟨10.1016/j.jimonfin.2012.03.003⟩ Article dans une revue hal-00958288v1
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence Amélie Charles,Olivier Darné,Jean-François Hoarau Annals of Regional Science, 2012, 49 (1), pp.53-71. ⟨10.1007/s00168-010-0427-z⟩ Article dans une revue hal-00956938v1
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose Karim Barhoumi,Olivier Darné,Laurent Ferrara Oxford Bulletin of Economics and Statistics, 2012, 75 (1), pp.64-79. ⟨10.1111/obes.12010⟩ Article dans une revue istex hal-04344628v1
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 Article dans une revue hal-00956936v1
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis Amélie Charles,Olivier Darné,Jae Kim Economics Letters, 2011, 110 (2), pp.151-154. ⟨10.1016/j.econlet.2010.11.018⟩ Article dans une revue hal-00771829v1
Large shocks in U.S. macroeconomic time series: 1860-1988 Olivier Darné,Amélie Charles Cliometrica, 2011, 5, pp.79-100. ⟨10.1007/s11698-010-0052-1⟩ Article dans une revue hal-00771828v1
Testing the martingale difference hypothesis in CO2 emission allowances Amélie Charles,Olivier Darné,Jessica Fouilloux Economic Modelling, 2011, 28 (1-2), pp.27-35. ⟨10.1016/j.econmod.2010.10.003⟩ Article dans une revue istex halshs-00600724v1
The efficiency of the crude oil markets: Evidence from variance ratio tests Amélie Charles,Olivier Darné Energy Policy, 2009, 37 (11), pp.4267-4272. ⟨10.1016/j.enpol.2009.05.026⟩ Article dans une revue hal-00771081v1
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests Amélie Charles,Olivier Darné Economic Systems, 2009, 33 (2), pp.117-126. ⟨10.1016/j.ecosys.2008.09.003⟩ Article dans une revue hal-00771080v1
Testing for random walk behavior in euro exchange rates Amélie Charles,Olivier Darné International Economics/Economie Internationale, 2009, (119), pp.25-45 Article dans une revue hal-00771082v1
Variance ratio tests of random walk: An overview Amélie Charles,Olivier Darné Journal of Economic Surveys, 2009, 23 (3), pp.503-527. ⟨10.1111/j.1467-6419.2008.00570.x⟩ Article dans une revue hal-00771078v1
The purchasing power parity in Australia: evidence from unit root test with structural break Olivier Darné,Jean-François Hoarau Applied Economics Letters, 2008, 15 (3), pp.203--206. ⟨10.1080/13504850600721957⟩ Article dans une revue hal-01243482v1
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 Article dans une revue hal-01243479v1
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 Article dans une revue hal-00765362v1
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis Olivier Darné,Claude Diebolt Revue d'économie politique, 2006, 1 (116), pp.65-78. ⟨10.3917/redp.161.0065⟩ Article dans une revue hal-00279389v1
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⟩ Article dans une revue hal-00279130v1
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 Article dans une revue hal-00279246v1
Unit Roots and Infrequent Large Shocks : New International Evidence on Output Olivier Darné,Claude Diebolt Journal of Monetary Economics, 2004, 51 (7), pp.1449-1465. ⟨10.1016/j.jmoneco.2003.12.007⟩ Article dans une revue istex hal-00279015v1

Ouvrages (1)

Méthodes de prévision en finance Amélie Charles,Olivier Darné,Laurent Ferrara Economica, 216 p., 2020, 978-2-7178-7098-5 Ouvrages hal-03711480v1

Chapitre d'ouvrage (2)

A Brief History of Seasonal Adjustment Methods and Software Tools Olivier Darné,Laurent Ferrara,Dominique Ladiray Handbook on Seasonal Adjustment, eurostat, pp.69-90, 2018, Manuals and guidelines, 978-92-79-80170-9 Chapitre d'ouvrage hal-03754072v1
Non-stationarity Tests in Macroeconomic Time Series Olivier Darné,Claude Diebolt Claude Diebolt; Catherine Kyrtsou. New Trends in Macroeconomics, Springer Verlag, pp.173-194, 2005, 978-3-540-28556-4. ⟨10.1007/3-540-28556-3_9⟩ Chapitre d'ouvrage hal-00279447v1

