[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/e/pda93.html
   My authors  Follow this author

Olivier Darné
(Olivier Darne)

Personal Details

First Name:Olivier
Middle Name:
Last Name:Darne
Suffix:
RePEc Short-ID:pda93
[This author has chosen not to make the email address public]
https://sites.google.com/site/odarne/research
IEMN-IAE Chemin de la Censive du Tertre - BP 52231 44322 Nantes France

Affiliation

(in no particular order)

Institut d'Économie et de Management de Nantes (IAE) (Nantes Institute of Economics and Management)
Université de Nantes (University of Nantes)

Nantes, France
http://www.iemniae.univ-nantes.fr/
RePEc:edi:ianatfr (more details at EDIRC)

Laboratoire d'Économie et de Management de Nantes-Atlantique (LEMNA) (Nantes-Antlantic Economics and Management Laboratory)
Institut d'Économie et de Management de Nantes (IAE) (Nantes Institute of Economics and Management)
Université de Nantes (University of Nantes)

Nantes, France
http://www.lemna.univ-nantes.fr/
RePEc:edi:lemnafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Amélie Charles & Olivier Darné & Jae Kim, 2022. "Stock Return Predictability: Evaluation based on interval forecasts," Post-Print hal-03656310, HAL.
  2. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021. "Oil Price Shocks, Real Economic Activity and Uncertainty," Post-Print hal-03284089, HAL.
  3. Amélie Charles & Olivier Darné, 2021. "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Post-Print hal-03186891, HAL.
  4. Olivier Darné & Amelie Charles, 2020. "Nowcasting GDP growth using data reduction methods: Evidence for the French economy," Post-Print hal-02948802, HAL.
  5. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
  6. Amélie Charles & Olivier Darné & Laurent Ferrara, 2020. "Méthodes de prévision en finance," Post-Print hal-03711480, HAL.
  7. Olivier Darné & Amélie Charles, 2019. "Volatility estimation for Bitcoin: Replication and robustness," Post-Print hal-01941102, HAL.
  8. Amélie Charles & Olivier Darné, 2019. "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Post-Print hal-03794543, HAL.
  9. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2019. "How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015," Post-Print hal-02053296, HAL.
  10. Manh Ha Nguyen & Olivier Darné, 2018. "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers halshs-01679456, HAL.
  11. Olivier Darné & Laurent Ferrara & Dominique Ladiray, 2018. "A Brief History of Seasonal Adjustment Methods and Software Tools," Post-Print hal-03754072, HAL.
  12. Amélie Charles & Olivier Darné, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print hal-01598141, HAL.
  13. Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers 2017-25, CEPII research center.
  14. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print hal-01626101, HAL.
  15. Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy," Post-Print hal-01549625, HAL.
  16. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
  17. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
  18. Jean-François Hoarau & A. Charles & O. Darne, 2017. "How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015," Post-Print hal-01697638, HAL.
  19. Laurent Ferrara & Olivier Darné & Karim Barhoumi, 2016. "A world trade leading index (WLTI)," Post-Print hal-01635948, HAL.
  20. Amélie Charles & Olivier Darné, 2016. "Stock market reactions to FIFA World Cup announcements: An event study," Post-Print hal-01395333, HAL.
  21. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
  22. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2016. "The impact of screening strategies on the performance of ESG indices," Working Papers hal-01344699, HAL.
  23. Amélie Charles & Olivier Darné & Jae H. Kim, 2016. "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers hal-01295037, HAL.
  24. Amélie Charles & Olivier Darné, 2015. "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Post-Print hal-01330467, HAL.
  25. Amélie Charles & Olivier Darné, 2015. "Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers," Working Papers hal-01160090, HAL.
  26. Amélie Charles & Olivier Darné & Adrian Pop, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Post-Print hal-01153899, HAL.
  27. Amélie Charles & Olivier Darné, 2015. "La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)," Post-Print hal-01169737, HAL.
  28. Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
  29. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014. "Stock Exchange Mergers and Market Efficiency," Working Papers hal-00940105, HAL.
  30. Liang Guo-Fitoussi & Olivier Darné, 2014. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," Working Papers hal-00962247, HAL.
  31. Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014. "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers hal-01093631, HAL.
  32. Marie-Sophie Hervieux & Olivier Darné, 2014. "Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint," Working Papers hal-00958692, HAL.
  33. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
  34. Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B., 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach," Working papers 473, Banque de France.
  35. Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
  36. Amélie Charles & Olivier Darné, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print hal-01122507, HAL.
  37. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014. "The sensitivity of Fama-French factors to economic uncertainty," Working Papers hal-01015702, HAL.
  38. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Une revue de la littérature des modèles à facteurs dynamiques," Post-Print hal-01385940, HAL.
  39. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2013. "Market efficiency in the European carbon markets," Post-Print halshs-00846679, HAL.
  40. Darne, O. & Levy-Rueff, O. & Pop, A., 2013. "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers 426, Banque de France.
  41. Barhoumi, K. & Darné, O. & Ferrara, L., 2013. "Dynamic Factor Models: A review of the Literature ," Working papers 430, Banque de France.
