Details about Olivier Darné

Access statistics for papers by Olivier Darné.

Last updated 2022-11-02. Update your information in the RePEc Author Service.

Short-id: pda93

Working Papers

2022

1. Stock Return Predictability: Evaluation based on interval forecasts
   Post-Print, HAL
   See also Journal Article Stock return predictability: Evaluation based on interval forecasts, Bulletin of Economic Research, Wiley Blackwell (2022) (2022)

2021

2. Econometric history of the growth–volatility relationship in the USA: 1919–2017
   Post-Print, HAL
   See also Journal Article Econometric history of the growth–volatility relationship in the USA: 1919–2017, Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC) (2021) (2021)
3. Oil Price Shocks, Real Economic Activity and Uncertainty
   Post-Print, HAL
   See also Journal Article Oil price shocks, real economic activity and uncertainty, Bulletin of Economic Research, Wiley Blackwell (2021) (2021)

2020

4. Méthodes de prévision en finance
   Post-Print, HAL
5. Nowcasting GDP growth using data reduction methods: Evidence for the French economy
   Post-Print, HAL View citations (1)
   See also Journal Article Nowcasting GDP growth using data reduction methods: Evidence for the French economy, Economics Bulletin, AccessEcon (2020) View citations (1) (2020)
6. On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities
   Post-Print, HAL View citations (1)
   See also Journal Article On the pernicious effects of oil price uncertainty on US real economic activities, Empirical Economics, Springer (2020) View citations (4) (2020)

2019

7. 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 View citations (5)
   Also in Working Papers, HAL (2018)
   See also Journal Article 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 (2019) View citations (8) (2019)
8. Volatility estimation for Bitcoin: Replication and robustness
   Post-Print, HAL View citations (5)
   See also Journal Article Volatility estimation for Bitcoin: Replication and robustness, International Economics, Elsevier (2019) View citations (15) (2019)
9. Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks
   Post-Print, HAL
   See also Journal Article Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks, Economics Bulletin, AccessEcon (2019) View citations (7) (2019)

2018

10. A Brief History of Seasonal Adjustment Methods and Software Tools
    Post-Print, HAL View citations (1)
11. Does the Great Recession imply the end of the Great Moderation? International evidence
    Post-Print, HAL View citations (12)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    Working Papers, HAL (2014) View citations (3)
    See also Journal Article DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE, Economic Inquiry, Western Economic Association International (2018) View citations (12) (2018)
12. Forecasting and risk management in the Vietnam Stock Exchange
    Working Papers, HAL

2017

13. Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices
    Post-Print, HAL View citations (9)
14. Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
    Post-Print, HAL View citations (10)
    Also in Post-Print, HAL (2017) View citations (10)
    See also Journal Article Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices, International Economics, Elsevier (2017) View citations (13) (2017)
15. Forecasting crude-oil market volatility: Further evidence with jumps
    Post-Print, HAL View citations (39)
    See also Journal Article Forecasting crude-oil market volatility: Further evidence with jumps, Energy Economics, Elsevier (2017) View citations (45) (2017)
16. 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
17. International Stock Return Predictability: Evidence from New Statistical Tests
    Post-Print, HAL View citations (9)
    See also Journal Article International stock return predictability: Evidence from new statistical tests, International Review of Financial Analysis, Elsevier (2017) View citations (9) (2017)
18. Uncertainty and the Macroeconomy
    Post-Print, HAL View citations (3)
19. Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator
    Working Papers, CEPII research center View citations (4)
    See also Journal Article Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator, Applied Economics, Taylor & Francis Journals (2018) View citations (24) (2018)

2016

20. A world trade leading index (WLTI)
    Post-Print, HAL View citations (4)
    See also Journal Article A World Trade Leading Index (WTLI), Economics Letters, Elsevier (2016) View citations (5) (2016)
21. 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
    Also in Post-Print, HAL (2010) View citations (1)
    Post-Print, HAL (2016) View citations (1)
22. Stock Exchange Mergers and Market
    Post-Print, HAL View citations (1)
23. Stock Return Predictability: Evaluation based on Prediction Intervals
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, HAL (2016)
24. Stock market reactions to FIFA World Cup announcements: An event study
    Post-Print, HAL View citations (2)
    See also Journal Article Stock market reactions to FIFA World Cup announcements: An event study, Economics Bulletin, AccessEcon (2016) View citations (2) (2016)
25. The impact of screening strategies on the performance of ESG indices
    Working Papers, HAL View citations (1)

