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

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Cited by:

  1. José Luis Cendejas & Félix-Fernando Muñoz & Nadia Fernández-de-Pinedo, 2017. "A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 93-125, January.
  2. WenShwo Fang & Stephen M. Miller, 2014. "Output Growth and its Volatility: The Gold Standard through the Great Moderation," Southern Economic Journal, John Wiley & Sons, vol. 80(3), pages 728-751, January.
  3. Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 745-760, April.
  4. Antonio Focacci, 2023. "A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita," Economies, MDPI, vol. 11(9), pages 1-21, September.
  5. Claude Diebolt & Magali Jaoul-Grammare, 2014. "Econometric history of wages in France [Économétrie historique des salaires en France]," Post-Print halshs-03394949, HAL.
  6. Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008. "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers 326, WIFO.
  7. Claude Diebolt & Michael Haupert, 2018. "A cliometric counterfactual: what if there had been neither Fogel nor North?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 12(3), pages 407-434, September.
  8. Claude Diebolt & Magali Jaoul-Grammare, 2014. "The payroll of the Germany: 1810-1989 [La masse salariale de l'Allemagne: 1810-1989]," Post-Print hal-01744546, HAL.
  9. Claude Diebolt & Cédric Doliger, 2008. "New international evidence on the cyclical behaviour of output: Kuznets swings reconsidered," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(6), pages 719-737, December.
  10. Charles, Amélie & Darné, Olivier, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 167-180.
  11. Diebolt, Claude, 2009. "Editorial introduction: Advances in historical macroeconomics," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 1-4, March.
  12. Claude Diebolt & Olivier Darné, 2005. "Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945," Post-Print hal-00279246, HAL.
  13. Claude Diebolt & Magali Jaoul-Grammare, 2018. "Mesure du temps et temps de la mesure. Cliométrie des prix de gros en Allemagne avant la Première Guerre mondiale," Working Papers of BETA 2018-44, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  14. Magali Jaoul-Grammare, 2022. "Quoi de neuf dans l’accès aux classes préparatoires ? Une perspective historique centrée sur l’ouverture sociale et l’accès des filles aux formations élitistes françaises," Working Papers 01-22, Association Française de Cliométrie (AFC).
  15. Tapas Mishra & Claude Diebolt, 2010. "Demographic volatility and economic growth: convention and beyond," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(1), pages 25-45, January.
  16. Jean-Daniel Boyer & Magali Jaoul-Grammare & Sylvie Rivot, 2017. "Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750?," Working Papers of BETA 2017-29, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  17. Olivier Darné & Jean-François Hoarau, 2006. "Testing the purchasing power parity in China," Working Papers hal-04138871, HAL.
  18. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
  19. Olivier Darné & Claude Diebolt, 2006. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis," Revue d'économie politique, Dalloz, vol. 116(1), pages 65-78.
  20. Claude Diebolt, 2015. "Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des évènements rares," Working Papers 01-15, Association Française de Cliométrie (AFC).
  21. Amélie Charles & Olivier Darné, 2021. "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 15(2), pages 419-442, May.
  22. Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 745-760, April.
  23. Kufenko, Vadim & Prettner, Klaus & Geloso, Vincent, 2020. "Divergence, convergence, and the history-augmented Solow model," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 62-76.
  24. Claude Diebolt & Karine Pellier, 2018. "Patents in the Long Run: Theory, History and Statistics," Working Papers 03-18, Association Française de Cliométrie (AFC).
  25. Geoffrey J. Warren, 2008. "Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset," International Review of Finance, International Review of Finance Ltd., vol. 8(3‐4), pages 125-157, September.
  26. Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018. "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3_suppl), pages 344-375, December.
  27. Darne, O. & Levy-Rueff, O. & Pop, A., 2013. "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers 426, Banque de France.
