14
H index
20
i10 index
624
Citations
Olivier Darné : Citation Profile
Université de Nantes | RESEARCH PRODUCTION: 74 Articles 105 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Darné. | Is cited by:
| Cites to:
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Main data
Where Olivier Darné has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 57 |
| Working Papers / HAL | 25 |
| Working Papers / Association Franaise de Cliomtrie (AFC) | 4 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 3 |
Recent works citing Olivier Darné (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Patents 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 | |
| 2019 | Memory 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 | |
| 2018 | Mesure 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 | |
| 2017 | Prix 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 | |
| 2018 | Measuring 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 | |
| 2018 | Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). BarunÃk, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823. Full description at Econpapers || Download paper | |
| 2017 | A 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 | |
| 2017 | Construction 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 | |
| 2018 | Breakdown 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 | |
| 2018 | DO 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 | |
| 2017 | IDENTIFYING 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 | |
| 2017 | Residential 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 | |
| 2018 | Equities 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 | |
| 2018 | How 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 | |
| 2019 | Forecasting 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 | |
| 2017 | Uncertainty 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 | |
| 2018 | A 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 | |
| 2019 | Forecasting 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 | |
| 2018 | Detrending 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 | |
| 2018 | Küresel 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 | |
| 2019 | The 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 | |
| 2018 | Nowcasting 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 | |
| 2018 | Understanding 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 | |
| 2018 | Evaluating 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 | |
| 2018 | Measuring 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 | |
| 2019 | Testing 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 | |
| 2018 | Adaptive 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 | |
| 2019 | To 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 | |
| 2017 | Comparison 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 | |
| 2018 | Forecasting 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 | |
| 2018 | Forecasting 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 | |
| 2018 | The 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 | |
| 2018 | Market 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 | |
| 2018 | Forecasting 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 | |
| 2018 | Time-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 | |
| 2018 | The 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 | |
| 2018 | Quantile 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 | |
| 2019 | Economic 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 | |
| 2019 | Evaluating 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 | |
| 2018 | Do 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 | |
| 2018 | Economies 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 | |
| 2018 | Sailing 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 | |
| 2017 | Now-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 | |
| 2017 | A 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 | |
| 2017 | A 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 | |
| 2017 | Nowcasting 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 | |
| 2018 | Markov-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 | |
| 2018 | Are 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 | |
| 2018 | Price 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 | |
| 2018 | Evaluating 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 | |
| 2018 | Stock 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 | |
| 2019 | The 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 | |
| 2019 | Does 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 | |
| 2018 | Sharia-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 | |
| 2019 | Diversification 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 | |
| 2019 | Connectedness 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 | |
| 2018 | Stock 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 | |
| 2018 | Cross-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 | |
| 2019 | Revisiting 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 | |
| 2018 | Long-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 | |
| 2019 | Intra-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 | |
| 2018 | Forecasting 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 | |
| 2019 | Islamic 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 | |
| 2018 | Are 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 | |
| 2018 | OPEC in the News. (2018). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:1802. Full description at Econpapers || Download paper | |
| 2018 | Moving 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 | |
| 2019 | The 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 | |
| 2019 | China’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 | |
| 2019 | Time-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 | |
| 2019 | A 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 | |
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hae:wpaper:2019-4. Full description at Econpapers || Download paper | |
| 2018 | Does 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 | |
| 2018 | Measuring 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 | |
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202. Full description at Econpapers || Download paper | |
| 2019 | A 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 | |
| 2017 | Evaluating 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 | |
| 2018 | Effects 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 | |
| 2019 | Forecasting 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 | |
| 2018 | Evidence 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 | |
| 2018 | Nowcasting 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 | |
| 2018 | Nowcasting 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 | |
| 2017 | Creating 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 | |
| 2017 | Nowcasting 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 | |
| 2017 | Forecasting 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 | |
| 2018 | A 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 | |
| 2018 | Stock 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 | |
| 2018 | Improving 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 | |
| 2018 | Investigating 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 | |
| 2019 | Is 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 | |
| 2019 | Where 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 | |
| 2019 | Is 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 | |
| 2018 | Efficiency 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 | |
| 2019 | Testing 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 | |
| 2019 | Efficiency 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 | |
| 2017 | Efficiency 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 | |
| 2018 | Forecasting 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 | |
| 2017 | A 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 | |
| 2018 | Temporal 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 | |
| 2018 | Customer 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 2 |
| 2011 | Large 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 | |
| 2009 | Large 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 | |
| 2003 | La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative'). [Full Text][Citation analysis] | article | 0 |
| 2005 | Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Chocs 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 | |
| 2006 | Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A 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 | |
| 2014 | A 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 | |
| 2011 | A 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 | |
| 2012 | A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | A 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 | |
| 2015 | A 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 | |
| 2015 | A 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 | |
| 2015 | A 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 | |
| 2015 | A 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 | |
| 2012 | A 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 | |
| 2007 | L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | L’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 | |
| 2007 | Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers. [Full Text][Citation analysis] | paper | 59 |
| 2010 | Are 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 | |
| 2009 | Identification of slowdowns and accelerations for the euro area economy. In: Working papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Identification 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 | |
| 2009 | Identification 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 | |
| 2012 | Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers. [Full Text][Citation analysis] | paper | 21 |
