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Publications

by members of

Université de Nantes → Institut d'Économie et de Management de Nantes (IAE)

University of Nantes → Nantes Institute of Economics and Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2022

  1. Amélie Charles & Olivier Darné & Jae Kim, 2022, "Stock Return Predictability: Evaluation based on interval forecasts," Post-Print, HAL, number hal-03656310, Apr, DOI: 10.1111/boer.12298.

2021

  1. Amélie Charles & Olivier Darné, 2021, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Post-Print, HAL, number hal-03186891, Mar, DOI: 10.1007/s11698-020-00209-y.
  2. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021, "Oil Price Shocks, Real Economic Activity and Uncertainty," Post-Print, HAL, number hal-03284089, DOI: 10.1111/boer.12252.

2020

  1. Olivier Darné & Amelie Charles, 2020, "Nowcasting GDP growth using data reduction methods: Evidence for the French economy," Post-Print, HAL, number hal-02948802, Sep.
  2. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020, "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print, HAL, number hal-03040689, Nov, DOI: 10.1007/s00181-019-01801-6.
  3. Amélie Charles & Olivier Darné & Laurent Ferrara, 2020, "Méthodes de prévision en finance," Post-Print, HAL, number hal-03711480.

2019

  1. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2019, "How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015," Post-Print, HAL, number hal-02053296, DOI: 10.1080/00036846.2018.1558349.
  2. Olivier Darné & Amélie Charles, 2019, "Volatility estimation for Bitcoin: Replication and robustness," Post-Print, HAL, number hal-01941102, DOI: 10.1016/j.inteco.2018.06.004.
  3. Amélie Charles & Olivier Darné, 2019, "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Post-Print, HAL, number hal-03794543.

2018

  1. Manh Ha Nguyen & Olivier Darné, 2018, "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers, HAL, number halshs-01679456, Jan.
  2. Olivier Darné & Laurent Ferrara & Dominique Ladiray, 2018, "A Brief History of Seasonal Adjustment Methods and Software Tools," Post-Print, HAL, number hal-03754072.

2017

  1. Amélie Charles & Olivier Darné & Fabien Tripier, 2017, "Uncertainty and the Macroeconomy," Post-Print, HAL, number hal-01549625, Jul, DOI: 10.1080/00036846.2017.1349294.
  2. Amélie Charles & Olivier Darné & Jae H Kim, 2017, "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print, HAL, number hal-01526483, DOI: 10.2139/ssrn.2611472.
  3. Amélie Charles & Olivier Darné & Jae H Kim, 2017, "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print, HAL, number hal-01579718, Aug, DOI: 10.1016/j.inteco.2017.05.002.
  4. Amélie Charles & Olivier Darné & Jae H Kim, 2017, "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print, HAL, number hal-01626101, Oct, DOI: 10.1016/j.irfa.2016.06.005.
  5. Amélie Charles & Olivier Darné & Fabien Tripier, 2017, "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers, CEPII research center, number 2017-25, Dec.
  6. Jean-François Hoarau & A. Charles & O. Darne, 2017, "How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015," Post-Print, HAL, number hal-01697638, May.
  7. Amélie Charles & Olivier Darné, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print, HAL, number hal-01598141, Sep, DOI: 10.1016/j.eneco.2017.09.002.

2016

  1. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016, "Stock Exchange Mergers and Market," Post-Print, HAL, number hal-01238707, DOI: 10.1080/00036846.2015.1083090.
  2. Amélie Charles & Olivier Darné, 2016, "Stock market reactions to FIFA World Cup announcements: An event study," Post-Print, HAL, number hal-01395333.
  3. Amélie Charles & Olivier Darné & Jae H. Kim, 2016, "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers, HAL, number hal-01295037, Mar.
  4. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2016, "The impact of screening strategies on the performance of ESG indices," Working Papers, HAL, number hal-01344699, Jul.
  5. Laurent Ferrara & Olivier Darné & Karim Barhoumi, 2016, "A world trade leading index (WLTI)," Post-Print, HAL, number hal-01635948.