Pré-publication, Document de travail (26)

How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 Amélie Charles,Olivier Darné,Jean-François Hoarau 2018 Pré-publication, Document de travail hal-01943891v1
Forecasting and risk management in the Vietnam Stock Exchange Manh Ha Nguyen,Olivier Darné 2018 Pré-publication, Document de travail halshs-01679456v1
Stock Return Predictability: Evaluation based on prediction intervals Amélie Charles,Olivier Darné,Jae H. Kim 2016 Pré-publication, Document de travail hal-01295037v1
The impact of screening strategies on the performance of ESG indices Amélie Charles,Olivier Darné,Jessica Fouilloux 2016 Pré-publication, Document de travail hal-01344699v1
Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers Amélie Charles,Olivier Darné 2015 Pré-publication, Document de travail hal-01160090v1
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint Marie-Sophie Hervieux,Olivier Darné 2014 Pré-publication, Document de travail hal-00958692v1
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets Liang Guo-Fitoussi,Olivier Darné 2014 Pré-publication, Document de travail hal-00962247v1
Precious metals shine? A market efficiency perspective Amélie Charles,Olivier Darné,Jae H. Kim 2014 Pré-publication, Document de travail hal-01010516v1
The sensitivity of Fama-French factors to economic uncertainty Amélie Charles,Olivier Darné,Zakaria Moussa 2014 Pré-publication, Document de travail hal-01015702v1
Does the Great Recession imply the end of the Great Moderation? International evidence Amélie Charles,Olivier Darné,Laurent Ferrara 2014 Pré-publication, Document de travail hal-04141344v1
Stock Exchange Mergers and Market Efficiency Amélie Charles,Olivier Darné,Jae H. Kim,Etienne Redor 2014 Pré-publication, Document de travail hal-00940105v1
Commodity returns co-movements: Fundamentals or &quot;style&quot; effect? Philippe Charlot,Olivier Darné,Zakaria Moussa 2014 Pré-publication, Document de travail hal-01093631v1
Does the Great Recession imply the end of the Great Moderation? International evidence Amélie Charles,Olivier Darné,Laurent Ferrara 2014 Pré-publication, Document de travail hal-00952951v1
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis Marie-Sophie Hervieux,Olivier Darné 2013 Pré-publication, Document de travail hal-00781958v1
Volatility Persistence in Crude Oil Markets Amélie Charles,Olivier Darné 2012 Pré-publication, Document de travail hal-00719387v1
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 Amélie Charles,Olivier Darné 2012 Pré-publication, Document de travail hal-00678932v1
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes Amélie Charles,Olivier Darné,Adrian Pop 2012 Pré-publication, Document de travail hal-00678895v1
A new monthly chronology of the US industrial cycles in the prewar economy Amélie Charles,Olivier Darné,Claude Diebolt,Laurent Ferrara 2011 Pré-publication, Document de travail hal-04140957v1
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext Amélie Charles,Olivier Darné,Jessica Fouilloux 2011 Pré-publication, Document de travail hal-00570307v1
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? Amélie Charles,Olivier Darné,Fabien Tripier 2010 Pré-publication, Document de travail hal-00527122v1
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates Amélie Charles,Olivier Darné,Jae H. Kim 2010 Pré-publication, Document de travail hal-00547722v1
A note on the uncertain trend in US real GNP: Evidence from robust unit root test Amélie Charles,Olivier Darné 2010 Pré-publication, Document de travail hal-00547737v1
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II Amélie Charles,Olivier Darné,Jessica Fouilloux 2010 Pré-publication, Document de travail hal-00473727v1
Large shocks in U.S. macroeconomic time series: 1860–1988 Olivier Darné,Amélie Charles 2009 Pré-publication, Document de travail hal-00422502v1
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? Amélie Charles,Olivier Darné,Jean-François Hoarau 2009 Pré-publication, Document de travail hal-00422522v1
Testing the purchasing power parity in China Olivier Darné,Jean-François Hoarau 2006 Pré-publication, Document de travail hal-04138871v1