Access Statistics for Olivier Darné

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of Seasonal Adjustment Methods and Software Tools 0 0 0 0 0 1 6 15
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 1 2 38
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 0 0 5 99
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 1 4 103
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 1 34
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 2 214
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 1 2 28
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 1 4 100
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 1 29
A world trade leading index (WLTI) 0 0 0 0 1 1 3 46
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 1 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 1 1 27
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 1 43
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 0 1 73
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 1 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 3 81
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 2 270 1 4 11 877
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 0 0 21
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 1 1 3 29
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 4 239 0 1 11 962
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 0 1 303
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 0 3
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 0 0 125
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 0 1 83
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 0 0 1 60
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 1 3 264
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 1 245
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 2 180
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 1 2 29
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 0 0 2 272
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 1 27
Dynamic Factor Models: A review of the Literature 0 0 4 682 3 5 10 1,275
Dynamic factor models: A review of the literature 0 0 0 1 1 1 2 69
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 26 2 2 6 40
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 0 3 168
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 0 1 721
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 0 1 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 3 48
Forecasting and risk management in the Vietnam Stock Exchange 2 2 3 59 5 6 11 154
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 0 1 14
How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015 0 0 0 0 0 0 0 9
How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 0 0 0 12 0 0 1 39
How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 0 0 0 14 0 0 1 20
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 0 0 3 269
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 3 7 696
Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers 0 0 0 5 0 0 2 79
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 4 51
Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes 0 0 0 0 0 0 1 39
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 1 33
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 1 1 32
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 1 31
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 0 0 17
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 0 0 2 137
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 0 0 0
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 0 0 0 1 26
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 0 0 2 89
La persistance des écarts de richesse entre La Réunion et les standards français et européens: l'apport des tests de racine unitaire 0 0 0 0 0 0 1 43
La persistance des écarts de richesse entre la Réunion et les standards français et européens: l’apport des tests de racine unitaire 0 0 0 0 0 0 0 14
La persistance des écarts de richesse entre la Réunion et les standards français et européens: l’apport des tests de racine unitaire 0 0 1 1 0 1 3 24
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 0 0 0 30
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 0 0 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 0 52
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 0 1 129
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 1 1 3 250
Market efficiency in the European carbon markets 0 0 0 5 0 1 1 39
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 2 4 35
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 1 1 7 926
Méthodes de prévision en finance 0 0 0 0 0 0 4 38
New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach 0 0 0 19 0 2 10 157
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 0 3
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 27 0 1 2 31
Nowcasting German GDP: A comparison of bridge and factor models 1 2 5 240 1 4 13 474
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 1 1 1 20
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 0 1 14
Precious metals shine? A market efficiency perspective 1 1 1 17 2 4 5 68
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 0 2 84
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 1 1 1 55
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 1 2 73
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 1 51
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 0 0 112
Stock Exchange Mergers and Market 0 0 0 37 0 1 1 86
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 1 6 178
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 0 5 79
Stock Return Predictability: Evaluation based on interval forecasts 0 0 1 11 0 0 2 19
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 2 49
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 27 0 0 7 69
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 0 0 2
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 0 1 32
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 0 0 0 0 0 0 23
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 0 0 80 0 0 1 341
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 1 59
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 0 0 58
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 1 1 3 27
Testing the purchasing power parity in China 0 0 0 509 0 0 0 1,745
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 0 30
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 1 1 14
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 1 1 2 55
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 1 2 21
The impact of screening strategies on the performance of ESG indices 0 0 0 57 2 3 4 158
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 0 1 15
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 1 2 72
The sensitivity of Fama-French factors to economic uncertainty 0 2 2 65 0 5 8 198
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 1 2 61
Uncertainty and the Macroeconomy 0 0 0 27 0 0 4 52
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 0 1 3 69
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 4 39
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 0 0 2
Variance ratio tests of random walk: An overview 0 0 0 33 0 0 0 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 0 100
Volatility estimation for Bitcoin: Replication and robustness 0 0 3 6 0 0 8 30
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 0 1 3 5
Volatility persistence in crude oil markets 0 0 0 38 0 0 0 81
Will precious metals shine ? A market efficiency perspective 0 0 0 13 1 1 2 62
Total Working Papers 4 8 33 4,896 33 77 281 15,491
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Seasonal Unit Root Tests 0 0 0 11 0 0 0 42
A World Trade Leading Index (WTLI) 0 0 2 18 0 3 9 78
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 66
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 0 2 118
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 0 1 6 119
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 0 1 76
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 0 1 6 63
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 81 0 0 4 264
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 0 1 2 87
Backcasting world trade growth using data reduction methods 0 0 0 0 1 1 4 13
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 0 1 177
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 0 1 3 88
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 1 1 1 183
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 1 4 118
Dynamic factor models: A review of the literature 0 2 4 130 0 4 21 356
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 2 8 20
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 2 8 22
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 1 0 2 5 11
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 1 165 1 2 16 491
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 81 3 4 8 302
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 23 1 1 3 73
Forecasting crude-oil market volatility: Further evidence with jumps 0 1 4 28 1 2 11 217
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 1 2 242
How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 0 0 0 2 0 0 3 20
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 0 108
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 0 2 62
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 0 0 0 132
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 0 0 2 132
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 0 1 19
Large shocks and the September 11th terrorist attacks on international stock markets 0 1 4 156 0 2 7 355
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 1 1 2 161
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 2 52 1 2 12 234
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 2 2 156
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 37 1 3 7 121
Market efficiency in the European carbon markets 0 0 0 13 2 3 5 77
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 0 1 69
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 3 51 0 2 6 122
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 93 1 1 7 316
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 1 3 49 0 4 9 263
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 1 150
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 2 39 1 2 6 204
Oil price shocks, real economic activity and uncertainty 0 0 1 2 0 0 3 16
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 2 3 19
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 1 1 82
Outliers and GARCH models in financial data 0 0 1 246 0 1 3 556
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 0 0 113
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 0 19 1 1 1 107
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 3 5 1 1 7 25
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 1 1 3 113
Seasonal cointegration for monthly data 0 0 1 113 0 2 5 215
Small sample properties of alternative tests for martingale difference hypothesis 1 1 1 43 1 3 3 176
Stock exchange mergers and market efficiency 0 0 0 14 2 3 8 88
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 88 3 8 27 510
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 0 0 4 15
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 0 0 167
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 32 1 1 2 100
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 1 2 69
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 2 5 114
The accuracy of asymmetric GARCH model estimation 0 0 0 11 0 1 3 47
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 1 2 88
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 3 20 0 0 4 81
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 89 2 5 13 333
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 1 2 49
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 6 61 1 6 23 258
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 2 48
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 1 1 2 306
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 3 5 129
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 1 4 13 215
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 0 26
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 1 70
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 1 2 15 0 3 6 39
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 0 2 25
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 2 3 32
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 1 1 2 244
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 5 23 1 2 10 101
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 1 154 0 2 9 392
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 0 2 57
Volatility estimation for Bitcoin: Replication and robustness 0 1 5 29 0 2 10 88
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 4 8 54 1 8 23 163
Volatility persistence in crude oil markets 0 0 1 26 0 1 7 159
Why calculate a business sentiment indicator for services? 0 0 1 14 0 1 3 86
Will precious metals shine? A market efficiency perspective 0 0 0 6 1 1 2 59
Total Journal Articles 1 13 76 2,867 37 124 425 11,507

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 2 2 2 8
Total Chapters 0 0 0 0 2 2 2 8

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Statistics updated 2025-09-05