2015

  1. Amélie Charles & Olivier Darné & Adrian Pop, 2015, "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Post-Print, HAL, number hal-01153899, DOI: 10.1016/j.ribaf.2015.03.003.
  2. Amélie Charles & Olivier Darné, 2015, "La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)," Post-Print, HAL, number hal-01169737, Jun, DOI: 10.3917/ecofi.118.0243.
  3. Amélie Charles & Olivier Darné, 2015, "Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers," Working Papers, HAL, number hal-01160090, Jun.
  4. Amélie Charles & Olivier Darné, 2015, "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Post-Print, HAL, number hal-01330467, Sep.
  5. Amélie Charles & Olivier Darné & Jae H. Kim, 2015, "Will precious metals shine ? A market efficiency perspective," Post-Print, HAL, number hal-01238706, Dec, DOI: 10.1016/j.irfa.2015.01.018.
  6. Bernard Franck & Robert F. Owen, 2015, "Human Capital Formation, International Labor Mobility and the Optimal Design of Educational Grants," Working Papers, HAL, number hal-01158239, May.

2014

  1. Philippe Charlot & Vêlayoudom Marimoutou, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers, HAL, number hal-00980125, Apr.
  2. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014, "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers, HAL, number hal-00952951, Feb.
  3. Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 2014, "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers, Banque de France, number 473.
  4. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014, "Stock Exchange Mergers and Market Efficiency," Working Papers, HAL, number hal-00940105, Jan.
  5. Marie-Sophie Hervieux & Olivier Darné, 2014, "Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint," Working Papers, HAL, number hal-00958692, Mar, DOI: 10.1080/21606544.2015.1090346.
  6. Liang Guo-Fitoussi & Olivier Darné, 2014, "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," Working Papers, HAL, number hal-00962247, Mar.
  7. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014, "The sensitivity of Fama-French factors to economic uncertainty," Working Papers, HAL, number hal-01015702, Jun.
  8. Amélie Charles & Olivier Darné & Jae H. Kim, 2014, "Precious metals shine? A market efficiency perspective," Working Papers, HAL, number hal-01010516, Jun.
  9. Amélie Charles & Olivier Darné, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print, HAL, number hal-01122507, DOI: 10.1016/j.jbankfin.2014.03.022.
  10. Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014, "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers, HAL, number hal-01093631, Dec.

2013

  1. Marie-Sophie Hervieux & Olivier Darné, 2013, "Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis," Working Papers, HAL, number hal-00781958, Jan.
  2. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic Factor Models: A review of the Literature ," Working papers, Banque de France, number 430.
  3. Olivier Darn & Levy-Rueff, O. & Adrian Pop, 2013, "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers, Banque de France, number 426.
  4. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2013, "Market efficiency in the European carbon markets," Post-Print, HAL, number halshs-00846679, DOI: 10.1016/j.enpol.2013.05.036.
  5. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Une revue de la littérature des modèles à facteurs dynamiques," Post-Print, HAL, number hal-01385940.
  6. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Testing the number of factors: An empirical assessment for forecasting purposes," Post-Print, HAL, number hal-01385876.
  7. Robert F. Owen, 2013, "Governance and Economic Integration : Stakes for Asia," Development Economics Working Papers, East Asian Bureau of Economic Research, number 23432, Jun.

2012

  1. Amélie Charles & Olivier Darné, 2012, "Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010," Working Papers, HAL, number hal-00678932, Mar.
  2. Amélie Charles & Olivier Darné & Adrian Pop, 2012, "Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes," Working Papers, HAL, number hal-00678895, Mar.
  3. Amélie Charles & Olivier Darné, 2012, "Volatility Persistence in Crude Oil Markets," Working Papers, HAL, number hal-00719387, Jul.
  4. Pamfili Antipa & Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darn, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Working papers, Banque de France, number 401.
  5. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2012, "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," Post-Print, HAL, number hal-00956938, Dec, DOI: 10.1007/s00168-010-0427-z.
  6. Amélie Charles & Olivier Darné, 2012, "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print, HAL, number hal-00956937, DOI: 10.1016/j.jmacro.2011.10.001.
  7. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012, "Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy," Post-Print, HAL, number hal-01385807.

