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 0 5 15
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 0 2 38
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 0 2 6 101
A new monthly chronology of the US industrial cycles in the prewar economy 1 1 1 47 3 4 6 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 2 4 216
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 1 1 2 35
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 1 4 5 32
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 3 6 103
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 2 2 5 48
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 0 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 2 2 45
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 1 1 2 28
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 3 4 76
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 0 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 3 4 7 85
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 3 5 13 882
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 2 2 23
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 0 2 5 31
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 2 2 10 964
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 18 4 4 4 129
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 0 3
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 1 1 84
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 2 6 7 66
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 5 8 11 272
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 3 30
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 4 5 249
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 2 4 182
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 1 1 2 28
Dynamic Factor Models: A review of the Literature 0 1 3 683 2 6 13 1,281
Dynamic factor models: A review of the literature 0 0 0 1 3 4 5 73
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 26 1 2 6 42
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 1 3 169
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 1 2 3 723
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 3 4 208
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 4 4 6 52
Forecasting and risk management in the Vietnam Stock Exchange 0 2 5 61 2 5 16 159
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 2 2 16
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 2 3 3 12
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 1 1 1 40
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 4 4 4 24
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 2 2 8 698
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 0 2 5 271
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 80
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 1 5 52
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 2 2 3 41
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 2 33
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 4 4 5 35
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 1 33
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 1 1 1 18
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 0 1 2 138
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 1 1 1
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 1 1 2 90
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 2 44
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 1 0 0 2 24
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 15
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 4 5 5 57
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 1 2 130
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 1 4 251
Market efficiency in the European carbon markets 0 0 0 5 0 1 2 40
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 1 5 36
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 2 3 7 929
Méthodes de prévision en finance 0 0 0 0 1 2 5 40
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 1 2 6 159
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 1 1 2 28 1 2 4 33
Nowcasting German GDP: A comparison of bridge and factor models 0 1 5 241 5 12 24 486
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 1 1 2 21
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 3 5 6 19
Precious metals shine? A market efficiency perspective 0 0 1 17 1 7 12 75
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 2 2 4 86
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 2 2 3 57
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 5 7 7 119
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 2 5 7 78
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 1 1 2 52
Stock Exchange Mergers and Market 0 0 0 37 2 2 3 88
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 2 8 180
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 3 5 82
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 2 3 4 22
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 2 50
Stock market reactions to FIFA World Cup announcements: An event study 1 1 2 28 1 2 8 71
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 1 2 2 4
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 0 0 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 1 2 3 343
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 1 1 1 24
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 1 1 59
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 3 3 6 30
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 1 1 31
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 1 1 2 15
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 1 1 2 56
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 1 21
The impact of screening strategies on the performance of ESG indices 0 0 0 57 2 6 10 164
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 2 2 17
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 1 2 73
The sensitivity of Fama-French factors to economic uncertainty 0 0 2 65 1 2 9 200
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 0 1 61
Uncertainty and the Macroeconomy 0 0 0 27 1 1 3 53
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 2 3 5 72
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 4 39
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 2 5 5 7
Variance ratio tests of random walk: An overview 0 0 0 33 1 3 3 121
Volatility Persistence in Crude Oil Markets 0 0 0 30 2 2 2 102
Volatility estimation for Bitcoin: Replication and robustness 0 1 3 7 1 4 10 34
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 1 7 9 12
Volatility persistence in crude oil markets 0 0 0 38 5 6 6 87
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 2 4 64
Total Working Papers 3 8 33 4,904 140 251 471 15,742
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 1 1 7 79
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 2 3 68
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 1 3 4 121
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 3 3 7 122
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 1 1 77
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 0 3 8 66
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 81 3 4 8 268
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 2 3 5 90
Backcasting world trade growth using data reduction methods 0 0 0 0 1 1 5 14
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 5 5 6 182
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 2 4 7 92
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 1 2 184
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 2 8 11 126
Dynamic factor models: A review of the literature 1 3 6 133 6 17 32 373
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 2 3 9 23
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 2 7 24
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 2 2 5 13
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 1 165 1 3 14 494
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 1 82 4 10 16 312
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 1 1 24 0 3 4 76
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 2 28 3 3 10 220
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 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 2 2 4 22
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 6 8 8 116
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 1 2 63
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 2 5 5 137
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 1 1 2 133
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 0 3 156 1 2 6 357
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 2 3 163
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 2 52 0 5 15 239
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 2 4 158
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 37 1 3 10 124
Market efficiency in the European carbon markets 0 0 0 13 2 3 7 80
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 2 2 71
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 51 1 3 7 125
Nowcasting German GDP: A comparison of bridge and factor models 1 1 2 94 3 3 8 319
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 2 4 51 4 10 16 273
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 0 0 5 204
Oil price shocks, real economic activity and uncertainty 0 0 0 2 3 5 7 21
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 3 3 6 22
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 1 1 2 83
Outliers and GARCH models in financial data 0 0 1 246 1 1 4 557
Performance of short-term trend predictors for current economic analysis 0 0 0 26 1 1 1 114
Pourquoi calculer un indicateur du climat des affaires dans les services ? 1 1 1 20 2 4 5 111
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 3 5 1 2 9 27
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 2 2 5 115
Seasonal cointegration for monthly data 0 0 1 113 1 1 4 216
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 6 179
Stock exchange mergers and market efficiency 1 1 1 15 1 1 8 89
Stock market reactions to FIFA World Cup announcements: An event study 0 0 1 88 18 27 46 537
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 0 4 8 19
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 3 4 4 171
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 32 3 4 6 104
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 3 7 117
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 3 4 72
The accuracy of asymmetric GARCH model estimation 0 0 0 11 0 1 3 48
The accuracy of asymmetric GARCH model estimation 0 0 0 19 1 2 3 90
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 2 20 0 1 3 82
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 6 6 16 339
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 1 2 50
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 1 1 3 62 3 4 18 262
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 2 3 50
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 2 8 9 314
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 0 4 129
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 3 4 12 219
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 1 1 27
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 3 3 4 73
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 15 0 0 5 39
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 0 1 25
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 1 3 33
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 6 7 9 251
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 1 23 0 0 4 101
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 1 1 2 155 4 7 15 399
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 2 3 4 60
Volatility estimation for Bitcoin: Replication and robustness 0 1 5 30 2 4 11 92
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 6 55 1 6 23 169
Volatility persistence in crude oil markets 0 0 1 26 3 5 11 164
Why calculate a business sentiment indicator for services? 0 0 1 14 2 2 5 88
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 9 11 68
Total Journal Articles 6 14 65 2,881 149 280 591 11,787

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

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Statistics updated 2025-12-06