  28. Olivier Darné & Jean‐François Hoarau, 2007. "Further Evidence On Mean Reversion In The Australian Exchange Rate," Bulletin of Economic Research, Wiley Blackwell, vol. 59(4), pages 383-395, October.
  29. Claude Diebolt & Cédric Doliger, 2005. "Becker vs. Easterlin. Education, Fertility and Growth in France after World War II," Working Papers 05-03, Association Française de Cliométrie (AFC).
  30. Claude DIEBOLT & Magali JAOUL-GRAMMARE, 2014. "Économétrie historique des salaires en France: une relecture des années charnières," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 49, pages 1293-1308, Août.
  31. Claude Diebolt & Karine Pellier, 2010. "La dynamique structurelle et spatiale des systèmes de brevets. Une comparaison France, Allemagne, Royaume-Uni, Etats-Unis et Japon : 1617-2006," Working Papers 10-05, Association Française de Cliométrie (AFC).
  32. Rainer Metz, 2011. "Do Kondratieff waves exist? How time series techniques can help to solve the problem," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(3), pages 205-238, October.
  33. Claude DIEBOLT & Magali JAOUL-GRAMMARE, 2014. "La masse salariale de l'Allemagne: 1810-1989. Nouvelle mesure et analyse cliométrique des chocs," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 49, pages 1269-1292, Août.
  34. Magali Jaoul-Grammare, 2013. "L’évolution des inégalités dans l’enseignement supérieur universitaire français au XXème siècle," Post-Print hal-01753405, HAL.
  35. Claude Diebolt, 2005. "Long Cycles Revisited. An Essay in Econometric History," Working Papers 05-05, Association Française de Cliométrie (AFC).
  36. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2019. "How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015," Applied Economics, Taylor & Francis Journals, vol. 51(24), pages 2639-2653, May.
  37. Claude Diebolt & Karine Pellier, 2008. "Analyse spectrale de l’évolution de longue période des brevets en France, en Allemagne, en Grande-Bretagne, aux Etats-Unis et au Japon (17ème-20ème siècles)," Working Papers 08-09, Association Française de Cliométrie (AFC).
  38. Jinzhao Chen, 2009. "Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007," Economie Internationale, CEPII research center, issue 119, pages 47-82.
  39. Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
  40. Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
  41. Magali Jaoul-Grammare, 2022. "Quoi de neuf dans l’accès aux classes préparatoires ? Une perspective historique centrée sur l’ouverture sociale et l’accès des filles aux formations élitistes françaises," Working Papers of BETA 2022-01, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  42. Claude Diebolt & Antoine Parent, 2006. "Were there Anomalies in the Sterling-Franc Exchange Rate Regulation during the Mid-19th Century?," Working Papers 06-08, Association Française de Cliométrie (AFC).
  43. Claude Diebolt & Magali Jaoul-Grammare & Faustine Perrin, 2020. "Scolarisation de masse des garçons et des filles. Financement public de l’instruction primaire et croissance économique en France au XIXème siècle," Working Papers of BETA 2020-51, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  44. Sven Langedijk & Martin Larch, 2011. "Testing EU fiscal surveillance: how sensitive is it to variations in output gap estimates?," International Review of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 39-60.
  45. Claude Diebolt, 2020. "L’idée de régulation dans les sciences : hommage à l’épistémologue Jean Piaget," Revue d'économie politique, Dalloz, vol. 130(4), pages 509-517.
  46. Peres-Cajías, José & Torregrosa-Hetland, Sara & Ducoing, Cristián, 2020. "Resource abundance and public finances in five peripheral economies, 1850-1939," Lund Papers in Economic History 216, Lund University, Department of Economic History.
  47. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
  48. Claude Diebolt & Antoine Parent, 2008. "86," Applied Economics Letters, Taylor & Francis Journals, vol. 15(12), pages 915-919.
  49. Guillaume Morel & Magali Jaoul-Grammare, 2023. "Do Pandemics Impact Macroeconomic Variables? A Cliometric Approach," Working Papers 01-23, Association Française de Cliométrie (AFC).
