Olivier Darné : Citation Profile


Are you Olivier Darné?

Université de Nantes
Université de Nantes

14

H index

20

i10 index

624

Citations

RESEARCH PRODUCTION:

74

Articles

105

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 36
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 56 (8.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda93
   Updated: 2019-10-06    RAS profile: 2019-06-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ferrara, Laurent (16)

Kim, Jae (13)

CHARLES, Amelie (10)

Hoarau, Jean-François (7)

Tripier, Fabien (6)

DIEBOLT, Claude (6)

Barhoumi, Karim (6)

Moussa, Zakaria (3)

Mogliani, Matteo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Darné.

Is cited by:

DIEBOLT, Claude (37)

Ferrara, Laurent (16)

JAOUL-GRAMMARE, Magali (14)

Miller, Stephen (10)

Gil-Alana, Luis (10)

Marsilli, Clément (9)

Ben Rejeb, Aymen (9)

Krištoufek, Ladislav (8)

Lehmann, Robert (8)

Wohlrabe, Klaus (8)

LINTON, OLIVER (7)

Cites to:

Reichlin, Lucrezia (51)

Kim, Jae (48)

CHARLES, Amelie (32)

Bollerslev, Tim (30)

Ng, Serena (30)

Franses, Philip Hans (29)

Forni, Mario (26)

Giannone, Domenico (24)

Perron, Pierre (22)

Lippi, Marco (22)

Engle, Robert (20)

Main data


Where Olivier Darné has published?


Journals with more than one article published# docs
Economics Bulletin11
Economic Modelling5
Economics Letters4
Applied Economics4
International Economics3
Bulletin de la Banque de France3
Energy Policy3
International Review of Financial Analysis2
Oxford Bulletin of Economics and Statistics2
Journal of Forecasting2
Journal of Macroeconomics2
Quarterly selection of articles - Bulletin de la Banque de France2
International Economics2
Economie & Prvision2
Bulletin of Economic Research2
Journal of International Money and Finance2
conomie et Prvision2

Working Papers Series with more than one paper published# docs
Post-Print / HAL57
Working Papers / HAL25
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2019 and 2018)


YearTitle of citing document
2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

Full description at Econpapers || Download paper

2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

Full description at Econpapers || Download paper

2018Mesure du temps et temps de la mesure. Cliométrie des prix de gros en Allemagne avant la Première Guerre mondiale. (2018). DIEBOLT, Claude ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:08-18.

Full description at Econpapers || Download paper

2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Rivot, Sylvie ; Jaoul-Grammare, Magali ; Boyer, Jean-Daniel. In: Working Papers. RePEc:afc:wpaper:11-17.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

Full description at Econpapers || Download paper

2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

Full description at Econpapers || Download paper

2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

Full description at Econpapers || Download paper

2017Construction crises and business cycle: consequences for GDP forecasts. (2017). Monnet, Eric ; Thubin, C. In: Rue de la Banque. RePEc:bfr:rueban:2017:39.

Full description at Econpapers || Download paper

2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

Full description at Econpapers || Download paper

2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

Full description at Econpapers || Download paper

2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1703.

Full description at Econpapers || Download paper

2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

Full description at Econpapers || Download paper

2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

Full description at Econpapers || Download paper

2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Sattarhoff, Cristina ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

Full description at Econpapers || Download paper

2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

Full description at Econpapers || Download paper

2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

Full description at Econpapers || Download paper

2018A note on the absolute moments of the bivariate normal distribution. (2018). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00492.

Full description at Econpapers || Download paper

2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hallin, Marc ; Trucios-Maza, Carlos Cesar ; Hotta, Luis K ; Zevallos, Mauricio. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

Full description at Econpapers || Download paper

2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

Full description at Econpapers || Download paper

2018Küresel Risk Algýsýnýn Küresel Ticaret Üzerindeki Etkisi. (2018). Cihangir, Idem Kurt. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2018-01-1.