| 2012 | Nowcasting 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 | |
| 2013 | Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Dynamic 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 | |
| 2014 | New 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] | paper | 7 |
| 2017 | The 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 | |
| 2008 | Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2007 | FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2012 | MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 28 |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 3 |
| 2014 | Does 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 | |
| 2017 | Does 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 | |
| 2018 | Does 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 | |
| 2014 | Does 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 | |
| 2009 | VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 29 |
| 2009 | Variance ratio tests of random walk: An overview.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2013 | Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
| 2009 | Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision. [Full Text][Citation analysis] | article | 0 |
| 2009 | Un 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 | |
| 2012 | Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision. [Full Text][Citation analysis] | article | 0 |
| 2013 | Une revue de la littérature des modèles à facteurs dynamiques.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Une 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 | |
| 2015 | La volatilité du Dow Jones : les leçons de lâhistoire à travers lâétude des chocs (1928-2013) In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2015 | La 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 | |
| 2008 | La 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] | article | 1 |
| 2008 | La 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 | |
| 2008 | La 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 | |
| 2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Uncertainty 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 | |
| 2018 | Uncertainty 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 | |
| 2018 | Uncertainty 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 | |
| 2009 | Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale. [Full Text][Citation analysis] | article | 7 |
| 2009 | Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | The accuracy of asymmetric GARCH model estimation In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Volatility estimation for Bitcoin: Replication and robustness In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Are 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 | |
| 2015 | Are 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 | |
| 2010 | Are 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 | |
| 2006 | Testing the purchasing power parity in China In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2008 | The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | The 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 | |
| 2009 | Performance of short-term trend predictors for current economic analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2012 | A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | A 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 | |
| 2010 | A 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 | |
| 2015 | Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Environmental 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 | |
| 2015 | Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2015 | Are 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 | |
| 2016 | Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | Stock 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 | |
| 2019 | Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 58 |
| 2011 | Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2011 | Testing 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 | |
| 2011 | Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2011 | Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2011 | Small 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 | |
| 2010 | Small 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 | |
| 2010 | Small 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 | |
| 2016 | A World Trade Leading Index (WTLI) In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | A world trade leading index (WLTI).(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Seasonal cointegration for monthly data In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2005 | Outliers and GARCH models in financial data In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2009 | The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems. [Full Text][Citation analysis] | article | 19 |
| 2009 | The 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 | |
| 2017 | Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy. [Full Text][Citation analysis] | article | 39 |
| 2009 | The 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 | |
| 2013 | Market efficiency in the European carbon markets In: Energy Policy. [Full Text][Citation analysis] | article | 12 |
| 2013 | Market efficiency in the European carbon markets.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Volatility persistence in crude oil markets In: Energy Policy. [Full Text][Citation analysis] | article | 21 |
| 2014 | Volatility persistence in crude oil markets.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2012 | Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2015 | Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2015 | Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2017 | International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | International 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 | |
| 2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Adaptive 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 | |
| 2017 | Adaptive 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 | |
| 2014 | Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2014 | Large 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 | |
| 2012 | Exchange-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] | article | 23 |
| 2012 | Exchange-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 | |
| 2010 | Exchange-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 | |
| 2016 | Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
| 2012 | Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Trends 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 | |
| 2004 | Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 47 |
| 2015 | Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
| 2015 | Risk 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 | |
| 2009 | The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | La 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] | paper | 2 |
| 2016 | La 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 | |
| 2016 | La 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 | |
| 2010 | Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Testing 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 | |
| 2011 | Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Is 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 | |
| 2011 | Is 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 | |
| 2011 | Is 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] | paper | 4 |
| 2010 | Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print. [Citation analysis] | paper | 3 |
| 2009 | Does 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 | |
| 2010 | Testing 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] | paper | 2 |
| 2010 | Testing 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 | |
| 2012 | Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Convergence 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 | |
| 2016 | Stock Exchange Mergers and Market In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2008 | The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print. [Citation analysis] | paper | 6 |
| 2007 | The 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 | |
| 2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 4 |
| 2013 | Testing the number of factors: An empirical assessment for forecasting purposes In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2017 | How 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] | paper | 0 |
| 2019 | How 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] | paper | 1 |
| 2019 | How 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 | |
| 2018 | How 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 | |
| 2019 | How 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 | |
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| 2012 | Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stock Exchange Mergers and Market Efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Stock exchange mergers and market efficiency.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Precious metals shine? A market efficiency perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The sensitivity of Fama-French factors to economic uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Identifying 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] | paper | 0 |
| 2016 | Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The impact of screening strategies on the performance of ESG indices In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Forecasts of the seasonal fractional integrated series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2004 | Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2018 | Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy. [Full Text][Citation analysis] | article | 0 |
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