  42. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Testing the number of factors: An empirical assessment for forecasting purposes," Post-Print hal-01385876, HAL.
  43. Marie-Sophie Hervieux & Olivier Darné, 2013. "Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis," Working Papers hal-00781958, HAL.
  44. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
  45. Amélie Charles & Olivier Darné, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print hal-00956937, HAL.
  46. Amélie Charles & Olivier Darné, 2012. "Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010," Working Papers hal-00678932, HAL.
  47. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," Post-Print hal-00956938, HAL.
  48. Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
  49. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012. "Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy," Post-Print hal-01385807, HAL.
  50. Amélie Charles & Olivier Darné & Adrian Pop, 2012. "Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes," Working Papers hal-00678895, HAL.
  51. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext," Working Papers hal-00570307, HAL.
  52. Amélie Charles & Olivier Darné & Adrian Pop, 2011. "Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes," Post-Print hal-00763015, HAL.
  53. Amélie Charles & Olivier Darné & Adrian Pop, 2011. "Is the Islamic Finance Model More Resilient than the Conventional Model," Post-Print hal-00763013, HAL.
  54. Charles Amélie & Darné Olivier & Claude Diebolt, 2011. "A Revision of the US Business-Cycles Chronology 1790–1928," Working Papers 11-01, Association Française de Cliométrie (AFC).
  55. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2011. "A new monthly chronology of the US industrial cycles in the prewar economy," EconomiX Working Papers 2011-27, University of Paris Nanterre, EconomiX.
  56. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print halshs-00600724, HAL.
  57. Amélie Charles & Olivier Darné & Adrian Pop, 2010. "Is the Islamic finance the right medecine to the global financial crisis?," Post-Print hal-00761934, HAL.
  58. Amélie Charles & Olivier Darné & Fabien Tripier, 2010. "Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?," Working Papers hal-00527122, HAL.
  59. Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
  60. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  61. Amélie Charles & Olivier Darné, 2010. "A note on the uncertain trend in US real GNP: Evidence from robust unit root test," Working Papers hal-00547737, HAL.
  62. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  63. Amélie Charles & Olivier Darné & Jean-François Hoarau & Philippe Jean-Pierre, 2010. "La persistance des écarts de richesse entre La Réunion et les standards français et européens : l'apport des tests de racine unitaire," Post-Print hal-00761933, HAL.
  64. Amélie Charles & Olivier Darné, 2009. "Variance ratio tests of random walk: An overview," Post-Print hal-00771078, HAL.
  65. Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
  66. Amélie Charles & Olivier Darné, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Post-Print hal-00771080, HAL.
  67. Amélie Charles & Olivier Darné, 2009. "Testing for random walk behavior in euro exchange rates," Post-Print hal-00771082, HAL.
  68. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2009. "The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext," Post-Print hal-00760799, HAL.
  69. Amélie Charles & Olivier Darné, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Post-Print hal-00771081, HAL.
  70. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522, HAL.
  71. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502, HAL.
  72. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
  73. Olivier DARNÉ & Jean-François HOARAU, 2008. "La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire," Discussion Papers (REL - Recherches Economiques de Louvain) 2008025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  74. Olivier Darné & Jean-François Hoarau, 2008. "The purchasing power parity in Australia: evidence from unit root test with structural break," Post-Print hal-01243482, HAL.
  75. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Post-Print hal-00765362, HAL.
  76. Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers 222, Banque de France.
  77. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.
  78. Darné, O. & Brunhes-Lesage, V., 2007. "L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision," Working papers 171, Banque de France.
  79. Olivier Darné & Claude Diebolt, 2006. "Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945," Working Papers 06-01, Association Française de Cliométrie (AFC).
  80. Olivier Darné & Claude Diebolt, 2006. "La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique," Post-Print hal-00279130, HAL.
  81. Olivier Darné & Claude Diebolt, 2006. "Temporary and permanent shocks in GDP for France, the United Kingdom and the United States [Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis]," Post-Print hal-00279389, HAL.
  82. Olivier Darné & Jean-François Hoarau, 2006. "Testing the purchasing power parity in China," EconomiX Working Papers 2006-18, University of Paris Nanterre, EconomiX.
  83. Claude Diebolt & Olivier Darné, 2005. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis," Working Papers 05-06, Association Française de Cliométrie (AFC).
  84. Olivier Darné & Claude Diebolt, 2005. "Non-stationarity Tests in Macroeconomic Time Series," Post-Print hal-00279447, HAL.
  85. Olivier Darné & Claude Diebolt, 2004. "Unit Roots and Infrequent Large Shocks : New International Evidence on Output," Post-Print hal-00279015, HAL.
  86. Olivier Darne & Laetitia Ripoll-Bresson, 2004. "Exchange rate regime classification and real performances: new empirical evidence," Money Macro and Finance (MMF) Research Group Conference 2003 21, Money Macro and Finance Research Group.
    repec:hal:journl:hal-03287887 is not listed on IDEAS
    repec:hal:wpaper:hal-01943883 is not listed on IDEAS
    repec:hal:wpaper:hal-00570304 is not listed on IDEAS
    repec:hal:wpaper:hal-00693342 is not listed on IDEAS

