Olivier Darné : Citation Profile


Are you Olivier Darné?

Université de Nantes
Université de Nantes

19

H index

32

i10 index

1195

Citations

RESEARCH PRODUCTION:

82

Articles

117

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 59
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 69 (5.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda93
   Updated: 2024-01-16    RAS profile: 2022-11-02    
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Relations with other researchers


Works with:

Suardi, Sandy (4)

Hoarau, Jean-François (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 (67)

Ferrara, Laurent (34)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (13)

Hoarau, Jean-François (11)

Bec, Frédérique (11)

Mignon, Valérie (10)

Levy, Daniel (10)

Heyer, Eric (10)

Marsilli, Clément (10)

Cites to:

Reichlin, Lucrezia (94)

Giannone, Domenico (56)

Kim, Jae (53)

Perron, Pierre (42)

Ng, Serena (39)

Bollerslev, Tim (37)

Ferrara, Laurent (35)

CHARLES, Amelie (34)

bloom, nicholas (33)

Forni, Mario (31)

Franses, Philip Hans (31)

Main data


Where Olivier Darné has published?


Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Applied Economics4
Economics Letters4
Bulletin of Economic Research4
Bulletin de la Banque de France3
Energy Policy3
International Economics3
Oxford Bulletin of Economics and Statistics2
Journal of Forecasting2
Cliometrica2
International Economics2
Journal of Macroeconomics2
Cliometrica, Journal of Historical Economics and Econometric History2
International Review of Financial Analysis2
Energy Economics2
conomie et Prvision2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL68
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2024 and 2023)


YearTitle of citing document
2023DO PANDEMICS IMPACT MACROECONOMIC VARIABLES? A CLIOMETRIC APPROACH. (2023). Jaoul-Grammare, Magali ; Morel, Guillaume. In: Working Papers. RePEc:afc:wpaper:01-23.

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2023Estimation du commerce mondial en temps réel grâce à l’apprentissage automatique. (2023). Meunier, Baptiste ; Sebastian, Stumpner ; Baptiste, Meunier ; Menzie, Chinn. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:05.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Measuring the energy-related uncertainty index. (2023). Le, Thuy Thu ; Nguyen, Binh Quang ; Lee, Gabriel S ; Dang, Tam Hoang-Nhat. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003158.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172.

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2023Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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2023Fragmented or Unified? The State of China’s Carbon Emission Trading Market. (2023). Gu, Yimiao ; Huang, Yan ; Wu, Liangzheng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2470-:d:1088196.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023.

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2023Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities. (2023). Zhang, Luping ; Tian, Yixiang ; Hu, Yuanfeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8422-:d:1152948.

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2023Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple. (2023). Altunoz, Utku. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:615-643.

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2023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Convergence of GHGs emissions in the long-run: aerosol precursors, reactive gases and aerosols—a nonlinear panel approach. (2023). Omay, Tolga ; Romero-Avila, Diego. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:11:d:10.1007_s10668-022-02566-2.

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2023Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. (2023). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: Journal of Environmental Studies and Sciences. RePEc:spr:jenvss:v:13:y:2023:i:3:d:10.1007_s13412-023-00838-5.

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2023Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2023Economic analysis through alternative data and big data techniques: what do they tell about Brazil?. (2023). Paiva, Carlos Augusto ; Ekel, Petr Iakovlevitch ; Liborio, Matheus Pereira. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00387-z.

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2023DO PANDEMICS IMPACT MACROECONOMIC VARIABLES? A CLIOMETRIC APPROACH.. (2023). Jaoul-Grammare, Magali ; Morel, Guillaume. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-01.

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2023Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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2023Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726.

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2023Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement. (2023). Wu, Chienchang ; Chiu, Kueichen ; Li, Shengtun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:942-959.

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Works by Olivier Darné:


YearTitleTypeCited
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
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2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
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2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
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2005Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945.(2005) In: Post-Print.
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2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
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2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
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2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France.
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2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
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2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
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2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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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.
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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
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2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
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2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
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2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
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2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
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2022Stock return predictability: Evaluation based on interval forecasts In: Bulletin of Economic Research.
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2022Stock Return Predictability: Evaluation based on interval forecasts.(2022) In: Post-Print.
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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2009VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
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2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
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2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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2022Backcasting world trade growth using data reduction methods In: The World Economy.
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
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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).
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
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2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
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2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
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2019The accuracy of asymmetric GARCH model estimation In: International Economics.
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2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
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2020The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers.
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2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
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