2015

26. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL View citations (8)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
    Working Papers, Association Française de Cliométrie (AFC) (2012) View citations (2)
    See also Journal Article A new monthly chronology of the US industrial cycles in the prewar economy, Journal of Financial Stability, Elsevier (2015) View citations (8) (2015)
27. Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes
    Post-Print, HAL View citations (5)
    See also Journal Article Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes, Economics Bulletin, AccessEcon (2015) View citations (6) (2015)
28. Are unit root tests useful in the debate over the (non)stationarity of hours worked?
    Post-Print, HAL
    Also in Working Papers, HAL (2010)
    Post-Print, HAL (2011)
    See also Journal Article ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?, Macroeconomic Dynamics, Cambridge University Press (2015) (2015)
29. Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers
    Working Papers, HAL
30. La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013)
    Post-Print, HAL
    See also Journal Article 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 (2015) (2015)
31. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
    Post-Print, HAL View citations (23)
    See also Journal Article Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes, Research in International Business and Finance, Elsevier (2015) View citations (29) (2015)
32. Will precious metals shine ? A market efficiency perspective
    Post-Print, HAL View citations (28)
    See also Journal Article Will precious metals shine? A market efficiency perspective, International Review of Financial Analysis, Elsevier (2015) View citations (30) (2015)

2014

33. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
    Working Papers, HAL View citations (3)
34. A revision of the US business-cycles chronology 1790-1928
    Post-Print, HAL View citations (6)
    Also in Working Papers, Association Française de Cliométrie (AFC) (2011)
    See also Journal Article A revision of the US business-cycles chronology 1790-1928, Economics Bulletin, AccessEcon (2014) View citations (6) (2014)
35. Commodity returns co-movements: Fundamentals or "style" effect?
    Working Papers, HAL View citations (1)
    See also Journal Article Commodity returns co-movements: Fundamentals or “style” effect?, Journal of International Money and Finance, Elsevier (2016) View citations (13) (2016)
36. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
    Post-Print, HAL View citations (37)
    See also Journal Article Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013, Journal of Banking & Finance, Elsevier (2014) View citations (41) (2014)
37. 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 View citations (4)
    See also Journal Article The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey, Economic Modelling, Elsevier (2017) View citations (7) (2017)
38. Precious metals shine? A market efficiency perspective
    Working Papers, HAL
39. Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint
    Working Papers, HAL View citations (1)
40. Stock Exchange Mergers and Market Efficiency
    Working Papers, HAL View citations (2)
    See also Journal Article Stock exchange mergers and market efficiency, Applied Economics, Taylor & Francis Journals (2016) View citations (2) (2016)
41. The sensitivity of Fama-French factors to economic uncertainty
    Working Papers, HAL
42. Volatility persistence in crude oil markets
    Post-Print, HAL View citations (48)
    Also in Working Papers, HAL (2012)
    See also Journal Article Volatility persistence in crude oil markets, Energy Policy, Elsevier (2014) View citations (49) (2014)

2013

43. Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach
    Working papers, Banque de France View citations (1)
44. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France View citations (32)
    Also in Post-Print, HAL (2013) View citations (26)
    See also Journal Article 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 (2014) View citations (13) (2014)
45. Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis
    Working Papers, HAL View citations (3)
    See also Journal Article Environmental Kuznets Curve and ecological footprint: A time series analysis, Economics Bulletin, AccessEcon (2015) View citations (3) (2015)
46. Market efficiency in the European carbon markets
    Post-Print, HAL View citations (32)
    See also Journal Article Market efficiency in the European carbon markets, Energy Policy, Elsevier (2013) View citations (29) (2013)
47. Testing the number of factors: An empirical assessment for forecasting purposes
    Post-Print, HAL View citations (15)
    See also Journal Article Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (19) (2013)
48. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article Une revue de la littérature des modèles à facteurs dynamiques, Économie et Prévision, Programme National Persée (2012) View citations (1) (2012)