2011

  1. Philippe Charlot & Vêlayoudom Marimoutou, 2011, "Hierarchical hidden Markov structure for dynamic correlations: the hierarchical RSDC model (version révisée)," Working Papers, HAL, number hal-00605965.
  2. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011, "Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext," Working Papers, HAL, number hal-00570307, Jan.
  3. Charles Amélie & Darné Olivier & Claude Diebolt, 2011, "A Revision of the US Business-Cycles Chronology 1790–1928," Working Papers, Association Française de Cliométrie (AFC), number 11-01.
  4. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2011, "A new monthly chronology of the US industrial cycles in the prewar economy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-27.
  5. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print, HAL, number halshs-00600724, DOI: 10.1016/j.econmod.2010.10.003.
  6. Amélie Charles & Olivier Darné & Adrian Pop, 2011, "Is the Islamic Finance Model More Resilient than the Conventional Model," Post-Print, HAL, number hal-00763013, May.
  7. Amélie Charles & Olivier Darné & Adrian Pop, 2011, "Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes," Post-Print, HAL, number hal-00763015, Apr.
  8. Bernard Franck & Robert F. Owen, 2011, "Formation à l'étranger, fuite des cerveaux et bien-être national : Enjeux et paradoxes dans une perspective microéconomique," Post-Print, HAL, number halshs-00801388, DOI: 10.3917/redp.212.0233.

2010

  1. Amélie Charles & Olivier Darné, 2010, "A note on the uncertain trend in US real GNP: Evidence from robust unit root test," Working Papers, HAL, number hal-00547737, Dec.
  2. Amélie Charles & Olivier Darné & Fabien Tripier, 2010, "Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?," Working Papers, HAL, number hal-00527122, Oct.
  3. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010, "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers, HAL, number hal-00473727.
  4. Amélie Charles & Olivier Darné & Jae H. Kim, 2010, "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers, HAL, number hal-00547722, Nov.
  5. Amélie Charles & Olivier Darné & Jae H Kim, 2010, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University, number 2010.07, Nov.
  6. Amélie Charles & Olivier Darné & Jean-François Hoarau & Philippe Jean-Pierre, 2010, "La persistance des écarts de richesse entre La Réunion et les standards français et européens : l'apport des tests de racine unitaire," Post-Print, HAL, number hal-00761933, Sep.
  7. Amélie Charles & Olivier Darné & Adrian Pop, 2010, "Is the Islamic finance the right medecine to the global financial crisis?," Post-Print, HAL, number hal-00761934, Nov.

2009

  1. Olivier Darn & Laurent Ferrara, 2009, "Identification of slowdowns and accelerations for the euro area economy," Working papers, Banque de France, number 239.
  2. Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers, Banque de France, number 232.
  3. Olivier Darné & Amélie Charles, 2009, "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers, HAL, number hal-00422502.
  4. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009, "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers, HAL, number hal-00422522.
  5. Amélie Charles & Olivier Darné, 2009, "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Post-Print, HAL, number hal-00771080, DOI: 10.1016/j.ecosys.2008.09.003.
  6. Amélie Charles & Olivier Darné, 2009, "Variance ratio tests of random walk: An overview," Post-Print, HAL, number hal-00771078, DOI: 10.1111/j.1467-6419.2008.00570.x.
  7. Amélie Charles & Olivier Darné, 2009, "The efficiency of the crude oil markets: Evidence from variance ratio tests," Post-Print, HAL, number hal-00771081, DOI: 10.1016/j.enpol.2009.05.026.
  8. Amélie Charles & Olivier Darné, 2009, "Testing for random walk behavior in euro exchange rates," Post-Print, HAL, number hal-00771082.
  9. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2009, "The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext," Post-Print, HAL, number hal-00760799, May.
  10. Bernard Franck & Robert F. Owen, 2009, "International Human Capital Formation, Brain Drain and Brain Gain: A conceptual Framework," Working Papers, HAL, number hal-00421166, Oct.

