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 2 7 7
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 0 0 35
A Revision of the US Business-Cycles Chronology 1790-1928 0 0 0 32 0 0 1 85
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 0 0 1 92
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 1 1 3 66
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 0 32
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 77 0 0 2 212
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 0 97
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 1 1 25
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 1 2 95
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 0 27
A world trade leading index (WLTI) 0 0 0 0 0 0 9 42
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 1 2 0 0 1 27
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 1 3 26
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 2 42
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 28 0 0 1 69
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 1 28
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 1 76
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 8 265 3 9 34 857
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 0 1 21
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 0 0 0 26
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 2 4 13 231 8 24 56 935
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 0 0 302
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 1 2
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 2 18 0 1 3 123
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 0 1 80
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’économie française 0 0 1 74 0 1 4 259
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 1 177
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 79 0 0 2 236
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 0 0 25
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 0 25
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 74 0 0 1 267
Dynamic Factor Models: A review of the Literature 1 1 10 671 4 10 31 1,243
Dynamic factor models: A review of the literature 0 0 0 0 0 0 1 65
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 4 25 0 1 7 31
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 0 2 163
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 1 1 720
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 0 0 200
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 2 0 1 1 41
Forecasting and risk management in the Vietnam Stock Exchange 0 0 2 54 0 0 7 135
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 2 0 0 3 11
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 2 38
How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 0 0 1 14 0 0 1 18
Identification of slowdowns and accelerations for the euro area economy 0 0 0 80 0 0 1 260
Identification of slowdowns and accelerations for the euro area economy 1 1 1 232 1 1 1 685
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 1 77
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 0 3 46
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 0 37
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 1 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 1 1 1 17
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 0 24
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 87
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 1 2 2 40
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 1 1 1 20
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 13
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 29
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 1 1 48 0 1 1 86
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 1 2 51
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 1 2 128
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 0 0 244
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 0 0 2 130
Market efficiency in the European carbon markets 0 0 1 5 0 2 5 37
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 3 30
Monthly forecasting of French GDP: A revised version of the OPTIM model 1 1 6 248 2 4 15 915
Méthodes de prévision en finance 0 0 0 0 2 6 16 16
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 1 19 0 0 3 138
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 1 2
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 25 0 1 4 26
Nowcasting German GDP: A comparison of bridge and factor models 3 5 10 215 5 11 31 426
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 2 4 0 1 4 15
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 0 1 9
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 1 62
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 44 0 1 1 80
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 1 3 0 0 1 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 7 0 0 1 47
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 60 0 0 1 110
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 0 0 70
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 84
Stock Exchange Mergers and Market Efficiency 0 0 0 63 0 1 2 163
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 0 0 1 73
Stock Return Predictability: Evaluation based on interval forecasts 0 0 10 10 0 1 15 16
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 2 43
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 24 0 1 3 60
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 0 1 1
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 0 0 29
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 1 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 1 80 0 0 3 336
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 2 58
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 0 1 57
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 1 24
Testing the purchasing power parity in China 1 2 2 508 1 5 7 1,740
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 0 30
The accuracy of asymmetric GARCH model estimation 0 0 2 28 0 0 5 34
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 0 2 13
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 2 53
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 0 17
The impact of screening strategies on the performance of ESG indices 1 1 5 54 2 3 10 140
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 0 0 13
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 0 1 68
The sensitivity of Fama-French factors to economic uncertainty 0 0 3 63 0 3 11 188