Articles

  1. Amélie Charles & Olivier Darné & Jae H. Kim, 2022. "Stock return predictability: Evaluation based on interval forecasts," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 363-385, April.
  2. Amélie Charles & Olivier Darné, 2022. "Backcasting world trade growth using data reduction methods," The World Economy, Wiley Blackwell, vol. 45(10), pages 3169-3191, October.
  3. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021. "Oil price shocks, real economic activity and uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 364-392, July.
  4. Olivier Darne & Amelie Charles, 2020. "Nowcasting GDP growth using data reduction methods: Evidence for the French economy," Economics Bulletin, AccessEcon, vol. 40(3), pages 2431-2439.
  5. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020. "On the pernicious effects of oil price uncertainty on US real economic activities," Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
  6. Amélie Charles & Olivier Darné, 2019. "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Economics Bulletin, AccessEcon, vol. 39(2), pages 954-968.
  7. Charles, Amélie & Darné, Olivier, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, vol. 157(C), pages 23-32.
  8. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2019. "How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015," Applied Economics, Taylor & Francis Journals, vol. 51(24), pages 2639-2653, May.
  9. Zerbo, Eléazar & Darné, Olivier, 2019. "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, vol. 83(C), pages 319-332.
  10. Charles, Amélie & Darné, Olivier, 2019. "The accuracy of asymmetric GARCH model estimation," International Economics, Elsevier, vol. 157(C), pages 179-202.
  11. Amélie Charles & Olivier Darné & Fabien Tripier, 2018. "Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator," Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1093-1107, February.
  12. Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 745-760, April.
  13. Eléazar Zerbo & Olivier Darné, 2018. "Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, vol. 50(6), pages 634-658, February.
  14. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," International Economics, Elsevier, vol. 151(C), pages 100-112.
  15. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 97-113.
  16. Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.
  17. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
  18. Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent, 2016. "A World Trade Leading Index (WTLI)," Economics Letters, Elsevier, vol. 146(C), pages 111-115.
  19. Marie Sophie Hervieux & Olivier Darné, 2016. "Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint," Journal of Environmental Economics and Policy, Taylor & Francis Journals, vol. 5(3), pages 318-334, September.
  20. Amélie Charles & Olivier Darné, 2016. "Stock market reactions to FIFA World Cup announcements: An event study," Economics Bulletin, AccessEcon, vol. 36(4), pages 2028-2036.
  21. Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor, 2016. "Stock exchange mergers and market efficiency," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 576-589, February.
  22. Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016. "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 130-160.
  23. Amelie Charles & Olivier Darné, 2015. "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Economics Bulletin, AccessEcon, vol. 35(3), pages 1897-1905.
  24. Charles, Amélie & Darné, Olivier & Tripier, Fabien, 2015. "Are Unit Root Tests Useful In The Debate Over The (Non)Stationarity Of Hours Worked?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(1), pages 167-188, January.
  25. Amélie Charles & Olivier Darné, 2015. "La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 243-247.
  26. Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015. "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, vol. 17(C), pages 3-9.
  27. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, vol. 35(C), pages 33-56.
  28. Marie-Sophie Hervieux & Olivier Darné, 2015. "Environmental Kuznets Curve and ecological footprint: A time series analysis," Economics Bulletin, AccessEcon, vol. 35(1), pages 814-826.
  29. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
  30. Olivier Darné & Amélie Charles & Claude Diebolt, 2014. "A revision of the US business-cycles chronology 1790-1928," Economics Bulletin, AccessEcon, vol. 34(1), pages 234-244.
  31. Charles, Amélie & Darné, Olivier, 2014. "Volatility persistence in crude oil markets," Energy Policy, Elsevier, vol. 65(C), pages 729-742.
  32. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
  33. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
  34. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013. "Market efficiency in the European carbon markets," Energy Policy, Elsevier, vol. 60(C), pages 785-792.
  35. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 64-79, February.
  36. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012. "Monthly Gdp Forecasting Using Bridge Models: Application For The French Economy," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 53-70, December.