2012

49. A note of the uncertain trend in US real GNP: Evidence from robust unit root tests
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2010) View citations (5)
    See also Journal Article A note on the uncertain trend in US real GNP: Evidence from robust unit root tests, Economics Bulletin, AccessEcon (2012) View citations (1) (2012)
50. Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes
    Working Papers, HAL View citations (5)
51. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence
    Post-Print, HAL View citations (4)
    See also Journal Article Convergence of real per capita GDP within COMESA countries: A panel unit root evidence, The Annals of Regional Science, Springer (2012) View citations (5) (2012)
52. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
    Post-Print, HAL View citations (47)
    Also in Working Papers, HAL (2010) View citations (2)
    See also Journal Article Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates, Journal of International Money and Finance, Elsevier (2012) View citations (49) (2012)
53. Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010
    Working Papers, HAL
54. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
    Post-Print, HAL View citations (10)
55. Nowcasting German GDP: A comparison of bridge and factor models
    Working papers, Banque de France View citations (28)
    See also Journal Article Nowcasting German GDP: A comparison of bridge and factor models, Journal of Policy Modeling, Elsevier (2012) View citations (27) (2012)
56. Trends and random walks in macroeconomic time series: A reappraisal
    Post-Print, HAL View citations (2)
    See also Journal Article Trends and random walks in macroeconomic time series: A reappraisal, Journal of Macroeconomics, Elsevier (2012) View citations (2) (2012)

2011

57. 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 View citations (7)
58. Is the Islamic Finance Model More Resilient than the Conventional Model
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2011) View citations (7)
    Post-Print, HAL (2011) View citations (6)
59. Large shocks in U.S. macroeconomic time series: 1860-1988
    Post-Print, HAL View citations (5)
    Also in Working Papers, HAL (2009)
    See also Journal Article Large shocks in U.S. macroeconomic time series: 1860-1988, Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC) (2011) View citations (6) (2011)
60. Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
    Post-Print, HAL View citations (22)
    Also in Working Papers, School of Economics, La Trobe University (2010)
    Working Papers, School of Economics, La Trobe University (2010)
    See also Journal Article Small sample properties of alternative tests for martingale difference hypothesis, Economics Letters, Elsevier (2011) View citations (49) (2011)
61. Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext
    Working Papers, HAL
    Also in Post-Print, HAL (2011)
62. Testing the martingale difference hypothesis in CO2 emission allowances
    Post-Print, HAL View citations (5)
    See also Journal Article Testing the martingale difference hypothesis in CO2 emission allowances, Economic Modelling, Elsevier (2011) View citations (11) (2011)

2010

63. Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?
    Post-Print, HAL
    Also in Working Papers, HAL (2009) View citations (3)
64. Is the Islamic finance the right medecine to the global financial crisis?
    Post-Print, HAL
65. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2010) View citations (2)

2009

66. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France View citations (10)
    See also Journal Article Are disaggregate data useful for factor analysis in forecasting French GDP?, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (95) (2010)
67. Identification of slowdowns and accelerations for the euro area economy
    Working papers, Banque de France View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (7)
    See also Journal Article Identification of Slowdowns and Accelerations for the Euro Area Economy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (9) (2011)
68. Testing for random walk behavior in euro exchange rates
    Post-Print, HAL View citations (8)
    See also Journal Article Testing for Random Walk Behavior in Euro Exchange Rates, Economie Internationale, CEPII research center (2009) View citations (10) (2009)
69. The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext
    Post-Print, HAL
70. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Post-Print, HAL View citations (51)
    See also Journal Article The efficiency of the crude oil markets: Evidence from variance ratio tests, Energy Policy, Elsevier (2009) View citations (59) (2009)
71. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Post-Print, HAL View citations (27)
    See also Journal Article The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests, Economic Systems, Elsevier (2009) View citations (29) (2009)
72. Variance ratio tests of random walk: An overview
    Post-Print, HAL View citations (61)
    See also Journal Article VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW, Journal of Economic Surveys, Wiley Blackwell (2009) View citations (64) (2009)

2008

73. La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire
    Post-Print, HAL View citations (1)
    Also in Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2008) View citations (1)
    See also Journal Article 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 (2008) (2008)
74. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France View citations (19)
75. The impact of outliers on transitory and permanent components in macroeconomic time series
    Post-Print, HAL View citations (1)
    See also Journal Article The impact of outliers on transitory and permanent components in macroeconomic time series, Economics Bulletin, AccessEcon (2008) View citations (1) (2008)
76. The purchasing power parity in Australia: evidence from unit root test with structural break
    Post-Print, HAL View citations (10)
    See also Journal Article The purchasing power parity in Australia: evidence from unit root test with structural break, Applied Economics Letters, Taylor & Francis Journals (2007) View citations (5) (2007)

