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 2 4 5 19
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 1 6 16 53
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 66 2 2 8 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 2 4 15 229
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 4 5 10 44
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 1 1 12 114
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 2 3 10 37
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 4 6 15 114
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 1 6 8 37
A world trade leading index (WLTI) 0 0 0 0 2 5 10 54
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 2 3 11 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 1 4 1 7 11 54
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 4 12 85
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 4 4 6 36
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 4 4 15 95
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 3 4 15 887
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 3 3 6 27
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 1 2 8 36
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 0 239 1 4 27 988
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 1 6 11 314
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 1 8 133
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 5 8
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 10 16 21 104
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 3 6 17 76
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 2 3 20 283
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 3 4 15 195
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 1 7 35
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 1 7 18 263
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 1 2 4 30
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 3 3 7 279
Dynamic Factor Models: A review of the Literature 1 1 4 686 6 13 32 1,302
Dynamic factor models: A review of the literature 0 0 0 1 1 1 13 81
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 1 1 7 45
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 3 5 7 175
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 3 3 13 734
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 11 27 232
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 1 14 61
Forecasting and risk management in the Vietnam Stock Exchange 0 0 4 61 6 7 37 184
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 3 3 11 25
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 10 19
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 2 7 46
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 5 12 32
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 3 18 287
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 7 21 714
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 3 82
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 12 62
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 1 5 9 48
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 6 37
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 6 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 1 5 37
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 1 2 3 20
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 0 2 9 146
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 2 3 3
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 28
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 5 94
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 3 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 0 2 2 4 18
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 1 2 5 28
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 2 5 7 37
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 3 3 5 92
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 16 144
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 2 3 8 257
Market efficiency in the European carbon markets 0 0 0 5 3 4 8 46
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 3 8 16 48
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 4 8 24 948
Méthodes de prévision en finance 0 0 0 0 2 4 15 53
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 4 19 174
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 3 3 6 9
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 28 2 3 10 40
Nowcasting German GDP: A comparison of bridge and factor models 0 1 5 242 6 8 29 497
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 2 4 10 29
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 1 2 14 28
Precious metals shine? A market efficiency perspective 0 0 1 17 1 4 22 86
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 1 2 4 88
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 1 5 12 66
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 13 40 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 3 4 12 124
Stock Exchange Mergers and Market 0 0 0 37 1 1 11 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 2 3 12 187
Stock Return Predictability: Evaluation based on Prediction Intervals 0 1 1 55 0 13 19 98
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 1 2 9 28
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 3 5 9 58
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 29 3 7 15 83
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 0 2 4
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 2 8 40
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 1 5 28
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 1 1 81 3 7 12 353
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 3 7 9 68
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 1 5 63
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 2 7 23 49
Testing the purchasing power parity in China 0 0 0 509 3 4 6 1,751
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 2 32
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 8 8 13 26
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 11 0 2 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 2 4 12 32
The impact of screening strategies on the performance of ESG indices 0 0 0 57 1 2 17 172
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 3 6 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 3 6 77
The sensitivity of Fama-French factors to economic uncertainty 0 0 3 66 0 4 20 212
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 1 4 10 70
Uncertainty and the Macroeconomy 0 1 2 29 1 4 10 62
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 1 1 26 0 5 16 84
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 2 4 13 49
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 0 40 42
Variance ratio tests of random walk: An overview 0 0 0 33 2 6 16 134
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 2 13 113
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 0 5 12 42
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 3 16 31 35
Volatility persistence in crude oil markets 0 0 0 38 1 1 13 94
Will precious metals shine ? A market efficiency perspective 1 1 1 14 3 6 15 76
Total Working Papers 2 9 34 4,919 192 440 1,366 16,735
5 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 2 5 10 52
A World Trade Leading Index (WTLI) 0 0 1 18 2 4 13 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 4 15 81
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 4 4 14 132
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 3 13 23 141
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 2 5 14 90
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 2 6 0 4 16 77
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 3 83 0 2 18 280
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 4 5 12 98
Backcasting world trade growth using data reduction methods 0 1 1 1 4 8 15 27
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 4 5 16 193
Commodity returns co-movements: Fundamentals or “style” effect? 0 1 1 30 6 10 21 107
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 5 12 24 206
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 5 7 20 137
Dynamic factor models: A review of the literature 0 0 5 133 0 15 50 395
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 0 3 9 18
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 1 2 16 33
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 2 9 29
Environmental Kuznets Curve and ecological footprint: A time series analysis 1 1 1 166 4 6 17 504
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 0 7 32 330
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 2 3 13 85
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 28 3 8 27 240
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 1 3 244
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 3 8 27
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 5 8 22 130
International stock return predictability: Evidence from new statistical tests 0 0 0 14 4 7 11 73
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 10 142
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 0 0 3 135
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 2 3 5 24
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 1 156 1 2 19 372
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 2 2 10 170
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 4 11 27 257
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 1 2 12 166
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 4 15 133
Market efficiency in the European carbon markets 0 0 0 13 2 4 16 90
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 2 4 8 77
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 51 3 4 11 131
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 94 2 7 20 334
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 4 51 4 7 30 288
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 2 5 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 0 1 7 209
Oil price shocks, real economic activity and uncertainty 0 0 0 2 3 6 18 34
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 2 3 14 30
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 2 5 10 91
Outliers and GARCH models in financial data 0 1 1 247 1 3 11 565
Performance of short-term trend predictors for current economic analysis 0 0 0 26 1 1 6 119
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 20 0 1 6 112
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 1 5 3 3 15 38
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 3 5 14 126
Seasonal cointegration for monthly data 0 0 0 113 0 4 13 226
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 10 21 194
Stock exchange mergers and market efficiency 0 0 1 15 3 5 14 99
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 13 34 150 652
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 2 3 11 26
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 4 6 14 181
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 33 2 5 19 118
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 4 9 18 130
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 4 11 79
The accuracy of asymmetric GARCH model estimation 0 0 0 19 2 3 11 98
The accuracy of asymmetric GARCH model estimation 0 0 0 11 4 8 16 62
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 20 4 6 12 93
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 1 4 29 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 4 5 17 65
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 2 62 2 12 31 281
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 3 3 11 58
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 2 14 29 334
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 1 10 135
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 6 11 22 232
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 2 12 82
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 1 15 1 1 8 44
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 2 3 5 30
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 0 5 35
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 2 4 18 261
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 2 3 8 107
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 1 1 3 156 1 7 24 410
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 1 5 13 70
Volatility estimation for Bitcoin: Replication and robustness 0 0 2 30 5 6 17 103
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 6 56 3 11 34 188
Volatility persistence in crude oil markets 0 0 1 26 2 7 24 179
Why calculate a business sentiment indicator for services? 0 0 0 14 1 9 17 102
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 16 74
Total Journal Articles 2 9 46 2,892 185 446 1,412 12,752

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 2 2 8 14
Total Chapters 0 0 0 0 2 2 8 14

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