Full description at Econpapers || Download paper

2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:561-570.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

Full description at Econpapers || Download paper

2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

Full description at Econpapers || Download paper

2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

Full description at Econpapers || Download paper

2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

Full description at Econpapers || Download paper

2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

Full description at Econpapers || Download paper

2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

Full description at Econpapers || Download paper

2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

Full description at Econpapers || Download paper

2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

Full description at Econpapers || Download paper

2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

Full description at Econpapers || Download paper

2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

Full description at Econpapers || Download paper

2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

Full description at Econpapers || Download paper

2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

Full description at Econpapers || Download paper

2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

Full description at Econpapers || Download paper

2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

Full description at Econpapers || Download paper

2019Evaluating the Shariah-compliance of equity portfolios: The weighting method matters. (2019). Raza, Muhammad Wajid ; Boudt, Kris ; Wauters, Marjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:406-417.

Full description at Econpapers || Download paper

2018Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact. (2018). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:227-247.

Full description at Econpapers || Download paper

2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

Full description at Econpapers || Download paper

2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

Full description at Econpapers || Download paper

2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

Full description at Econpapers || Download paper

2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

Full description at Econpapers || Download paper

2018Markov-switching dynamic factor models in real time. (2018). Camacho, Maximo ; Poncela, Pilar ; Perez-Quiros, Gabriel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:598-611.

Full description at Econpapers || Download paper

2018Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

Full description at Econpapers || Download paper

2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

Full description at Econpapers || Download paper

2018Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71.

Full description at Econpapers || Download paper

2018Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom. (2018). Corbet, Shaen ; McMullan, Caroline. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:43:y:2018:i:c:p:20-29.

Full description at Econpapers || Download paper

2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

Full description at Econpapers || Download paper

2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

Full description at Econpapers || Download paper

2018Sharia-Compliant financing for public utility infrastructure. (2018). Biancone, Paolo Pietro ; Radwan, Maha. In: Utilities Policy. RePEc:eee:juipol:v:52:y:2018:i:c:p:88-94.

Full description at Econpapers || Download paper

2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

Full description at Econpapers || Download paper

2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

Full description at Econpapers || Download paper

2018Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA. (2018). Ruan, Qingsong ; Zhang, Shuhua ; Lv, Dayong ; Yang, Haiquan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:243-256.

Full description at Econpapers || Download paper

2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

Full description at Econpapers || Download paper

2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

Full description at Econpapers || Download paper

2019Intra-day dynamics of exchange rates: New evidence from quantile regression. (2019). Kuck, Konstantin ; Maderitsch, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:247-257.

Full description at Econpapers || Download paper

2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

Full description at Econpapers || Download paper

2019Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market. (2019). Chaffai, Mustapha ; Medhioub, Imed . In: Working Papers. RePEc:erg:wpaper:1324.

Full description at Econpapers || Download paper

2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav. In: Working Papers IES. RePEc:fau:wpaper:wp2018_07.

Full description at Econpapers || Download paper

2018OPEC in the News. (2018). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:1802.

Full description at Econpapers || Download paper

2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

Full description at Econpapers || Download paper

2019The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Liu, Yue ; Du, Ziqing ; Liao, Gaoke. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

Full description at Econpapers || Download paper

2019China’s Carbon Market Development and Carbon Market Connection: A Literature Review. (2019). Dong, Feng ; Hua, Yifei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:9:p:1663-:d:227607.

Full description at Econpapers || Download paper

2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

Full description at Econpapers || Download paper

2019A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners. (2019). Shi, Kai ; Salim, Agus. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:87-:d:230690.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hae:wpaper:2019-4.

Full description at Econpapers || Download paper

2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Darné, Olivier ; Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

Full description at Econpapers || Download paper

2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

Full description at Econpapers || Download paper

2017Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2017). Tarassow, Artur ; Proaño, Christian ; Proao, Christian R. In: IMK Working Paper. RePEc:imk:wpaper:188-2017.