2008

  1. Philippe Charlot & Vêlayoudom Marimoutou, 2008, "Hierarchical hidden Markov structure for dynamic correlations: the hierarchical RSDC model," Working Papers, HAL, number halshs-00285866, Jun.
  2. Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008, "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers, Banque de France, number 222.
  3. Olivier DARNÉ & Jean-François HOARAU, 2008, "La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2008025, Jun.
  4. Olivier Darné & Amélie Charles, 2008, "The impact of outliers on transitory and permanent components in macroeconomic time series," Post-Print, HAL, number hal-00765362.
  5. Olivier Darné & Jean-François Hoarau, 2008, "The purchasing power parity in Australia: evidence from unit root test with structural break," Post-Print, HAL, number hal-01243482, DOI: 10.1080/13504850600721957.
  6. Charlie Karlsson & Gunther Maier & Michaela Trippl & Iulia Siedschlag & Robert Owen & Gavin Murphy, 2008, "ICT Diffusion, Innovation Systems, Globalisation and Regional Economic Dynamics: Theory and Empirical Evidence," Papers, Economic and Social Research Institute (ESRI), number WP233, Apr.
  7. Hiro Lee & Robert F. Owen & Dominique van der Mensbrugghe, 2008, "Regional Integration in Asia and Its Effects on the EU and North America," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University, number 08E012, Dec.
  8. Shin-ichi Fukuda & Robert F. Owen, 2008, "Human Capital and Economic Growth : Dynamic Implications of Insider-outsider Problem for Macroeconomics," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22597, Jan.

2007

  1. Olivier Darn & V ronique Brunhes-Lesage, 2007, "L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision," Working papers, Banque de France, number 171.
  2. Adanero-Donderis , M. & Olivier Darn & Laurent Ferrara, 2007, "Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise," Working papers, Banque de France, number 187.

2006

  1. Olivier Darné & Jean-François Hoarau, 2006, "Testing the purchasing power parity in China," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-18.
  2. Olivier Darné & Claude Diebolt, 2006, "Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945," Working Papers, Association Française de Cliométrie (AFC), number 06-01.
  3. Olivier Darné & Claude Diebolt, 2006, "La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique," Post-Print, HAL, number hal-00279130, DOI: 10.4000/ress.233.
  4. Olivier Darné & Claude Diebolt, 2006, "Temporary and permanent shocks in GDP for France, the United Kingdom and the United States
    [Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis]    ," Post-Print, HAL, number hal-00279389, DOI: 10.3917/redp.161.0065.

2005

  1. Claude Diebolt & Olivier Darné, 2005, "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis," Working Papers, Association Française de Cliométrie (AFC), number 05-06.
  2. Olivier Darné & Claude Diebolt, 2005, "Non-stationarity Tests in Macroeconomic Time Series," Post-Print, HAL, number hal-00279447, DOI: 10.1007/3-540-28556-3_9.
  3. Antoine Bouet & Jean-Olivier Hairault & Robert Owen & Yvon Rocaboy, 2005, "Recent Contributions, from France, to International Economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00008657, DOI: 10.1111/j.1467-9396.2005.00513.x.
  4. Bernard Franck & R. Owen, 2005, "Absorption des connaissances et localisation internationale de la R&D des entreprises," Post-Print, HAL, number halshs-00106849.

2004

  1. Olivier Darne & Laetitia Ripoll-Bresson, 2004, "Exchange rate regime classification and real performances: new empirical evidence," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 21, Sep.
  2. Olivier Darné & Claude Diebolt, 2004, "Unit Roots and Infrequent Large Shocks : New International Evidence on Output," Post-Print, HAL, number hal-00279015, DOI: 10.1016/j.jmoneco.2003.12.007.
  3. Bernard Franck & R. Owen, 2004, "L'internationalisation de la recherche fondamentale d'une firme," Post-Print, HAL, number halshs-00069076.
  4. Robert Owen & Bernard Franck, 2004, "Fundamental R&D Spillovers and the Internationalization of a Firm's Research Activities," Yale School of Management Working Papers, Yale School of Management, number ysm389, Jul.

2000

  1. Odekerken-Schroder, G.J. & de Wulf, K. & Reynolds, K.E., 2000, "Relationship marketing effectiveness in retailing: a contingency approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2000036.

1993

  1. Owen, R.F., 1993, "Japan's Burgeoning Foreign Direct Investment : Determinants and Distributional Implications for the World Economy," Papers, Universite de Nantes - Economie Internationale et de l'Entreprise, number 92-e-9.
  2. Owen, R. & N'Guyen, G.D., 1993, "Industrial Policy for High-Tech Industries," Papers, Universite de Nantes - Economie Internationale et de l'Entreprise, number 92-e-6.
  3. Owen, R., 1993, "Europe and Japan in the Context of International Competition: What Are the Commercial and Technological Stakes?," Papers, Universite de Nantes - Economie Internationale et de l'Entreprise, number 92-e-7.