2007

77. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    Working papers, Banque de France View citations (1)
78. L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision
    Working papers, Banque de France View citations (1)
    See also Journal Article L’indicateur synthétique mensuel d’activité (ISMA): une révision, Bulletin de la Banque de France, Banque de France (2007) View citations (1) (2007)

2006

79. Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945
    Working Papers, Association Française de Cliométrie (AFC) View citations (2)
    Also in Post-Print, HAL (2005)
80. La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique
    Post-Print, HAL
81. 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
82. Testing the purchasing power parity in China
    EconomiX Working Papers, University of Paris Nanterre, EconomiX

2005

83. Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis
    Working Papers, Association Française de Cliométrie (AFC) View citations (2)
    See also Journal Article Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis, Revue d'économie politique, Dalloz (2006) View citations (16) (2006)
84. Non-stationarity Tests in Macroeconomic Time Series
    Post-Print, HAL View citations (5)
    See also Chapter Non-stationarity Tests in Macroeconomic Time Series, Springer Books, Springer (2005) View citations (2) (2005)

2004

85. 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 View citations (2)
86. Unit Roots and Infrequent Large Shocks: New International Evidence on Output
    Post-Print, HAL View citations (70)
    See also Journal Article Unit roots and infrequent large shocks: new international evidence on output, Journal of Monetary Economics, Elsevier (2004) View citations (88) (2004)

Journal Articles

2022

1. Backcasting world trade growth using data reduction methods
   The World Economy, 2022, 45, (10), 3169-3191 View citations (1)
2. Stock return predictability: Evaluation based on interval forecasts
   Bulletin of Economic Research, 2022, 74, (2), 363-385
   See also Working Paper Stock Return Predictability: Evaluation based on interval forecasts, Post-Print (2022) (2022)

2021

3. Econometric history of the growth–volatility relationship in the USA: 1919–2017
   Cliometrica, Journal of Historical Economics and Econometric History, 2021, 15, (2), 419-442
   Also in Cliometrica, 2021, 15, (2), 419-442 (2021)
   Cliometrica, 1-24
   See also Working Paper Econometric history of the growth–volatility relationship in the USA: 1919–2017, Post-Print (2021) (2021)
4. Oil price shocks, real economic activity and uncertainty
   Bulletin of Economic Research, 2021, 73, (3), 364-392
   See also Working Paper Oil Price Shocks, Real Economic Activity and Uncertainty, Post-Print (2021) (2021)

2020

5. Nowcasting GDP growth using data reduction methods: Evidence for the French economy
   Economics Bulletin, 2020, 40, (3), 2431-2439 View citations (1)
   See also Working Paper Nowcasting GDP growth using data reduction methods: Evidence for the French economy, Post-Print (2020) View citations (1) (2020)
6. On the pernicious effects of oil price uncertainty on US real economic activities
   Empirical Economics, 2020, 59, (6), 2689-2715 View citations (4)
   See also Working Paper On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities, Post-Print (2020) View citations (1) (2020)

2019

7. 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, 2019, 51, (24), 2639-2653 View citations (8)
   See also Working Paper 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 (2019) View citations (5) (2019)
8. On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach
   Energy Economics, 2019, 83, (C), 319-332 View citations (7)
9. The accuracy of asymmetric GARCH model estimation
   International Economics, 2019, 157, (C), 179-202 View citations (7)
   Also in International Economics, 2019, (157), 179-202 (2019) View citations (7)
10. Volatility estimation for Bitcoin: Replication and robustness
    International Economics, 2019, 157, (C), 23-32 View citations (15)
    Also in International Economics, 2019, (157), 23-32 (2019) View citations (19)
    See also Working Paper Volatility estimation for Bitcoin: Replication and robustness, Post-Print (2019) View citations (5) (2019)
11. Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks
    Economics Bulletin, 2019, 39, (2), 954-968 View citations (7)
    See also Working Paper Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks, Post-Print (2019) (2019)

