Access Statistics for Olivier Darné

Author contact details at EconPapers.

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 1 2 5 14
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 1 1 37
A Revision of the US Business-Cycles Chronology 1790–1928 1 1 1 66 1 3 6 99
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 1 1 34
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 1 4 102
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 2 2 214
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 0 1 27
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 2 3 99
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 1 1 29
A world trade leading index (WLTI) 0 0 0 0 0 1 1 44
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 0 2 31
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 0 0 26
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 1 1 73
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 2 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 1 3 80
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 268 0 2 7 872
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 0 1 2 28
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 3 3 4 239 4 5 12 961
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 1 1 303
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 0 0 125
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 1 3
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 0 59
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 1 2 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 0 1 28
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 2 180
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 4 245
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 0 26
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 1 1 75 0 1 2 272
Dynamic Factor Models: A review of the Literature 0 2 4 682 0 2 8 1,270
Dynamic factor models: A review of the literature 0 0 0 1 0 0 1 68
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 26 0 1 4 38
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 1 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 1 3 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 3 47
Forecasting and risk management in the Vietnam Stock Exchange 1 1 2 57 2 4 7 147
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 3 0 0 2 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 1 233 1 3 5 693
Identification of slowdowns and accelerations for the euro area economy 0 1 1 82 0 2 5 269
Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers 0 0 0 5 1 1 2 79
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 2 3 50
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 1 2 39
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 32
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 30
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 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 1 3 137
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 1 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 1 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 1 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 0 2 23
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 1 49 0 0 1 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 0 128
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 1 2 249
Market efficiency in the European carbon markets 0 0 0 5 0 0 1 38
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 1 2 32
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 0 2 6 924
Méthodes de prévision en finance 0 0 0 0 1 2 8 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 1 14 155
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 1 3
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 1 1 1 27 1 1 1 30
Nowcasting German GDP: A comparison of bridge and factor models 0 0 5 237 0 1 14 468
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 0 1 19
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 0 2 14
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 1 64
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 1 2 84
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 0 0 54
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 1 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 0 50
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 0 1 72
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 85
Stock Exchange Mergers and Market Efficiency 0 0 0 64 3 3 3 175
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 1 5 79
Stock Return Predictability: Evaluation based on interval forecasts 0 0 1 11 1 1 2 19
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 4 49
Stock market reactions to FIFA World Cup announcements: An event study 0 0 3 27 0 0 7 68
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 2 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 80 0 1 3 341
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 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 2 2 26
Testing the purchasing power parity in China 0 0 0 509 0 0 2 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 0 0 13
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 1 54
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 2 20
The impact of screening strategies on the performance of ESG indices 0 0 0 57 0 0 2 155
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 0 2 71
The sensitivity of Fama-French factors to economic uncertainty 0 0 0 63 0 1 2 192
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 0 2 60
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 0 3 68
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 2 36
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 1 100
Volatility estimation for Bitcoin: Replication and robustness 0 0 3 6 0 1 8 30
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 1 1 2 4
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 3 61
Total Working Papers 6 10 33 4,886 20 74 254 15,395
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 1 1 17 0 1 4 73
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 1 2 66
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 1 2 118
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 1 2 6 118
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 0 4 0 0 6 61
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 80 1 2 4 262
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 1 15 0 1 2 86
Backcasting world trade growth using data reduction methods 0 0 0 0 1 2 5 12
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 2 29 0 0 3 86
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 0 182
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 1 3 117
Dynamic factor models: A review of the literature 0 0 3 128 2 3 12 345
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 3 8 20
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 2 5 17
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 1 0 1 3 9
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 3 165 0 4 15 487
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 81 1 1 6 298
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 23 0 0 2 72
Forecasting crude-oil market volatility: Further evidence with jumps 0 1 5 27 1 3 11 213
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 1 241
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 2 19
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 3 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 1 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 1 2 19
Large shocks and the September 11th terrorist attacks on international stock markets 1 1 4 155 1 1 7 353
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 1 30 0 0 2 160
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 1 5 52 1 4 18 230
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 0 1 154
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 1 37 0 2 4 118
Market efficiency in the European carbon markets 0 0 0 13 0 0 4 74
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 1 3 51 0 1 5 120
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 92 1 2 7 314
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 47 0 0 6 258
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 1 1 2 39 1 1 4 202
Oil price shocks, real economic activity and uncertainty 0 0 1 2 1 2 3 16
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 0 0 16
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 0 1 81
Outliers and GARCH models in financial data 0 0 1 246 0 0 1 554
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 0 1 113
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 0 19 0 0 3 106
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 1 2 4 0 3 5 23
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 0 2 2 112
Seasonal cointegration for monthly data 0 1 1 113 0 1 3 213
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 2 173
Stock exchange mergers and market efficiency 0 0 0 14 1 3 5 85
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 88 1 4 28 502
Stock return predictability: Evaluation based on interval forecasts 0 0 1 3 3 4 6 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 0 0 1 99
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 0 2 4 112
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 2 68
The accuracy of asymmetric GARCH model estimation 0 0 1 11 0 1 4 46
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 0 1 87
The effects of additive outliers on stationarity tests: a monte carlo study 1 1 4 20 1 1 5 81
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 89 0 0 4 324
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 1 48
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 7 60 0 2 18 250
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 1 47
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 0 3 305
The uncertain unit root in real GNP: A re-examination 0 0 1 42 0 0 2 125
Trends and random walks in macroeconomic time series: A reappraisal 1 1 2 25 3 3 11 210
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 1 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 3 14 0 1 6 36
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 0 1 30
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 0 1 1 243
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 6 23 0 0 9 99
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 2 153 1 1 6 386
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 0 2 57
Volatility estimation for Bitcoin: Replication and robustness 1 2 4 28 3 4 11 86
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 6 50 5 8 16 154
Volatility persistence in crude oil markets 0 0 0 25 0 1 3 155
Why calculate a business sentiment indicator for services? 0 1 1 14 1 2 2 85
Will precious metals shine? A market efficiency perspective 0 0 1 6 1 1 2 58
Total Journal Articles 5 16 88 2,846 33 88 351 11,340

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 1 6
Total Chapters 0 0 0 0 0 0 1 6

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12