1992

  1. Owen, R.F. & N'Guyen, G.D., 1992, "High-Tech Competition and Industrial Restructuring in the Light of Single Market," Papers, Universite de Nantes - Economie Internationale et de l'Entreprise, number 92-e-2.

1984

  1. Robert F. OWEN & Pascal Auburtin, 1984, "A Comparative Study of the Inter-Industry Determinants and Economic Performance of Foreign Direct Investments in France and Canada," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1984033, Sep.

Journal articles

2022

  1. Amélie Charles & Olivier Darné, 2022, "Backcasting world trade growth using data reduction methods," The World Economy, Wiley Blackwell, volume 45, issue 10, pages 3169-3191, October, DOI: 10.1111/twec.13274.
  2. Amélie Charles & Olivier Darné & Jae H. Kim, 2022, "Stock return predictability: Evaluation based on interval forecasts," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 2, pages 363-385, April, DOI: 10.1111/boer.12298.

2021

  1. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021, "Oil price shocks, real economic activity and uncertainty," Bulletin of Economic Research, Wiley Blackwell, volume 73, issue 3, pages 364-392, July, DOI: 10.1111/boer.12252.

2020

  1. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020, "On the pernicious effects of oil price uncertainty on US real economic activities," Empirical Economics, Springer, volume 59, issue 6, pages 2689-2715, December, DOI: 10.1007/s00181-019-01801-6.
  2. Olivier Darne & Amelie Charles, 2020, "Nowcasting GDP growth using data reduction methods: Evidence for the French economy," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 2431-2439.

2019

  1. Amélie Charles & Olivier Darné, 2019, "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 954-968.
  2. Charles, Amélie & Darné, Olivier, 2019, "The accuracy of asymmetric GARCH model estimation," International Economics, Elsevier, volume 157, issue C, pages 179-202, DOI: 10.1016/j.inteco.2018.11.001.
  3. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2019, "How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015," Applied Economics, Taylor & Francis Journals, volume 51, issue 24, pages 2639-2653, May, DOI: 10.1080/00036846.2018.1558349.
  4. Charles, Amélie & Darné, Olivier, 2019, "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, volume 157, issue C, pages 23-32, DOI: 10.1016/j.inteco.2018.06.004.
  5. Zerbo, Eléazar & Darné, Olivier, 2019, "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, volume 83, issue C, pages 319-332, DOI: 10.1016/j.eneco.2019.07.013.

2018

  1. Eléazar Zerbo & Olivier Darné, 2018, "Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, volume 50, issue 6, pages 634-658, February, DOI: 10.1080/00036846.2017.1332752.
  2. Amélie Charles & Olivier Darné & Laurent Ferrara, 2018, "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 2, pages 745-760, April, DOI: 10.1111/ecin.12551.
  3. Amélie Charles & Olivier Darné & Fabien Tripier, 2018, "Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator," Applied Economics, Taylor & Francis Journals, volume 50, issue 10, pages 1093-1107, February, DOI: 10.1080/00036846.2017.1349294.

2017

  1. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017, "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, volume 64, issue C, pages 26-39, DOI: 10.1016/j.econmod.2017.03.003.
  2. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017, "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," International Economics, Elsevier, volume 151, issue C, pages 100-112, DOI: 10.1016/j.inteco.2017.05.002.
  3. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017, "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 97-113, DOI: 10.1016/j.irfa.2016.06.005.
  4. Charles, Amélie & Darné, Olivier, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, volume 67, issue C, pages 508-519, DOI: 10.1016/j.eneco.2017.09.002.

2016

  1. Amélie Charles & Olivier Darné, 2016, "Stock market reactions to FIFA World Cup announcements: An event study," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2028-2036.
  2. Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor, 2016, "Stock exchange mergers and market efficiency," Applied Economics, Taylor & Francis Journals, volume 48, issue 7, pages 576-589, February, DOI: 10.1080/00036846.2015.1083090.
  3. Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
  4. Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent, 2016, "A World Trade Leading Index (WTLI)," Economics Letters, Elsevier, volume 146, issue C, pages 111-115, DOI: 10.1016/j.econlet.2016.07.032.
  5. Marie Sophie Hervieux & Olivier Darné, 2016, "Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint," Journal of Environmental Economics and Policy, Taylor & Francis Journals, volume 5, issue 3, pages 318-334, September, DOI: 10.1080/21606544.2015.1090346.