2018

12. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (2), 745-760 View citations (12)
    See also Working Paper Does the Great Recession imply the end of the Great Moderation? International evidence, Post-Print (2018) View citations (12) (2018)
13. Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator
    Applied Economics, 2018, 50, (10), 1093-1107 View citations (24)
    See also Working Paper Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator, Working Papers (2017) View citations (4) (2017)
14. Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries
    Applied Economics, 2018, 50, (6), 634-658 View citations (5)

2017

15. Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
    International Economics, 2017, 151, (C), 100-112 View citations (13)
    See also Working Paper Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices, Post-Print (2017) View citations (10) (2017)
16. Forecasting crude-oil market volatility: Further evidence with jumps
    Energy Economics, 2017, 67, (C), 508-519 View citations (45)
    See also Working Paper Forecasting crude-oil market volatility: Further evidence with jumps, Post-Print (2017) View citations (39) (2017)
17. International stock return predictability: Evidence from new statistical tests
    International Review of Financial Analysis, 2017, 54, (C), 97-113 View citations (9)
    See also Working Paper International Stock Return Predictability: Evidence from New Statistical Tests, Post-Print (2017) View citations (9) (2017)
18. The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey
    Economic Modelling, 2017, 64, (C), 26-39 View citations (7)
    See also Working Paper 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 (2014) View citations (4) (2014)

2016

19. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 View citations (5)
    See also Working Paper A world trade leading index (WLTI), Post-Print (2016) View citations (4) (2016)
20. Commodity returns co-movements: Fundamentals or “style” effect?
    Journal of International Money and Finance, 2016, 68, (C), 130-160 View citations (13)
    See also Working Paper Commodity returns co-movements: Fundamentals or "style" effect?, Working Papers (2014) View citations (1) (2014)
21. Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint
    Journal of Environmental Economics and Policy, 2016, 5, (3), 318-334 View citations (1)
22. Stock exchange mergers and market efficiency
    Applied Economics, 2016, 48, (7), 576-589 View citations (2)
    See also Working Paper Stock Exchange Mergers and Market Efficiency, Working Papers (2014) View citations (2) (2014)
23. Stock market reactions to FIFA World Cup announcements: An event study
    Economics Bulletin, 2016, 36, (4), 2028-2036 View citations (2)
    See also Working Paper Stock market reactions to FIFA World Cup announcements: An event study, Post-Print (2016) View citations (2) (2016)

2015

24. A new monthly chronology of the US industrial cycles in the prewar economy
    Journal of Financial Stability, 2015, 17, (C), 3-9 View citations (8)
    See also Working Paper A new monthly chronology of the US industrial cycles in the prewar economy, Post-Print (2015) View citations (8) (2015)
25. ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?
    Macroeconomic Dynamics, 2015, 19, (1), 167-188
    See also Working Paper Are unit root tests useful in the debate over the (non)stationarity of hours worked?, Post-Print (2015) (2015)
26. Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes
    Economics Bulletin, 2015, 35, (3), 1897-1905 View citations (6)
    See also Working Paper Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes, Post-Print (2015) View citations (5) (2015)
27. Environmental Kuznets Curve and ecological footprint: A time series analysis
    Economics Bulletin, 2015, 35, (1), 814-826 View citations (3)
    See also Working Paper Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis, Working Papers (2013) View citations (3) (2013)
28. La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013)
    Revue d'économie financière, 2015, n° 118, (2), 243-247
    See also Working Paper La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013), Post-Print (2015) (2015)
29. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
    Research in International Business and Finance, 2015, 35, (C), 33-56 View citations (29)
    See also Working Paper Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes, Post-Print (2015) View citations (23) (2015)
30. Will precious metals shine? A market efficiency perspective
    International Review of Financial Analysis, 2015, 41, (C), 284-291 View citations (30)
    See also Working Paper Will precious metals shine ? A market efficiency perspective, Post-Print (2015) View citations (28) (2015)

2014

31. A revision of the US business-cycles chronology 1790-1928
    Economics Bulletin, 2014, 34, (1), 234-244 View citations (6)
    See also Working Paper A revision of the US business-cycles chronology 1790-1928, Post-Print (2014) View citations (6) (2014)
32. Dynamic factor models: A review of the literature
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 View citations (13)
    See also Working Paper Dynamic Factor Models: A review of the Literature, Working papers (2013) View citations (32) (2013)
33. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
    Journal of Banking & Finance, 2014, 43, (C), 188-199 View citations (41)
    See also Working Paper Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013, Post-Print (2014) View citations (37) (2014)
34. Volatility persistence in crude oil markets
    Energy Policy, 2014, 65, (C), 729-742 View citations (49)
    See also Working Paper Volatility persistence in crude oil markets, Post-Print (2014) View citations (48) (2014)