  37. Charles, Amélie & Darné, Olivier, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 167-180.
  38. Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
  39. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 53-71, August.
  40. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
  41. Olivier Darné & Amélie Charles, 2012. "A note on the uncertain trend in US real GNP: Evidence from robust unit root tests," Economics Bulletin, AccessEcon, vol. 32(3), pages 2399-2406.
  42. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2012. "Une revue de la littérature des modèles à facteurs dynamiques," Économie et Prévision, Programme National Persée, vol. 199(1), pages 51-77.
  43. Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
  44. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011. "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, vol. 110(2), pages 151-154, February.
  45. Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
  46. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(1), pages 79-100, January.
  47. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
  48. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  49. Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d’accélération pour l’économie française," Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
  50. Charles, Amélie & Darné, Olivier, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Economic Systems, Elsevier, vol. 33(2), pages 117-126, June.
  51. Olivier Darne & Estelle Bee Dagum, 2009. "Performance of short-term trend predictors for current economic analysis," Economics Bulletin, AccessEcon, vol. 29(1), pages 79-89.
  52. Amélie Charles & Olivier Darné, 2009. "Variance‐Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 503-527, July.
  53. Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
  54. Charles, Amélie & Darné, Olivier, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, vol. 37(11), pages 4267-4272, November.
  55. Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
  56. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Economics Bulletin, AccessEcon, vol. 3(60), pages 1-9.
  57. Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008. "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
  58. Brunhes-Lesage, V. & Darné, O., 2008. "Pourquoi calculer un indicateur du climat des affaires dans les services ?," Bulletin de la Banque de France, Banque de France, issue 171, pages 23-29.
  59. Olivier Darne, 2008. "Using business survey in industrial and services sector to nowcast GDP growth:The French case," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-8.
  60. Brunhes-Lesage, V. & Darné, O., 2008. "Why calculate a business sentiment indicator for services?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 21-30, Autumn.
  61. Olivier Darné & Jean-François Hoarau, 2008. "La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire," Recherches économiques de Louvain, De Boeck Université, vol. 74(2), pages 219-236.
  62. Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
  63. Darné, O. & Brunhes-Lesage, V., 2007. "L’indicateur synthétique mensuel d’activité (ISMA) : une révision," Bulletin de la Banque de France, Banque de France, issue 162, pages 21-36.
  64. Olivier Darne & Jean-Francois Hoarau, 2007. "The purchasing power parity in Australia: evidence from unit root test with structural break," Applied Economics Letters, Taylor & Francis Journals, vol. 15(3), pages 203-206.
  65. Olivier Darné & Jean‐François Hoarau, 2007. "Further Evidence On Mean Reversion In The Australian Exchange Rate," Bulletin of Economic Research, Wiley Blackwell, vol. 59(4), pages 383-395, October.
  66. Olivier Darné & Claude Diebolt, 2006. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis," Revue d'économie politique, Dalloz, vol. 116(1), pages 65-78.
  67. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
  68. Charles, Amelie & Darne, Olivier, 2005. "Outliers and GARCH models in financial data," Economics Letters, Elsevier, vol. 86(3), pages 347-352, March.
  69. Vivien Guiraud & Michel Terraza & Olivier Darné, 2004. "Forecasts of the seasonal fractional integrated series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(1), pages 1-17.
  70. Olivier Darné, 2004. "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-8.
  71. Darne, Olivier & Diebolt, Claude, 2004. "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
  72. Darne, Olivier, 2004. "Seasonal cointegration for monthly data," Economics Letters, Elsevier, vol. 82(3), pages 349-356, March.
  73. Olivier Darné, 2003. "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, AccessEcon, vol. 3(18), pages 1-8.
  74. O.Darné & C.Diebolt, 2003. "La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 29, pages 25-42, January.
  75. Olivier Darné & Claude Diebolt, 2002. "A Note on Seasonal Unit Root Tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 36(3), pages 305-310, August.
  76. Amélie Charles & Olivier Darné, 0. "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 0, pages 1-24.