  50. Mohitosh Kejriwal & Claude Lopez, 2013. "Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 892-927, November.
  51. Claude Diebolt & Tapas K. Mishra, 2006. "Cliometrics of the Abiding Nexus Between Demographic Components and Economic Development," Working Papers 06-06, Association Française de Cliométrie (AFC).
  52. Halkos, George & Managi, Shunsuke & Zisiadou, Argyro, 2017. "Analyzing the determinants of terrorist attacks and their market reactions," Economic Analysis and Policy, Elsevier, vol. 54(C), pages 57-73.
  53. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(1), pages 79-100, January.
  54. Castle, Jennifer L. & Hendry, David F., 2009. "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 5-28, March.
  55. Claude Diebolt & Cédric Doliger, 2005. "Kuznets versus Kitchin, Juglar & Kondratieff. Renewed Spectral Analysis of Comparative Growth of Per Capita GDP series in the OECD Countries in the Nineteenth and Twentieth Centuries," Working Papers 05-02, Association Française de Cliométrie (AFC).
  56. Leitão, Alexandra, 2010. "Corruption and the environmental Kuznets Curve: Empirical evidence for sulfur," Ecological Economics, Elsevier, vol. 69(11), pages 2191-2201, September.
  57. Claude Diebolt, 2021. "Trend, Cycles and Chance," Working Papers 05-21, Association Française de Cliométrie (AFC).
  58. Peres-Cajías, José & Torregrosa-Hetland, Sara & Ducoing, Cristián, 2022. "Resource abundance and public finances in five peripheral economies, 1850s–1930s," Resources Policy, Elsevier, vol. 76(C).
  59. Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
  60. Darné, Olivier & Levy-Rueff, Guy & Pop, Adrian, 2024. "The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach," Economic Modelling, Elsevier, vol. 136(C).
  61. Claude DIEBOLT & Karine PELLIER, 2018. "Patents in the Long Run: Theory, History and Statistics," Working Papers of BETA 2018-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  62. Jean Luc de Meulemeester & Claude Diebolt & Magali Jaoul-Grammare, 2007. "Aggregate Wage Earnings in Germany: 1810-1989. New Measurement and Cliometric Analysis of Shocks," Working Papers 07-11, Association Française de Cliométrie (AFC).
  63. Diebolt, Claude & Parent, Antoine, 2008. "Bimetallism: The "rules of the game"," Explorations in Economic History, Elsevier, vol. 45(3), pages 288-302, July.
  64. Halkos, George & Zisiadou, Argyro, 2016. "Exploring the effect of terrorist attacks on markets," MPRA Paper 71877, University Library of Munich, Germany.
  65. Jean-François Goux, 2010. "Une approche déterministe du taux de change euro-dollar," Économie et Prévision, Programme National Persée, vol. 195(4), pages 35-51.
  66. Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017. "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 127-151, January.
  67. Guillaume Morel & Magali Jaoul-Grammare, 2023. "Do Pandemics Impact Macroeconomic Variables? A Cliometric Approach," Working Papers of BETA 2023-01, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  68. Egon Smeral & Michael Wüger, 2006. "Methods for Measuring the Effects of the EU Presidency on International Tourism," WIFO Working Papers 282, WIFO.
  69. Claude Diebolt & Karine Pellier, 2022. "Patents in the Long Run : Theory, History and Statistics," Working Papers hal-02929514, HAL.
  70. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
  71. Magali Jaoul-Grammare, 2011. "L’évolution des inégalités dans l’enseignement supérieur universitaire français. L’influence des réformes institutionnelles et des ruptures économiques," Working Papers 11-06, Association Française de Cliométrie (AFC).
  72. Claude Diebolt & Catherine Kyrtsou, 2006. "Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics," Working Papers 06-02, Association Française de Cliométrie (AFC).
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