2015

  1. Charles, Amélie & Darné, Olivier & Tripier, Fabien, 2015, "Are Unit Root Tests Useful In The Debate Over The (Non)Stationarity Of Hours Worked?," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 1, pages 167-188, January.
  2. Marie-Sophie Hervieux & Olivier Darné, 2015, "Environmental Kuznets Curve and ecological footprint: A time series analysis," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 814-826.
  3. Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015, "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, volume 17, issue C, pages 3-9, DOI: 10.1016/j.jfs.2014.06.002.
  4. Amelie Charles & Olivier Darné, 2015, "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1897-1905.
  5. Amélie Charles & Olivier Darné, 2015, "La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 243-247.
  6. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015, "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 33-56, DOI: 10.1016/j.ribaf.2015.03.003.
  7. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015, "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 284-291, DOI: 10.1016/j.irfa.2015.01.018.

2014

  1. Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
  2. Charles, Amélie & Darné, Olivier, 2014, "Volatility persistence in crude oil markets," Energy Policy, Elsevier, volume 65, issue C, pages 729-742, DOI: 10.1016/j.enpol.2013.10.042.
  3. Olivier Darné & Amélie Charles & Claude Diebolt, 2014, "A revision of the US business-cycles chronology 1790-1928," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 234-244.
  4. Charles, Amélie & Darné, Olivier, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 188-199, DOI: 10.1016/j.jbankfin.2014.03.022.
  5. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014, "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 73-107, DOI: 10.1787/jbcma-2013-5jz417f7b7nv.

2013

  1. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 64-79, February, DOI: obes.12010.
  2. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013, "Market efficiency in the European carbon markets," Energy Policy, Elsevier, volume 60, issue C, pages 785-792, DOI: 10.1016/j.enpol.2013.05.036.

2012

  1. Charles, Amélie & Darné, Olivier, 2012, "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 167-180, DOI: 10.1016/j.jmacro.2011.10.001.
  2. Olivier Darné & Amélie Charles, 2012, "A note on the uncertain trend in US real GNP: Evidence from robust unit root tests," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2399-2406.
  3. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012, "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 1, pages 53-71, August, DOI: 10.1007/s00168-010-0427-z.
  4. Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, volume 29, issue 6, pages 2174-2182, DOI: 10.1016/j.econmod.2012.04.011.
  5. Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, volume 34, issue 6, pages 864-878, DOI: 10.1016/j.jpolmod.2012.01.010.
  6. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
  7. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012, "Monthly Gdp Forecasting Using Bridge Models: Application For The French Economy," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue Supplemen, pages 53-70, December, DOI: j.1467-8586.2010.00359.x.
  8. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2012, "Une revue de la littérature des modèles à facteurs dynamiques," Économie et Prévision, Programme National Persée, volume 199, issue 1, pages 51-77, DOI: 10.3406/ecop.2012.8098.

2011

  1. C. Barnet-Verzat & A. Pailhé & A. Solaz, 2011, "Spending time together: the impact of children on couples’ leisure synchronization," Review of Economics of the Household, Springer, volume 9, issue 4, pages 465-486, December, DOI: 10.1007/s11150-010-9112-3.
  2. Olivier Darné & Amélie Charles, 2011, "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 1, pages 79-100, January, DOI: 10.1007/s11698-010-0052-1.
  3. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011, "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, volume 110, issue 2, pages 151-154, February.
  4. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 27-35, January.
  5. Olivier Darné & Laurent Ferrara, 2011, "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 3, pages 335-364, June.
  6. Bernard Franck & Robert F. Owen, 2011, "Formation à l'étranger, fuite des cerveaux et bien-être national : Enjeux et paradoxes dans une perspective microéconomique," Revue d'économie politique, Dalloz, volume 121, issue 2, pages 233-257.

2010

  1. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 132-144, DOI: 10.1002/for.1162.