Chapters

  1. Olivier Darné & Claude Diebolt, 2005. "Non-stationarity Tests in Macroeconomic Time Series," Springer Books, in: Claude Diebolt & Catherine Kyrtsou (ed.), New Trends in Macroeconomics, pages 173-194, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. h-index
  5. Number of Journal Pages
  6. Number of Journal Pages, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 48 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HIS: Business, Economic and Financial History (10) 2007-02-17 2009-10-17 2011-04-23 2011-11-01 2011-12-19 2012-05-15 2015-08-19 2015-08-25 2015-08-30 2021-04-19. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2009-07-17 2009-10-17 2011-04-23 2011-12-19 2014-03-15 2014-04-18 2017-09-10 2018-02-12 2019-04-01 2021-08-30. Author is listed
  3. NEP-FMK: Financial Markets (7) 2012-03-28 2015-12-20 2016-04-04 2016-04-09 2018-01-22 2018-01-29 2022-06-27. Author is listed
  4. NEP-FOR: Forecasting (7) 2009-07-17 2012-10-27 2016-04-04 2016-04-09 2018-01-29 2020-10-26 2022-06-27. Author is listed
  5. NEP-ECM: Econometrics (6) 2009-07-17 2010-10-30 2011-03-26 2013-04-13 2014-02-21 2015-08-19. Author is listed
  6. NEP-CBA: Central Banking (5) 2009-07-17 2009-10-17 2009-11-27 2011-04-23 2013-03-30. Author is listed
  7. NEP-EEC: European Economics (5) 2009-07-17 2009-11-27 2010-04-24 2012-10-27 2020-10-26. Author is listed
  8. NEP-ENE: Energy Economics (5) 2012-08-23 2014-02-21 2014-03-30 2021-01-25 2021-08-30. Author is listed
  9. NEP-RMG: Risk Management (5) 2013-03-30 2014-02-21 2014-07-05 2015-08-19 2018-01-29. Author is listed
  10. NEP-AGR: Agricultural Economics (4) 2013-02-08 2014-03-30 2015-08-19 2015-12-20
  11. NEP-ENV: Environmental Economics (3) 2010-04-24 2013-02-08 2014-03-30
  12. NEP-ETS: Econometric Time Series (3) 2011-03-26 2013-04-13 2015-08-19
  13. NEP-GER: German Papers (3) 2014-04-11 2015-08-30 2015-08-30
  14. NEP-LAM: Central and South America (2) 2013-02-08 2014-03-30
  15. NEP-SEA: South East Asia (2) 2007-02-17 2018-01-29
  16. NEP-TRA: Transition Economics (2) 2007-02-17 2018-01-29
  17. NEP-TUR: Tourism Economics (2) 2019-01-14 2019-03-11
  18. NEP-BAN: Banking (1) 2013-03-30
  19. NEP-BEC: Business Economics (1) 2011-04-23
  20. NEP-BIG: Big Data (1) 2020-10-26
  21. NEP-CNA: China (1) 2007-02-17
  22. NEP-COM: Industrial Competition (1) 2014-02-08
  23. NEP-CWA: Central and Western Asia (1) 2021-08-30
  24. NEP-EFF: Efficiency and Productivity (1) 2013-02-08
  25. NEP-EUR: Microeconomic European Issues (1) 2010-04-24
  26. NEP-GRO: Economic Growth (1) 2014-03-30
  27. NEP-IFN: International Finance (1) 2007-02-17
  28. NEP-ISF: Islamic Finance (1) 2021-08-30
  29. NEP-ORE: Operations Research (1) 2009-11-27
  30. NEP-SPO: Sports and Economics (1) 2017-10-01

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Olivier Darne
(Olivier Darne) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.