2013

35. Market efficiency in the European carbon markets
    Energy Policy, 2013, 60, (C), 785-792 View citations (29)
    See also Working Paper Market efficiency in the European carbon markets, Post-Print (2013) View citations (32) (2013)
36. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 View citations (19)
    See also Working Paper Testing the number of factors: An empirical assessment for forecasting purposes, Post-Print (2013) View citations (15) (2013)

2012

37. A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
    Economics Bulletin, 2012, 32, (3), 2399-2406 View citations (1)
    See also Working Paper A note of the uncertain trend in US real GNP: Evidence from robust unit root tests, Post-Print (2012) View citations (1) (2012)
38. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence
    The Annals of Regional Science, 2012, 49, (1), 53-71 View citations (5)
    See also Working Paper Convergence of real per capita GDP within COMESA countries: A panel unit root evidence, Post-Print (2012) View citations (4) (2012)
39. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
    Journal of International Money and Finance, 2012, 31, (6), 1607-1626 View citations (49)
    See also Working Paper Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates, Post-Print (2012) View citations (47) (2012)
40. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 View citations (25)
41. Nowcasting German GDP: A comparison of bridge and factor models
    Journal of Policy Modeling, 2012, 34, (6), 864-878 View citations (27)
    See also Working Paper Nowcasting German GDP: A comparison of bridge and factor models, Working papers (2012) View citations (28) (2012)
42. Nowcasting the French index of industrial production: A comparison from bridge and factor models
    Economic Modelling, 2012, 29, (6), 2174-2182 View citations (14)
43. Trends and random walks in macroeconomic time series: A reappraisal
    Journal of Macroeconomics, 2012, 34, (1), 167-180 View citations (2)
    See also Working Paper Trends and random walks in macroeconomic time series: A reappraisal, Post-Print (2012) View citations (2) (2012)
44. Une revue de la littérature des modèles à facteurs dynamiques
    Économie et Prévision, 2012, 199, (1), 51-77 View citations (1)
    See also Working Paper Une revue de la littérature des modèles à facteurs dynamiques, Post-Print (2013) (2013)

2011

45. Identification of Slowdowns and Accelerations for the Euro Area Economy
    Oxford Bulletin of Economics and Statistics, 2011, 73, (3), 335-364 View citations (9)
    See also Working Paper Identification of slowdowns and accelerations for the euro area economy, Working papers (2009) View citations (9) (2009)
46. Large shocks in U.S. macroeconomic time series: 1860-1988
    Cliometrica, Journal of Historical Economics and Econometric History, 2011, 5, (1), 79-100 View citations (6)
    See also Working Paper Large shocks in U.S. macroeconomic time series: 1860-1988, Post-Print (2011) View citations (5) (2011)
47. Small sample properties of alternative tests for martingale difference hypothesis
    Economics Letters, 2011, 110, (2), 151-154 View citations (49)
    See also Working Paper Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis, Post-Print (2011) View citations (22) (2011)
48. Testing the martingale difference hypothesis in CO2 emission allowances
    Economic Modelling, 2011, 28, (1-2), 27-35 View citations (11)
    Also in Economic Modelling, 2011, 28, (1), 27-35 (2011) View citations (11)
    See also Working Paper Testing the martingale difference hypothesis in CO2 emission allowances, Post-Print (2011) View citations (5) (2011)

2010

49. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Journal of Forecasting, 2010, 29, (1-2), 132-144 View citations (95)
    See also Working Paper Are disaggregate data useful for factor analysis in forecasting French GDP?, Working papers (2009) View citations (10) (2009)

