Details about Olivier Darné

Access statistics for papers by Olivier Darné.

Last updated 2009-10-11. Update your information in the RePEc Author Service.

Short-id: pda93

Working Papers

2009

1. Are disaggregate data useful for factor analysis in forecasting French GDP?
   Documents de Travail, Banque de France View citations
2. Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?
   Working Papers, HAL
3. Identification of slowdowns and accelerations for the euro area economy
   Documents de Travail, Banque de France View citations
4. Large shocks in U.S. macroeconomic time series: 1860–1988
   Working Papers, HAL

2008

5. Monthly forecasting of French GDP: A revised version of the OPTIM model
   Documents de Travail, Banque de France

2007

6. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
   Documents de Travail, Banque de France
7. L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision
   Documents de Travail, Banque de France

2006

8. Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945
   Working Papers, Association Française de Cliométrie (AFC)
9. Testing the purchasing power parity in China
   EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX

2005

10. Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis
    Working Papers, Association Française de Cliométrie (AFC)

2004

11. 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

Journal Articles

2009

1. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
   Economic Systems, 2009, 33, (2), 117-126
2. The uncertain unit root in real GNP: A re-examination
   Journal of Macroeconomics, 2009, 31, (1), 153-166
3. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
   Journal of Economic Surveys, 2009, 23, (3), 503-527

2008

4. 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
5. The impact of outliers on transitory and permanent components in macroeconomic time series
   Economics Bulletin, 2008, 3, (60), 1-9
6. Using business survey in industrial and services sector to nowcast GDP growth:The French case
   Economics Bulletin, 2008, 3, (32), 1-8

2007

7. FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE
   Bulletin of Economic Research, 2007, 59, (4), 383-395

2006

8. Large shocks and the September 11th terrorist attacks on international stock markets
   Economic Modelling, 2006, 23, (4), 683-698 View citations

2005

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

2004

10. Forecasts of the seasonal fractional integrated series
    Journal of Forecasting, 2004, 23, (1), 1-17 View citations
11. Seasonal cointegration for monthly data
    Economics Letters, 2004, 82, (3), 349-356
12. The effects of additive outliers on stationarity tests: a monte carlo study
    Economics Bulletin, 2004, 3, (16), 1-8
13. Unit roots and infrequent large shocks: new international evidence on output
    Journal of Monetary Economics, 2004, 51, (7), 1449-1465 View citations

2003

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