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Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie; Darné, Olivier; Fouilloux, Jessica - In: Economic modelling 28 (2011) 1/2, pp. 27-35
Persistent link: https://www.econbiz.de/10009270061
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Large shocks and the September 11th terrorist attacks on international stock markets
Charles, Amélie; Darné, Olivier - In: Economic modelling 23 (2006) 4, pp. 683-698
Persistent link: https://www.econbiz.de/10003353920
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
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Mean-reversion in international real interest rates
Kim, Jae H.; Ji, Philip Inyeob - In: Economic modelling 28 (2011) 4, pp. 1959-1966
Persistent link: https://www.econbiz.de/10009272305
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Trade openness and the informational efficiency of emerging stock markets
Lim, Kian-Ping; Kim, Jae H. - In: Economic modelling 28 (2011) 5, pp. 2228-2238
Persistent link: https://www.econbiz.de/10009273483
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Nowcasting the French index of industrial production : a comparison from bridge and factor models
Brunhes-Lesage, Véronique; Darné, Olivier - In: Economic modelling 29 (2012) 6, pp. 2174-2182
Persistent link: https://www.econbiz.de/10009673804
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The new MIBA model : real-time nowcasting of French GDP using the Banque de France's monthly business survey
Mogliani, Matteo; Darné, Olivier; Pluyaud, Bertrand - In: Economic modelling 64 (2017), pp. 26-39
Persistent link: https://www.econbiz.de/10011756427
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The calibration of initial shocks in bank stress test scenarios : an outlier detection based approach
Darné, Olivier; Levy-Rueff, Guy; Pop, Adrian - In: Economic modelling 136 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014549168
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Large shocks and the September 11th terrorist attacks on international stock markets
Charles, Amélie; Darné, Olivier - In: Economic modelling 23 (2006) 4, pp. 683-698
Persistent link: https://www.econbiz.de/10007285915