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Olivier Darné
 EconomiX, UFR SEGMI, University of Paris X - Nanterre, 200 Avenue de la République, 92001 Nanterre cedex
 odarne@u-paris10.fr
 +33 (0)1 40 97 77 81
 FAX
Personal webpage: http://economix.u-paris10.fr/fr/membres/index.php?id=393
Diploma: PhD in Economics (University of Montpellier, 2002)
Current Position: Associate Professor
in Economics, University of Paris X, Economic Adviser,
Banque de France
Previous Positions: Economist, Banque de France, 2005-2006
Research fellow at EUREQua, University of Paris I, 2005
Research Associate at CERESUR, University of La Réunion, 2004-2005
Research Associate at LAMETA, University of Montpellier I, 2002-2004
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Research Interests: Econometrics - Macroeconomics - Finance
Main Publications
"A note on unit root tests and GARCH errors: A simulation experiment" (2008), with A. Charles, Communications in Statistics - Simulation and Computation, forthcoming.
"La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire" (2008), with J-F. Hoarau, Recherches Economiques de Louvain, forthcoming.
"The uncertain unit roots in real GNP: A re-examination" (2008), Journal of Macroeconomics, forthcoming
"The purchasing power parity in Australia: Evidence from unit root test with structural break" (2008), with J-F. Hoarau, Applied Economics Letters, 15(3), 203-206.
"Re-examining the purchasing power parity in Australia" (2007), with J-F. Hoarau, Bulletin of Economic Research, 59(4), 383-395, 2007.
"Large shocks and the September 11th terrorist attacks: An intervention analysis approach on international stock markets" (2006), with A. Charles, Economic Modelling, 23(4), 683-698,.
"Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis" (2006), with C. Diebolt, Revue d'Economie Politique, 116(1), 65-78.
"Relevance of detecting outliers in GARCH models for modelling and forecasting financial data" (2005), with A. Charles, Finance, 26(1), 33-71,.
"Outliers and GARCH models in daily financial data" (2005), with A. Charles, Economics Letters, 86(3), 347-352,.
"Unit root and infrequent large shocks: New international evidence on output" (2004), with C. Diebolt, Journal of Monetary Economics, 51(7), 1449-1465.
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