Full description at Econpapers || Download paper

2018Effects of US Monetary Policy on Eastern European Financial Markets. (2018). Chirila, Viorica. In: CES Working Papers. RePEc:jes:wpaper:y:2018:v:10:i:2:p:149-166.

Full description at Econpapers || Download paper

2019Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9.

Full description at Econpapers || Download paper

2018Evidence of random walk in Pakistan stock exchange: An emerging stock market study. (2018). Shamshir, Musarrat ; Mustafa, Khalid ; Baig, Mirza Jawwad. In: Journal of Economics Library. RePEc:ksp:journ5:v:5:y:2018:i:1:p:103-117.

Full description at Econpapers || Download paper

2018Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kočenda, Evžen. In: KIER Working Papers. RePEc:kyo:wpaper:1002.

Full description at Econpapers || Download paper

2018Nowcasting GDP Growth by Reading the Newspapers. (2018). Clement, Stephanie Combes. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2018_505-506_2.

Full description at Econpapers || Download paper

2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

Full description at Econpapers || Download paper

2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

Full description at Econpapers || Download paper

2017Forecasting GDP all over the World: Evidence from Comprehensive Survey Data. (2017). Wohlrabe, Klaus ; Garnitz, Johanna ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:81772.

Full description at Econpapers || Download paper

2018A set of state space models at an high disaggregation level to forecast Italian Industrial Production. (2018). Corradini, Riccardo . In: MPRA Paper. RePEc:pra:mprapa:84558.

Full description at Econpapers || Download paper

2018Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni. In: MPRA Paper. RePEc:pra:mprapa:85600.

Full description at Econpapers || Download paper

2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

Full description at Econpapers || Download paper

2018Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. (2018). Masih, Abul ; Yildirim, Ramazan. In: MPRA Paper. RePEc:pra:mprapa:90281.

Full description at Econpapers || Download paper

2019Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:91353.

Full description at Econpapers || Download paper

2019Where is Kenya being headed to? Empirical evidence from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:91395.

Full description at Econpapers || Download paper

2019Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:92441.

Full description at Econpapers || Download paper

2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201836.

Full description at Econpapers || Download paper

2019Testing the Structural Break of Taiwan Inbound Tourism Markets. (2019). Chang, Tsangyao ; Kung, Hsien-Hung . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:117-130.

Full description at Econpapers || Download paper

2019Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). GUPTA, RANGAN ; Plakandaras, Vasilios. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165.

Full description at Econpapers || Download paper

2017Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach. (2017). Oseko, Migiro Stephen ; Adewale, Aluko Olufemi ; Olufemi, Adeyeye Patrick. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:9:y:2017:i:4:p:122-131.

Full description at Econpapers || Download paper

2018Forecasting the production side of GDP. (2018). Steiner, Elizabeth ; Baeurle, Gregor ; Zullig, Gabriel ; Baurle, Gregor . In: Working Papers. RePEc:snb:snbwpa:2018-16.

Full description at Econpapers || Download paper

2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

Full description at Econpapers || Download paper

2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

Full description at Econpapers || Download paper

2018Customer reviews for demand distribution and sales nowcasting: a big data approach. (2018). , Eric. In: Annals of Operations Research. RePEc:spr:annopr:v:270:y:2018:i:1:d:10.1007_s10479-016-2296-z.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Olivier Darné:


