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 3 15
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 7 9 11 47
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 2 4 9 105
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 6 10 13 225
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 4 5 6 39
A new monthly chronology of the US industrial cycles in the prewar economy 0 1 1 47 3 9 12 113
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 1 3 7 34
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 2 6 11 108
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 2 2 3 31
A world trade leading index (WLTI) 0 0 0 0 0 3 6 49
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 5 7 8 39
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 3 4 5 31
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 3 4 47
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 4 6 9 81
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 2 2 2 32
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 5 9 12 91
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 1 4 13 883
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 1 1 3 24
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 1 3 7 34
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 10 22 28 984
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 5 5 6 308
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 3 5 5 8
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 2 7 7 132
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 2 4 5 88
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 3 6 11 70
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 6 13 18 280
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 4 6 34
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 6 11 12 191
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 4 9 11 256
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 1 2 28
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 4 4 5 276
Dynamic Factor Models: A review of the Literature 2 2 5 685 7 10 21 1,289
Dynamic factor models: A review of the literature 0 0 0 1 2 10 12 80
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 1 3 7 44
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 2 3 170
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 5 9 10 731
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 13 16 17 221
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 6 12 13 60
Forecasting and risk management in the Vietnam Stock Exchange 0 0 5 61 7 20 34 177
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 3 6 8 22
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 3 6 7 16
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 3 5 5 44
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 2 7 7 27
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 7 11 17 707
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 12 13 17 284
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 3 4 82
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 5 9 12 60
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 4 5 43
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 3 3 5 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 3 3 4 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 5 6 36
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 1 1 18
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 6 6 8 144
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 0 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 1 1 2 27
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 3 4 5 93
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 2 2 4 46
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 2 2 3 26
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 2 2 16
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 2 2 2 32
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 2 2 2 89
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 4 8 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 11 13 14 142
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 3 3 6 254
Market efficiency in the European carbon markets 0 0 0 5 2 2 4 42
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 2 5 9 40
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 1 1 250 7 13 18 940
Méthodes de prévision en finance 0 0 0 0 9 10 13 49
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 8 12 16 170
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 3 3 3 6
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 1 2 28 4 5 8 37
Nowcasting German GDP: A comparison of bridge and factor models 0 0 4 241 2 8 22 489
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 3 5 6 25
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 7 10 12 26
Precious metals shine? A market efficiency perspective 0 0 1 17 4 8 18 82
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 2 3 86
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 2 6 7 61
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 6 8 120
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 1 2 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 18 23 27 99
Stock Exchange Mergers and Market 0 0 0 37 6 9 10 95
Stock Exchange Mergers and Market Efficiency 0 1 1 65 3 5 12 184
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 4 7 85
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 4 6 8 26
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 3 3 5 53
Stock market reactions to FIFA World Cup announcements: An event study 0 1 1 28 4 6 8 76
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 1 2 4
Testing for random walk behavior in euro exchange rates 0 0 0 0 3 6 6 38
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 2 4 4 27
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 3 4 6 346
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 1 2 2 61
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 3 3 4 62
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 10 15 18 42
Testing the purchasing power parity in China 0 0 0 509 2 2 2 1,747
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 1 2 32
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 2 4 5 18
The efficiency of the crude oil markets: Evidence from variance ratio tests 1 1 1 11 5 7 8 62
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 6 7 8 28
The impact of screening strategies on the performance of ESG indices 0 0 0 57 6 8 15 170
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 1 1 3 18
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 2 3 74
The sensitivity of Fama-French factors to economic uncertainty 0 1 3 66 5 9 17 208
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 3 5 6 66
Uncertainty and the Macroeconomy 0 1 1 28 2 6 6 58
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 5 9 11 79
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 6 6 10 45
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 20 37 40 42
Variance ratio tests of random walk: An overview 0 0 0 33 3 8 10 128
Volatility Persistence in Crude Oil Markets 0 0 0 30 8 11 11 111
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 3 4 8 37
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 6 8 16 19
Volatility persistence in crude oil markets 0 0 0 38 5 11 12 93
Will precious metals shine ? A market efficiency perspective 0 0 0 13 3 6 10 70
Total Working Papers 3 10 35 4,911 426 724 1,005 16,326
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 3 5 5 47
A World Trade Leading Index (WTLI) 0 0 2 18 2 4 10 82
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 8 11 12 77
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 2 8 11 128
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 6 9 12 128
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 5 8 9 85
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 4 7 12 73
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 2 82 8 13 18 278
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 2 5 8 93
Backcasting world trade growth using data reduction methods 0 0 0 0 2 6 9 19
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 3 11 11 188
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 4 7 11 97
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 7 10 12 194
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 4 6 14 130
Dynamic factor models: A review of the literature 0 1 5 133 7 13 38 380
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 2 4 10 27
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 8 10 16 31
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 2 4 7 15
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 0 165 3 5 15 498
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 8 15 26 323
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 4 6 10 82
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 2 28 7 15 22 232
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 1 2 243
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 4 5 24
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 6 12 14 122
International stock return predictability: Evidence from new statistical tests 0 0 0 14 2 4 4 66
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 3 6 9 141
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 2 3 4 135
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 2 2 3 21
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 156 7 14 18 370
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 3 5 8 168
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 1 52 7 7 20 246
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 5 6 10 164
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 2 38 3 6 13 129
Market efficiency in the European carbon markets 0 0 0 13 6 8 12 86
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 2 2 4 73
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 51 2 3 8 127
Nowcasting German GDP: A comparison of bridge and factor models 0 1 2 94 5 11 15 327
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 4 51 7 12 23 281
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 4 4 4 154
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 39 3 4 7 208
Oil price shocks, real economic activity and uncertainty 0 0 0 2 6 10 14 28
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 3 8 11 27
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 2 4 5 86
Outliers and GARCH models in financial data 0 0 0 246 5 6 8 562
Performance of short-term trend predictors for current economic analysis 0 0 0 26 2 5 5 118
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 1 1 20 0 2 5 111
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 2 5 6 9 15 35
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 3 8 11 121
Seasonal cointegration for monthly data 0 0 1 113 2 7 10 222
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 6 11 184
Stock exchange mergers and market efficiency 0 1 1 15 4 6 12 94
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 33 99 120 618
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 3 4 12 23
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 4 7 8 175
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 32 6 12 14 113
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 3 5 11 121
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 3 4 7 75
The accuracy of asymmetric GARCH model estimation 0 0 0 11 6 6 9 54
The accuracy of asymmetric GARCH model estimation 0 0 0 19 3 6 8 95
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 1 20 4 5 7 87
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 5 16 25 349
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 9 11 12 60
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 1 2 62 5 10 21 269
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 3 5 8 55
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 5 8 15 320
The uncertain unit root in real GNP: A re-examination 0 0 0 42 5 5 9 134
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 2 5 14 221
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 5 7 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 5 10 10 80
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 15 2 4 8 43
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 2 2 27
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 2 2 5 35
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 4 12 15 257
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 2 3 5 104
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 2 155 3 8 18 403
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 4 7 8 65
Volatility estimation for Bitcoin: Replication and robustness 0 0 4 30 4 7 15 97
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 6 55 5 9 31 177
Volatility persistence in crude oil markets 0 0 1 26 7 11 18 172
Why calculate a business sentiment indicator for services? 0 0 1 14 5 7 10 93
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 13 70
Total Journal Articles 0 8 53 2,883 357 668 1,054 12,306

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 1 4 6 12
Total Chapters 0 0 0 0 1 4 6 12

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Statistics updated 2026-02-12