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 0 3 5 19
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 1 16 53
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 66 0 2 8 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 1 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 3 15 229
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 4 10 44
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 2 10 37
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 6 15 114
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 2 8 37
A world trade leading index (WLTI) 0 0 0 0 0 2 9 54
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 3 11 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 3 11 54
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 3 13 86
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 4 6 36
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 4 14 95
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 270 3 6 17 890
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 1 4 7 28
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 0 1 8 36
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 0 239 0 1 27 988
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 3 11 314
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 1 1 9 134
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 0 13 21 104
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 0 6 16 76
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 3 20 283
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 4 16 196
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 5 18 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 7 35
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 2 3 30
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 0 3 7 279
Dynamic Factor Models: A review of the Literature 0 1 4 686 3 11 35 1,305
Dynamic factor models: A review of the literature 0 0 0 1 2 3 15 83
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 0 1 7 45
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 4 7 175
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 1 4 14 735
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 5 27 232
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 1 2 14 62
Forecasting and risk management in the Vietnam Stock Exchange 0 0 4 61 3 9 39 187
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 1 4 12 26
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 2 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 0 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 0 4 12 32
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 0 3 21 714
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 2 4 20 289
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 4 83
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 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 0 1 9 48
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 5 37
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 1 1 6 37
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 1 3 20
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 1 2 10 147
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 1 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 2 3 4 30
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 6 95
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 1 0 1 5 28
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 4 18
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 0 2 7 37
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 3 5 92
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 2 2 11 63
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 1 15 144
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 1 4 9 258
Market efficiency in the European carbon markets 0 0 0 5 0 3 8 46
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 4 15 48
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 0 7 23 948
Méthodes de prévision en finance 0 0 0 0 0 3 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 20 175
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 1 4 7 10
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 28 0 3 10 40
Nowcasting German GDP: A comparison of bridge and factor models 0 0 4 242 0 7 27 497
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 1 3 11 30
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 2 14 28
Precious metals shine? A market efficiency perspective 0 0 1 17 1 3 23 87
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 1 4 88
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 2 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 1 5 41 113
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 4 12 124
Stock Exchange Mergers and Market 0 0 0 37 0 1 11 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 0 3 10 187
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 55 0 2 19 98
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 0 2 9 28
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 4 9 58
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 29 4 8 18 87
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 1 1 9 41
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 81 1 5 13 354
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 5 28
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 4 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 25 51
Testing the purchasing power parity in China 0 0 0 509 0 3 6 1,751
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 1 1 3 33
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 1 9 14 27
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 11 0 1 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 2 12 32
The impact of screening strategies on the performance of ESG indices 0 0 0 57 2 3 19 174
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 1 6 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 2 7 78
The sensitivity of Fama-French factors to economic uncertainty 0 0 3 66 2 3 21 214
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 1 10 70
Uncertainty and the Macroeconomy 0 0 2 29 1 3 11 63
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 1 26 0 1 16 84
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 2 11 49
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 1 1 41 43
Variance ratio tests of random walk: An overview 0 0 0 33 2 6 18 136
Volatility Persistence in Crude Oil Markets 0 0 0 30 1 2 14 114
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 1 2 13 43
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 1 7 32 36
Volatility persistence in crude oil markets 0 0 0 38 0 1 13 94
Will precious metals shine ? A market efficiency perspective 0 1 1 14 0 4 15 76
Total Working Papers 0 2 32 4,919 56 331 1,403 16,791
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 0 2 10 52
A World Trade Leading Index (WTLI) 0 0 0 18 0 2 11 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 3 15 81
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 2 6 16 134
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 1 9 24 142
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 5 15 91
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 6 0 1 15 77
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 83 0 1 16 280
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 0 5 12 98
Backcasting world trade growth using data reduction methods 0 0 1 1 0 4 15 27
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 4 16 193
Commodity returns co-movements: Fundamentals or “style” effect? 0 1 1 30 1 9 21 108
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 8 24 206
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 1 6 21 138
Dynamic factor models: A review of the literature 0 0 5 133 1 5 44 396
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 0 0 9 18
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 0 1 9 29
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 2 15 33
Environmental Kuznets Curve and ecological footprint: A time series analysis 1 2 2 167 3 9 18 507
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 4 7 36 334
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 1 3 14 86
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 28 1 4 26 241
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 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 0 2 7 27
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 1 7 23 131
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 5 12 74
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 1 2 11 143
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 0 2 5 24
Large shocks and the September 11th terrorist attacks on international stock markets 1 1 2 157 1 3 20 373
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 2 10 170
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 0 5 25 257
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 2 3 14 168
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 3 16 134
Market efficiency in the European carbon markets 0 0 0 13 0 3 16 90
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 1 3 9 78
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 51 0 3 11 131
Nowcasting German GDP: A comparison of bridge and factor models 0 0 1 94 0 5 19 334
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 51 1 6 30 289
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 3 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 0 0 7 209
Oil price shocks, real economic activity and uncertainty 0 0 0 2 1 5 19 35
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 1 3 14 31
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 4 10 91
Outliers and GARCH models in financial data 0 0 1 247 0 1 10 565
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 1 6 119
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 20 0 0 6 112
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 5 0 3 14 38
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 0 4 14 126
Seasonal cointegration for monthly data 0 0 0 113 0 1 13 226
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 5 22 195
Stock exchange mergers and market efficiency 0 0 1 15 1 4 15 100
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 31 58 181 683
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 1 3 12 27
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 1 6 15 182
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 33 0 2 19 118
Testing the martingale difference hypothesis in CO2 emission allowances 1 1 1 17 3 8 21 133
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 1 11 79
The accuracy of asymmetric GARCH model estimation 0 0 0 19 1 3 12 99
The accuracy of asymmetric GARCH model estimation 0 0 0 11 1 8 17 63
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 20 1 6 13 94
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 0 2 25 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 5 17 65
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 1 62 5 13 34 286
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 1 4 11 59
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 2 11 31 336
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 1 9 135
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 0 9 21 232
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 1 12 82
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 1 15 0 1 8 44
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 4 6 31
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 0 4 18 261
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 1 4 9 108
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 3 156 3 7 23 413
Volatility estimation for Bitcoin: Replication and robustness 0 0 2 30 1 6 18 104
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 3 13 70
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 1 2 7 57 3 9 36 191
Volatility persistence in crude oil markets 0 0 0 26 1 5 22 180
Why calculate a business sentiment indicator for services? 0 0 0 14 0 1 17 102
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 2 16 74
Total Journal Articles 4 8 42 2,896 86 371 1,455 12,838

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

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