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 Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 6 0 0 3 32
A Revision of the US Business- Cycles Chronology 1790–1928 0 0 0 31 2 3 4 81
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 1 2 3 83
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 2 5 10 88
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 7 7 14 54
A new monthly chronology of the US industrial cycles in the prewar economy 0 1 1 75 2 8 21 199
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 33 1 2 14 85
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 27 0 1 2 63
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 2 7 68
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 12 235 3 8 48 734
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 1 4 22 166 12 30 110 627
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 65 2 3 5 293
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 14 6 7 9 112
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 1 2 6 67
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 0 69 0 2 6 242
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 7 23 170
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 3 79 2 5 20 225
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 72 2 2 5 255
Dynamic Factor Models: A review of the Literature 1 6 25 619 6 21 103 1,081
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 2 4 97 1 7 16 128
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 257 1 2 7 707
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 1 3 54 3 5 11 181
Forecasting and risk management in the Vietnam Stock Exchange 1 1 2 34 4 7 19 50
How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 0 0 2 13 0 1 9 9
Identification of slowdowns and accelerations for the euro area economy 0 0 1 77 1 1 9 247
Identification of slowdowns and accelerations for the euro area economy 0 1 4 212 3 5 15 633
Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers 0 0 1 5 2 3 6 34
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 7 8 10 81
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 47 2 4 4 84
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 1 3 110
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 1 1 3 118
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 1 9 230 9 22 56 825
New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach 1 2 2 15 3 5 14 93
Nowcasting German GDP: A comparison of bridge and factor models 0 5 18 173 8 20 63 274
Precious metals shine? A market efficiency perspective 0 0 1 16 3 4 11 56
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 1 2 42 1 3 10 73
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 58 0 0 0 103
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 9 0 0 2 66
Stock Exchange Mergers and Market Efficiency 1 1 1 61 3 5 13 146
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 53 0 2 7 57
Stock Return Predictability: Evaluation based on prediction intervals 0 1 1 38 2 3 5 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 78 0 2 8 321
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 2 3 3 50
Testing the purchasing power parity in China 0 1 5 494 2 5 13 1,693
The impact of screening strategies on the performance of ESG indices 2 3 8 23 7 11 34 72
The sensitivity of Fama-French factors to economic uncertainty 1 1 4 50 2 4 13 129
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 1 15 1 5 14 33
Volatility Persistence in Crude Oil Markets 0 0 0 29 0 2 11 69
Total Working Papers 8 33 133 4,047 120 258 802 11,033
57 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 9 0 1 2 34
A World Trade Leading Index (WTLI) 0 0 2 10 2 2 11 44
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 1 12 56
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 17 2 2 4 104
A revision of the US business-cycles chronology 1790-1928 0 0 2 20 0 1 7 95
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 1 13 0 0 2 66
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 1 2 2 7 19
Are disaggregate data useful for factor analysis in forecasting French GDP? 1 3 8 67 4 8 26 212
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 1 11 2 3 19 59
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 3 4 10 160
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 2 23 2 2 8 62
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 25 2 4 13 162
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 1 2 6 14 45 51
Dynamic factor models: A review of the literature 0 3 10 106 3 14 48 262
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 3 22 109 3 18 66 280
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 1 1 3 69 3 4 13 260
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 22 3 3 4 64
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 2 14 6 9 30 67
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 0 238
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 1 1 1 1 7 7
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 2 8 103
International stock return predictability: Evidence from new statistical tests 0 1 3 7 0 2 17 33
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 2 2 5 129
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 11 1 2 4 114
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 1 6 0 0 2 11
Large shocks and the September 11th terrorist attacks on international stock markets 2 2 4 124 5 5 12 293
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 2 28 0 1 6 137
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 1 3 31 5 8 24 142
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 1 2 8 2 8 18 111
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 2 4 25 1 6 21 77
Market efficiency in the European carbon markets 0 0 0 10 2 2 6 49
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 16 0 0 2 57
Nowcasting German GDP: A comparison of bridge and factor models 1 2 3 85 6 8 21 273
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 33 46 88 108 201
OPTIM: a quarterly forecasting tool for French GDP 0 1 2 36 12 28 40 140
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 27 2 3 12 153
Outliers and GARCH models in financial data 1 1 4 226 3 7 17 513
Performance of short-term trend predictors for current economic analysis 0 0 0 22 0 0 1 106
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 12 1 2 3 75
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 1 0 0 4 10
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 11 6 16 23 68
Seasonal cointegration for monthly data 0 0 0 112 0 0 4 200
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 38 0 1 7 143
Stock exchange mergers and market efficiency 0 0 1 14 0 4 9 68
Stock market reactions to FIFA World Cup announcements: An event study 0 5 14 61 4 14 63 283
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 45 2 2 9 141
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 2 3 24 2 6 15 77
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 2 43
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 1 16 0 0 3 81
The accuracy of asymmetric GARCH model estimation 0 0 1 1 2 2 10 10
The accuracy of asymmetric GARCH model estimation 1 2 3 3 5 18 22 22
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 1 11 2 2 3 51
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 78 1 1 9 283
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 2 1 2 2 38
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 2 4 20 35 6 21 69 133
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 3 39
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 73 1 3 11 261
The uncertain unit root in real GNP: A re-examination 0 0 1 40 1 1 3 107
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 18 1 3 16 144
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 3 17
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 14 57
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 1 5 5 4 6 14 16
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 6 1 1 5 25
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 6 11
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 1 2 7 0 2 4 22
Unit roots and infrequent large shocks: new international evidence on output 0 0 2 100 1 2 7 230
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 1 15 3 5 14 81
VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 3 144 2 4 8 357
Volatility estimation for Bitcoin: Replication and robustness 1 3 7 7 1 5 14 14
Volatility estimation for Bitcoin: Replication and robustness 0 0 2 2 2 4 12 12
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 2 5 17 17 5 12 47 47
Volatility persistence in crude oil markets 2 2 3 20 2 6 15 113
Why calculate a business sentiment indicator for services? 0 0 0 12 2 4 4 76
Will precious metals shine? A market efficiency perspective 0 0 1 2 0 2 8 35
Total Journal Articles 14 47 177 2,230 190 417 1,123 8,334

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Statistics updated 2020-02-04