Access Statistics for Olivier Darné

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Are disaggregate data useful for factor analysis in forecasting French GDP?	5	15	35	35	7	33	50	50
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis	1	4	18	25	3	10	58	138
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945	0	0	0	4	0	2	9	34
Deux indicateurs probabilistes de retournement cyclique pour l’économie française	4	4	4	4	5	6	6	6
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?	11	11	11	11	8	8	8	8
Exchange rate regime classification and real performances: new empirical evidence	9	15	43	199	15	35	122	485
Identification of slowdowns and accelerations for the euro area economy	8	15	40	40	10	30	62	62
Large shocks in U.S. macroeconomic time series: 1860–1988	32	32	32	32	7	7	7	7
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision	1	1	1	1	2	2	2	2
Monthly forecasting of French GDP: A revised version of the OPTIM model	8	15	21	21	30	52	68	68
Testing the purchasing power parity in China	7	15	102	330	32	76	395	1,145
Total Working Papers	86	127	307	702	119	261	787	2,005

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE	0	1	5	14	0	2	11	33
Forecasts of the seasonal fractional integrated series	0	1	6	37	2	4	20	195
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire	0	0	6	6	3	7	36	36
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique	1	1	2	4	1	3	27	49
Large shocks and the September 11th terrorist attacks on international stock markets	0	0	16	45	3	5	29	91
Maximum likelihood seasonal cointegration tests for daily data	3	3	13	64	4	7	29	170
Outliers and GARCH models in financial data	1	4	25	92	2	5	39	180
Seasonal cointegration for monthly data	1	4	16	68	1	5	21	103
The effects of additive outliers on stationarity tests: a monte carlo study	1	1	13	44	3	6	27	137
The impact of outliers on transitory and permanent components in macroeconomic time series	0	4	14	14	0	4	21	21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests	5	5	5	5	7	8	8	8
The uncertain unit root in real GNP: A re-examination	1	2	9	9	1	3	15	15
Unit roots and infrequent large shocks: new international evidence on output	1	5	8	62	1	7	13	105
Using business survey in industrial and services sector to nowcast GDP growth:The French case	1	3	20	28	6	9	45	80
VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW	5	13	13	13	5	20	21	21
Total Journal Articles	20	47	171	505	39	95	362	1,244

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Statistics updated 2009-11-04