Olivier Darné

发表

Monthly Forecasting of French GDP: A Revised Version of the Optim Model

Barhoumi Karim, V. Brunhes-Lesage, Olivier Darné, 2008 .

UNE REVUE DE LA LITTÉRATURE DES MODÈLES À FACTEURS DYNAMIQUES (Dynamic Factor Models: A Review of the Literature)

Olivier Darné, Laurent Ferrara, Karim Barhoumi, 2013 .

Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers

Olivier Darné, Amélie Charles, Amélie Charles, 2015 .

ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?

Fabien Tripier, Olivier Darné, Amélie Charles, 2011, Macroeconomic Dynamics.

Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose

Olivier Darné, Laurent Ferrara, Karim Barhoumi, 2013 .

Nowcasting GDP growth using data reduction methods: Evidence for the French economy

Olivier Darné, Amélie Charles, Amélie Charles, 2020 .

Deux indicateurs probabilistes de retournement cyclique pour l’économie française

Olivier Darné, Laurent Ferrara, Marie Adanero-Donderis, 2007 .

A Probabilistic Indicator of the Acceleration Cycle in the French Economy

Olivier Darné, Laurent Ferrara, Marie Adanero-Donderis, 2009 .

The impact of screening strategies on the performance of ESG indices

Olivier Darné, Amélie Charles, Jessica Fouilloux, 2016 .

Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks

Olivier Darné, 2009, Commun. Stat. Simul. Comput..

Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach

Adrian Pop, Olivier Darné, Guy Levy-Rueff, 2013 .

A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment

Olivier Darné, Amélie Charles, 2008, Commun. Stat. Simul. Comput..

Unit roots and infrequent large shocks: new international evidence on output

Claude Diebolt, Olivier Darné, Olivier Darné, 2004 .

Outliers and GARCH models in financial data

Olivier Darné, Amélie Charles, Amélie Charles, 2005 .

Forecasts of the seasonal fractional integrated series

Michel Terraza, Olivier Darné, Vivien Guiraud, 2004 .

DIRECTION GÉNÉRALE DES ÉTUDES ET DES RELATIONS INTERNATIONALES NOWCASTING GERMAN GDP: A COMPARISON OF BRIDGE AND FACTOR MODELS

Barhoumi Karim, Olivier Darné, Olivier Darné, 2012 .

The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests

Olivier Darné, Amélie Charles, 2009 .

Non-stationarity Tests in Macroeconomic Time Series

Claude Diebolt, Olivier Darné, Olivier Darné, 2005 .

Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis

Olivier Darné, Jae Hyun Kim, Amélie Charles, 2011 .

The impact of outliers on transitory and permanent components in macroeconomic time series

Olivier Darné, Amélie Charles, 2008 .

Variance-Ratio Tests of Random Walk: An Overview

Olivier Darné, Amélie Charles, Amélie Charles, 2009 .

The efficiency of the crude oil markets: Evidence from variance ratio tests

Olivier Darné, Amélie Charles, Amélie Charles, 2009 .

Forecasting crude-oil market volatility: Further evidence with jumps

Olivier Darné, Amélie Charles, Amélie Charles, 2017 .

Volatility persistence in crude oil markets

Olivier Darné, Amélie Charles, Amélie Charles, 2014 .

Monthly GDP Forecasting Using Bridge Models: Application for the French Economy

Olivier Darné, Laurent Ferrara, Bertrand Pluyaud, 2012 .