YearTitleTypeCited
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]
article2
2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
[Full Text][Citation analysis]
article0
2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
[Full Text][Citation analysis]
paper9
2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Ãtats-Unis.(2006) In: Revue d'économie politique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
[Full Text][Citation analysis]
paper2
2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
[Full Text][Citation analysis]
paper0
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]
paper3
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
[Full Text][Citation analysis]
paper0
2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
[Full Text][Citation analysis]
paper1
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]
paper16
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]
paper59
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]
paper12
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 12
article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
[Full Text][Citation analysis]
paper21
2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
[Full Text][Citation analysis]
paper0
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]
paper12
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the “blocking” approach. In: Working papers.
[Full Text][Citation analysis]
paper7
2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article2
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article28
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]
article3
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Does the Great Recession imply the end of the Great Moderation? International evidence.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article29
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article12
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
[Full Text][Citation analysis]
article0
2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision.
[Full Text][Citation analysis]
article0
2013Une revue de la littérature des modèles à facteurs dynamiques.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015La volatilité du Dow Jones : les leçons de lâhistoire à travers lâétude des chocs (1928-2013) In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article1
2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
[Full Text][Citation analysis]
paper5
2017Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator *.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
[Full Text][Citation analysis]
article7
2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019The accuracy of asymmetric GARCH model estimation In: International Economics.
[Full Text][Citation analysis]
article0
2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
[Full Text][Citation analysis]
article0
2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2011Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Testing the purchasing power parity in China In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper0
2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2012A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2016Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
[Full Text][Citation analysis]
article58
2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
[Full Text][Citation analysis]
article7
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
[Full Text][Citation analysis]
article5
2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
[Full Text][Citation analysis]
article15
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2016A World Trade Leading Index (WTLI) In: Economics Letters.
[Full Text][Citation analysis]
article1
2016A world trade leading index (WLTI).(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Seasonal cointegration for monthly data In: Economics Letters.
[Full Text][Citation analysis]
article2
2005Outliers and GARCH models in financial data In: Economics Letters.
[Full Text][Citation analysis]
article33
2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
[Full Text][Citation analysis]
article19
2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
[Full Text][Citation analysis]
article7
2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
[Full Text][Citation analysis]
article39
2009The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2013Market efficiency in the European carbon markets In: Energy Policy.
[Full Text][Citation analysis]
article12
2013Market efficiency in the European carbon markets.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014Volatility persistence in crude oil markets In: Energy Policy.
[Full Text][Citation analysis]
article21
2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article10
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
[Full Text][Citation analysis]
article3
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article23
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article10
2012Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2012Trends and random walks in macroeconomic time series: A reappraisal.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article47
2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance.
[Full Text][Citation analysis]
article9
2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2009The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print.
[Citation analysis]
paper0
2010La persistance des écarts de richesse entre La Réunion et les standards français et européens : lapport des tests de racine unitaire In: Post-Print.
[Citation analysis]
paper2
2016La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print.
[Citation analysis]
paper0
2011Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print.
[Citation analysis]
paper0
2011Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
[Citation analysis]
paper1
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes In: Post-Print.
[Citation analysis]
paper4
2010Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print.
[Citation analysis]
paper3
2009Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print.
[Citation analysis]
paper2
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print.
[Full Text][Citation analysis]
paper5
2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence.(2012) In: The Annals of Regional Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2016Stock Exchange Mergers and Market In: Post-Print.
[Full Text][Citation analysis]
paper1
2008The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print.
[Citation analysis]
paper6
2007The purchasing power parity in Australia: evidence from unit root test with structural break.(2007) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
[Citation analysis]
paper4
2013Testing the number of factors: An empirical assessment for forecasting purposes In: Post-Print.
[Citation analysis]
paper0
2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
[Full Text][Citation analysis]
paper3
2017How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015 In: Post-Print.
[Citation analysis]
paper0
2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 In: Post-Print.
[Citation analysis]
paper1
2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes In: Working Papers.
[Full Text][Citation analysis]
paper3
2012Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
[Full Text][Citation analysis]
paper3
2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers.
[Full Text][Citation analysis]
paper0
2014A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers.
[Full Text][Citation analysis]
paper3
2014Precious metals shine? A market efficiency perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2014The sensitivity of Fama-French factors to economic uncertainty In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The impact of screening strategies on the performance of ESG indices In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper0
2004Forecasts of the seasonal fractional integrated series In: Journal of Forecasting.
[Full Text][Citation analysis]
article3
2004Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper0
2002A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
article0
2018Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics.
[Full Text][Citation analysis]
article2
2016Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team