2009

  1. Darné, Olivier, 2009, "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 153-166, March.
  2. Charles, Amélie & Darné, Olivier, 2009, "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Economic Systems, Elsevier, volume 33, issue 2, pages 117-126, June.
  3. Olivier Darne & Estelle Bee Dagum, 2009, "Performance of short-term trend predictors for current economic analysis," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 79-89.
  4. Charles, Amélie & Darné, Olivier, 2009, "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, volume 37, issue 11, pages 4267-4272, November.
  5. Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
  6. Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009, "Un indicateur probabiliste du cycle d’accélération pour l’économie française," Économie et Prévision, Programme National Persée, volume 189, issue 3, pages 95-114, DOI: 10.3406/ecop.2009.7927.
  7. Amélie Charles & Olivier Darné, 2009, "Variance‐Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 3, pages 503-527, July, DOI: 10.1111/j.1467-6419.2008.00570.x.
  8. Lee, Hiro & Owen, Robert F. & van der Mensbrugghe, Dominique, 2009, "Regional integration in Asia and its effects on the EU and North America," Journal of Asian Economics, Elsevier, volume 20, issue 3, pages 240-254, May.

2008

  1. Christine Barnet‐Verzat & François‐Charles Wolff, 2008, "Gender wage gap and the glass ceiling effect: a firm‐level investigation," International Journal of Manpower, Emerald Group Publishing Limited, volume 29, issue 6, pages 486-502, September, DOI: 10.1108/01437720810904185.
  2. François-Charles Wolff & Christine Barnet-Verzat, 2008, "Pocket money and child effort at school," Economics Bulletin, AccessEcon, volume 9, issue 13, pages 1-10.
  3. Olivier Darné & Jean-François Hoarau, 2008, "La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire," Recherches économiques de Louvain, De Boeck Université, volume 74, issue 2, pages 219-236.
  4. BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & Laurent Ferrara & PLUYAUD, B. & ROUVREAU, B., 2008, "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
  5. Brunhes-Lesage, V. & Darné, O., 2008, "Why calculate a business sentiment indicator for services?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 21-30, Autumn.
  6. Brunhes-Lesage, V. & Darné, O., 2008, "Pourquoi calculer un indicateur du climat des affaires dans les services ?," Bulletin de la Banque de France, Banque de France, issue 171, pages 23-29.
  7. Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008, "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
  8. Olivier Darné & Amélie Charles, 2008, "The impact of outliers on transitory and permanent components in macroeconomic time series," Economics Bulletin, AccessEcon, volume 3, issue 60, pages 1-9.
  9. Olivier Darne, 2008, "Using business survey in industrial and services sector to nowcast GDP growth:The French case," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-8.
  10. Shin-ichi Fukuda & Robert F. Owen, 2008, "Human Capital and Economic Growth: Dynamic Implications of Insider-outsider Problem for Macroeconomics," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 4, issue 1, pages 133-158, December.

2007

  1. Olivier Darné & Jean‐François Hoarau, 2007, "Further Evidence On Mean Reversion In The Australian Exchange Rate," Bulletin of Economic Research, Wiley Blackwell, volume 59, issue 4, pages 383-395, October, DOI: 10.1111/j.0307-3378.2007.00260.x.
  2. Darné, O. & Brunhes-Lesage, V., 2007, "L’indicateur synthétique mensuel d’activité (ISMA) : une révision," Bulletin de la Banque de France, Banque de France, issue 162, pages 21-36.
  3. Olivier Darne & Jean-Francois Hoarau, 2007, "The purchasing power parity in Australia: evidence from unit root test with structural break," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 3, pages 203-206, DOI: 10.1080/13504850600721957.

2006

  1. Charles, Amelie & Darne, Olivier, 2006, "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, volume 23, issue 4, pages 683-698, July.
  2. Olivier Darné & Claude Diebolt, 2006, "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis," Revue d'économie politique, Dalloz, volume 116, issue 1, pages 65-78.

2005

  1. Charles, Amelie & Darne, Olivier, 2005, "Outliers and GARCH models in financial data," Economics Letters, Elsevier, volume 86, issue 3, pages 347-352, March.
  2. Antoine Bouet & Jean‐Olivier Hairault & Robert F. Owen & Yvon Rocaboy, 2005, "Recent Contributions, from France, to International Economics and Finance," Review of International Economics, Wiley Blackwell, volume 13, issue 3, pages 403-408, August, DOI: 10.1111/j.1467-9396.2005.00513.x.

