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Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator

Charles, Amélie; Darné, Olivier; Tripier, Fabien - 2017

Persistent link: https://www.econbiz.de/10012059527

Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator

Charles, Amélie; Darné, Olivier; Tripier, Fabien - In: Applied economics 50 (2018) 10, pp. 1093-1107

Persistent link: https://www.econbiz.de/10011848253

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

How resilient is La Réunion in terms of international tourism attractiveness : an assessment from unit root tests with structural breaks from 1981-2015

Charles, Amélie; Darné, Olivier; Hoarau, Jean-François - In: Applied economics 51 (2019) 24, pp. 2639-2653

Persistent link: https://www.econbiz.de/10012196730

Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International economics : a journal published by CEPII … 151 (2017), pp. 100-112

Persistent link: https://www.econbiz.de/10011793836

Oil price shocks, real economic activity and uncertainty : a structural factor VAR GARCH-in-Mean model

Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - 2017

Persistent link: https://www.econbiz.de/10011743983

Volatility estimation for Bitcoin : replication and robustness

Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 23-32

Persistent link: https://www.econbiz.de/10012318682

The accuracy of asymmetric GARCH model estimation

Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 179-202

Persistent link: https://www.econbiz.de/10012318700

Forecasting crude-oil market volatility : further evidence with jumps

Charles, Amélie; Darné, Olivier - In: Energy economics 67 (2017), pp. 508-519

Persistent link: https://www.econbiz.de/10011898005

A note on the uncertain trend in US real GNP: Evidence from robust unit root tests

Darné, Olivier; Charles, Amélie - In: Economics Bulletin 32 (2012) 3, pp. 2399-2406

In this paper, we test the presence of stochastic trend in long series of US real GNP measured by Balke and Gordon (1989) and Romer (1989), using unit root tests robust against breaks and outliers. We apply two recent robust unit root tests proposed by Cavaliere and Georgiev (2009) and Lima and...

Persistent link: https://www.econbiz.de/10011278543