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 1 1 5 54
Uncertainty and the Macroeconomy 0 0 0 27 0 0 1 48
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 3 24 0 0 8 63
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 2 32
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 0 1 1
Variance ratio tests of random walk: An overview 0 1 4 32 0 1 8 112
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 1 3 99
Volatility estimation for Bitcoin: Replication and robustness 0 1 2 3 1 3 10 13
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 0 0 0 0
Volatility persistence in crude oil markets 0 0 0 37 0 0 0 79
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 0 1 57
Total Working Papers 10 20 101 4,886 35 110 411 15,075
1 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 1 11 0 1 2 41
A World Trade Leading Index (WTLI) 0 0 0 16 0 0 3 67
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 0 63
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 1 19 0 0 2 113
A revision of the US business-cycles chronology 1790-1928 0 0 0 22 0 0 0 108
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 1 1 75
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 4 0 0 2 54
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 77 0 2 10 253
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 14 1 2 3 83
Backcasting world trade growth using data reduction methods 0 0 0 0 0 0 1 1
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 0 0 176
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 27 1 2 3 81
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 3 3 4 180
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 3 0 2 5 111
Dynamic factor models: A review of the literature 0 1 3 122 1 3 6 323
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 0 0 0 0 6
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 2 4 0 0 5 10
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 0 1 10
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 3 11 157 1 6 28 456
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 79 0 1 4 288
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 23 0 0 1 68
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 22 0 0 3 200
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 0 240
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 1 16
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 1 12 2 4 6 57
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 2 15 0 0 4 129
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 0 0 16
Large shocks and the September 11th terrorist attacks on international stock markets 1 3 7 145 1 4 13 337
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 29 0 0 1 156
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 45 1 2 12 199
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 2 10 0 0 6 149
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 2 3 34 1 4 7 107
Market efficiency in the European carbon markets 0 0 0 12 0 0 2 65
Maximum likelihood seasonal cointegration tests for daily data 0 0 1 18 0 1 7 68
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 2 5 42 0 2 9 100
Nowcasting German GDP: A comparison of bridge and factor models 0 0 0 89 0 0 4 302
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 43 1 1 8 251
OPTIM: a quarterly forecasting tool for French GDP 0 0 1 37 0 0 1 149
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 2 36 2 2 7 197
Oil price shocks, real economic activity and uncertainty 0 0 0 0 0 0 0 10
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 0 0 13
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 1 1 2 6 2 4 15 70
Outliers and GARCH models in financial data 0 1 3 242 0 3 8 549
Performance of short-term trend predictors for current economic analysis 0 0 0 25 0 0 0 111
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 1 4 18 0 1 7 101
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 2 0 0 0 18
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 1 16 1 1 4 107
Seasonal cointegration for monthly data 0 0 0 112 0 0 1 210
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 41 2 2 3 163
Stock exchange mergers and market efficiency 0 0 0 14 0 0 1 80
Stock market reactions to FIFA World Cup announcements: An event study 0 0 4 83 3 8 52 457
Stock return predictability: Evaluation based on interval forecasts 0 0 2 2 0 0 5 7
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 0 2 164
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 30 0 0 3 95
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 4 65
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 0 2 3 105
The accuracy of asymmetric GARCH model estimation 1 1 3 6 1 2 5 32
The accuracy of asymmetric GARCH model estimation 0 1 2 19 0 3 8 81
The effects of additive outliers on stationarity tests: a monte carlo study 0 1 2 15 0 3 8 71
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 2 87 0 0 7 318
The impact of outliers on transitory and permanent components in macroeconomic time series 0 1 1 5 0 1 1 46
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 6 50 0 0 11 223
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 0 45
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 1 7 295
The uncertain unit root in real GNP: A re-examination 0 0 0 41 0 0 1 118
Trends and random walks in macroeconomic time series: A reappraisal 1 1 1 22 1 1 6 190
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 1 25
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 0 67
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 7 0 0 5 25
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 1 22
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 0 0 28
Unit roots and infrequent large shocks: new international evidence on output 0 2 2 103 0 2 3 239
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 17 0 0 2 88
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 4 149 0 1 5 374
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 15 1 3 6 53
Volatility estimation for Bitcoin: Replication and robustness 1 2 4 23 2 5 19 71
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 3 41 1 2 15 129
Volatility persistence in crude oil markets 0 0 0 25 1 2 4 149
Why calculate a business sentiment indicator for services? 0 0 1 13 0 0 1 83
Will precious metals shine? A market efficiency perspective 0 0 0 5 2 2 4 55
Total Journal Articles 5 24 99 2,686 32 92 400 10,697

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 0 5
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Statistics updated 2023-06-05