2004

  1. Vivien Guiraud & Michel Terraza & Olivier Darné, 2004, "Forecasts of the seasonal fractional integrated series," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 1, pages 1-17, DOI: 10.1002/for.907.
  2. Darne, Olivier, 2004, "Seasonal cointegration for monthly data," Economics Letters, Elsevier, volume 82, issue 3, pages 349-356, March.
  3. Darne, Olivier & Diebolt, Claude, 2004, "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, volume 51, issue 7, pages 1449-1465, October.
  4. Olivier Darné, 2004, "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, volume 3, issue 16, pages 1-8.

2003

  1. Christine Barnet-Verzat & François-Charles Wolff, 2003, "Choix d'éducation et composition par sexe de la fratrie," Economie & Prévision, La Documentation Française, volume 157, issue 1, pages 97-118.
  2. Wolff François-Charles & Barnet-Verzat Christine, 2003, "Labor opportunities against family intergenerational exchange," Economics Bulletin, AccessEcon, volume 10, issue 1, pages 1-7.
  3. O.Darné & C.Diebolt, 2003, "La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 29, pages 25-42, January.
  4. Olivier Darné, 2003, "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, AccessEcon, volume 3, issue 18, pages 1-8.
  5. Beath, John & Owen, Robert F. & Poyago-Theotoky, Joanna & Ulph, David, 2003, "Optimal incentives for income-generation in universities: the rule of thumb for the Compton tax," International Journal of Industrial Organization, Elsevier, volume 21, issue 9, pages 1301-1322, November.

2002

  1. Barnet-Verzat, Christine & Wolff, Francois-Charles, 2002, "Motives for pocket money allowance and family incentives," Journal of Economic Psychology, Elsevier, volume 23, issue 3, pages 339-366, June.
  2. Olivier Darné & Claude Diebolt, 2002, "A Note on Seasonal Unit Root Tests," Quality & Quantity: International Journal of Methodology, Springer, volume 36, issue 3, pages 305-310, August, DOI: 10.1023/A:1016032601197.

2001

  1. Christine Barnet-Verzat & François-Charles Wolff, 2001, "L'argent de poche versé aux jeunes : l'apprentissage de l'autonomie financière," Économie et Statistique, Programme National Persée, volume 343, issue 1, pages 51-72, DOI: 10.3406/estat.2001.7461.

1997

  1. Deissenberg, Christophe & Owen, Robert F & Ulph, David, 1997, "European Economic Integration: An Introductory Overview," Review of International Economics, Wiley Blackwell, volume 5, issue 4, pages 1-9, Supplemen.

1996

  1. Christine Barnet-Verzat, 1996, "Estimation de la perte de revenus salariaux de la femme en présence d'enfants," Économie et Prévision, Programme National Persée, volume 122, issue 1, pages 69-81, DOI: 10.3406/ecop.1996.5778.

1994

  1. Ulph, David & Owen, Robert, 1994, "Racing in Two Dimensions," Journal of Evolutionary Economics, Springer, volume 4, issue 3, pages 185-206, September.

1992

  1. N'Guyen, Godefroy Dang & Owen, Robert F, 1992, "High-Tech Competition and Industrial Restructuring in Light of the Single Market," American Economic Review, American Economic Association, volume 82, issue 2, pages 93-97, May.

1991

  1. Owen, Robert F, 1991, "The Challenges of German Unification for EC Policymaking and Performance," American Economic Review, American Economic Association, volume 81, issue 2, pages 171-175, May.

1988

  1. Robert F. Owen & Stylianos Perrakis, 1988, "An International Duopoly Model Under Exchange Rate Uncertainty," Revue Économique, Programme National Persée, volume 39, issue 5, pages 1035-1060.
  2. Robert F. Owen, 1988, "The Evolution in Japan's Relative Technological Competitiveness Since the 1960s: A Cross-Sectional, Time-Series Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 6, issue 2, pages 75-128, November.

1985

  1. Owen, Robert F., 1985, "A two-country disequilibrium model," Journal of International Economics, Elsevier, volume 18, issue 3-4, pages 339-355, May.

Undated

  1. Amélie Charles & Olivier Darné, 0, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 0, issue , pages 1-24, DOI: 10.1007/s11698-020-00209-y.

Chapters

2005

  1. Olivier Darné & Claude Diebolt, 2005, "Non-stationarity Tests in Macroeconomic Time Series," Springer Books, Springer, in: Claude Diebolt & Catherine Kyrtsou, "New Trends in Macroeconomics", DOI: 10.1007/3-540-28556-3_9.

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