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 4 15
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 2 2 4 40
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 2 4 7 103
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 1 2 35
A new monthly chronology of the US industrial cycles in the prewar economy 0 1 1 47 3 7 9 110
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 3 4 7 219
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 1 5 6 33
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 3 6 9 106
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 1 3 6 49
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 2 2 4 34
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 1 2 28
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 3 3 46
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 3 5 77
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 1 5 8 86
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 0 4 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 2 4 7 33
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 10 12 20 974
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 1 5 5 130
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 2 2 2 5
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 2 3 3 86
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 1 6 8 67
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 2 10 13 274
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 3 7 8 252
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 3 5 7 185
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 3 4 6 33
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 0 0 2 272
Dynamic Factor Models: A review of the Literature 0 1 3 683 1 7 14 1,282
Dynamic factor models: A review of the literature 0 0 0 1 5 9 10 78
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 1 3 6 43
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 2 3 170
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 3 5 5 726
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 3 4 208
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 2 6 8 54
Forecasting and risk management in the Vietnam Stock Exchange 0 2 5 61 11 15 27 170
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 3 5 5 19
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 1 4 4 13
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 2 41
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 1 5 5 25
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 2 4 10 700
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 1 3 6 272
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 2 3 81
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 3 4 8 55
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 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 0 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 0 1 1 18
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 0 0 2 138
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 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 0 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 0 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 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 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 0 5 5 57
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 3 131
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 0 3 251
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 2 3 7 38
Monthly forecasting of French GDP: A revised version of the OPTIM model 1 1 1 250 4 7 11 933
Méthodes de prévision en finance 0 0 0 0 0 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 3 5 8 162
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 0 1 2 28 0 2 4 33
Nowcasting German GDP: A comparison of bridge and factor models 0 0 5 241 1 12 24 487
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 1 2 3 22
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 4 6 19
Precious metals shine? A market efficiency perspective 0 0 1 17 3 9 14 78
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 4 5 59
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 3 8 10 81
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 6 7 119
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 2 52
Stock Exchange Mergers and Market 0 0 0 37 1 3 4 89
Stock Exchange Mergers and Market Efficiency 1 1 1 65 1 3 9 181
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 2 4 7 84
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 0 2 4 22
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 2 50
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 28 1 3 8 72
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 2 2 4
Testing for random walk behavior in euro exchange rates 0 0 0 0 3 3 3 35
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 2 2 25
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 0 2 3 343
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 1 1 2 60
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 2 5 8 32
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 1 2 2 32
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 1 2 3 16
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 1 2 3 57
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 1 1 2 22
The impact of screening strategies on the performance of ESG indices 0 0 0 57 0 3 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 0 1 2 73
The sensitivity of Fama-French factors to economic uncertainty 1 1 3 66 3 4 12 203
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 2 2 3 63
Uncertainty and the Macroeconomy 1 1 1 28 3 4 5 56
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 2 4 7 74
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 15 19 20 22
Variance ratio tests of random walk: An overview 0 0 0 33 4 5 7 125
Volatility Persistence in Crude Oil Markets 0 0 0 30 1 3 3 103
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 0 2 5 34
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 1 7 10 13
Volatility persistence in crude oil markets 0 0 0 38 1 7 7 88
Will precious metals shine ? A market efficiency perspective 0 0 0 13 3 5 7 67
Total Working Papers 4 10 34 4,908 158 382 611 15,900
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 2 2 2 44
A World Trade Leading Index (WTLI) 0 0 2 18 1 2 8 80
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 3 4 69
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 5 7 9 126
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 0 3 7 122
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 3 4 4 80
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 3 5 10 69
Are disaggregate data useful for factor analysis in forecasting French GDP? 1 1 2 82 2 6 10 270
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 1 4 6 91
Backcasting world trade growth using data reduction methods 0 0 0 0 3 4 7 17
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 3 8 9 185
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 1 5 8 93
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 3 4 5 187
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 6 11 126
Dynamic factor models: A review of the literature 0 3 5 133 0 15 31 373
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 0 2 5 13
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 3 8 23
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 2 8 25
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 1 165 1 3 13 495
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 3 11 19 315
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 2 3 6 78
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 2 28 5 8 15 225
Forecasts of the seasonal fractional integrated series 0 0 0 41 1 1 3 243
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 0 2 3 22
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 7 8 116
International stock return predictability: Evidence from new statistical tests 0 0 0 14 1 2 3 64
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 1 5 6 138
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 0 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 2 156 6 7 11 363
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 2 3 5 165
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 1 52 0 5 13 239
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 1 3 5 159
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 1 1 2 38 2 5 10 126
Market efficiency in the European carbon markets 0 0 0 13 0 2 7 80
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 1 2 71
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 51 0 2 7 125
Nowcasting German GDP: A comparison of bridge and factor models 0 1 2 94 3 6 10 322
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 2 4 51 1 10 17 274
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 1 39 1 1 4 205
Oil price shocks, real economic activity and uncertainty 0 0 0 2 1 4 8 22
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 2 5 8 24
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 1 2 3 84
Outliers and GARCH models in financial data 0 0 1 246 0 1 4 557
Performance of short-term trend predictors for current economic analysis 0 0 0 26 2 3 3 116
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 1 1 20 0 3 5 111
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 3 5 2 4 11 29
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 3 5 8 118
Seasonal cointegration for monthly data 0 0 1 113 4 5 8 220
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 3 5 9 182
Stock exchange mergers and market efficiency 0 1 1 15 1 2 9 90
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 48 73 91 585
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 1 3 9 20
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 4 4 171
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 32 3 7 8 107
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 4 8 118
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 3 4 72
The accuracy of asymmetric GARCH model estimation 0 0 0 19 2 4 5 92
The accuracy of asymmetric GARCH model estimation 0 0 0 11 0 0 3 48
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 2 20 1 2 4 83
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 5 11 21 344
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 2 3 51
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 1 3 62 2 5 17 264
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 2 4 5 52
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 1 6 10 315
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 0 3 12 219
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 2 3 3 29
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 2 5 5 75
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 15 2 2 7 41
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 1 1 26
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 2 9 11 253
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 1 1 3 102
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 2 155 1 8 16 400
Volatility estimation for Bitcoin: Replication and robustness 0 0 4 30 1 3 11 93
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 1 4 4 61
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 6 55 3 8 26 172
Volatility persistence in crude oil markets 0 0 1 26 1 6 11 165
Why calculate a business sentiment indicator for services? 0 0 1 14 0 2 5 88
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 9 11 68
Total Journal Articles 2 13 59 2,883 162 405 724 11,949

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 3 3 5 11
Total Chapters 0 0 0 0 3 3 5 11

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Statistics updated 2026-01-09