2009

50. Performance of short-term trend predictors for current economic analysis
    Economics Bulletin, 2009, 29, (1), 79-89
51. Testing for Random Walk Behavior in Euro Exchange Rates
    Economie Internationale, 2009, (119), 25-45 View citations (10)
    See also Working Paper Testing for random walk behavior in euro exchange rates, Post-Print (2009) View citations (8) (2009)
52. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Energy Policy, 2009, 37, (11), 4267-4272 View citations (59)
    See also Working Paper The efficiency of the crude oil markets: Evidence from variance ratio tests, Post-Print (2009) View citations (51) (2009)
53. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Economic Systems, 2009, 33, (2), 117-126 View citations (29)
    See also Working Paper The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests, Post-Print (2009) View citations (27) (2009)
54. The uncertain unit root in real GNP: A re-examination
    Journal of Macroeconomics, 2009, 31, (1), 153-166 View citations (20)
55. Un indicateur probabiliste du cycle d'accélération pour l'économie française
    Economie & Prévision, 2009, n° 189, (3), 95-114 View citations (4)
    Also in Économie et Prévision, 2009, 189, (3), 95-114 (2009) View citations (4)
56. VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW
    Journal of Economic Surveys, 2009, 23, (3), 503-527 View citations (64)
    See also Working Paper Variance ratio tests of random walk: An overview, Post-Print (2009) View citations (61) (2009)

2008

57. La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire
    Recherches économiques de Louvain, 2008, 74, (2), 219-236
    See also Working Paper La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire, Post-Print (2008) View citations (1) (2008)
58. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47
59. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42
60. Pourquoi calculer un indicateur du climat des affaires dans les services ?
    Bulletin de la Banque de France, 2008, (171), 23-29 View citations (1)
61. The impact of outliers on transitory and permanent components in macroeconomic time series
    Economics Bulletin, 2008, 3, (60), 1-9 View citations (1)
    See also Working Paper The impact of outliers on transitory and permanent components in macroeconomic time series, Post-Print (2008) View citations (1) (2008)
62. Using business survey in industrial and services sector to nowcast GDP growth:The French case
    Economics Bulletin, 2008, 3, (32), 1-8 View citations (8)
63. Why calculate a business sentiment indicator for services?
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 21-30

2007

64. FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE
    Bulletin of Economic Research, 2007, 59, (4), 383-395 View citations (2)
65. L’indicateur synthétique mensuel d’activité (ISMA): une révision
    Bulletin de la Banque de France, 2007, (162), 21-36 View citations (1)
    See also Working Paper L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision, Working papers (2007) View citations (1) (2007)
66. The purchasing power parity in Australia: evidence from unit root test with structural break
    Applied Economics Letters, 2007, 15, (3), 203-206 View citations (5)
    See also Working Paper The purchasing power parity in Australia: evidence from unit root test with structural break, Post-Print (2008) View citations (10) (2008)

2006

67. Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis
    Revue d'économie politique, 2006, 116, (1), 65-78 View citations (16)
    See also Working Paper Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis, Working Papers (2005) View citations (2) (2005)
68. Large shocks and the September 11th terrorist attacks on international stock markets
    Economic Modelling, 2006, 23, (4), 683-698 View citations (85)

2005

69. Outliers and GARCH models in financial data
    Economics Letters, 2005, 86, (3), 347-352 View citations (51)

2004

70. Forecasts of the seasonal fractional integrated series
    Journal of Forecasting, 2004, 23, (1), 1-17 View citations (5)
71. Seasonal cointegration for monthly data
    Economics Letters, 2004, 82, (3), 349-356 View citations (4)
72. The effects of additive outliers on stationarity tests: a monte carlo study
    Economics Bulletin, 2004, 3, (16), 1-8 View citations (3)
73. Unit roots and infrequent large shocks: new international evidence on output
    Journal of Monetary Economics, 2004, 51, (7), 1449-1465 View citations (88)
    See also Working Paper Unit Roots and Infrequent Large Shocks: New International Evidence on Output, Post-Print (2004) View citations (70) (2004)

2003

74. La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique
    Economies et Sociétés (Serie 'Histoire Economique Quantitative'), 2003, (29), 25-42
75. Maximum likelihood seasonal cointegration tests for daily data
    Economics Bulletin, 2003, 3, (18), 1-8

2002

76. A Note on Seasonal Unit Root Tests
    Quality & Quantity: International Journal of Methodology, 2002, 36, (3), 305-310 View citations (1)

Chapters

2005

1. Non-stationarity Tests in Macroeconomic Time Series
   Springer View citations (2)
   See also Working Paper Non-stationarity Tests in Macroeconomic Time Series, HAL (2005) View citations (5) (2005)