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 Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 1 7 0 0 1 33
A Revision of the US Business- Cycles Chronology 1790–1928 0 0 1 32 0 0 5 83
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 0 1 5 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 2 4 8 32
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 2 9 92
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 0 2 12 59
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 75 0 2 13 204
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 0 5 23
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 33 0 0 2 85
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 3 21
A world trade leading index (WLTI) 0 0 0 0 0 0 5 17
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 1 0 3 6 17
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 2 0 3 8 26
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 0 1 2 4 12
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 1 28 1 1 3 65
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 1 1 11 27
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 5 71
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 12 246 2 6 38 764
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 0 3 18
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 1 1 16 1 2 4 22
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 3 16 34 196 16 49 129 726
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 65 0 1 4 294
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 14 0 0 7 112
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 0 4 69
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 0 0 4 51
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 1 1 70 0 4 6 246
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 0 0 8 32
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 5 2 3 16 23
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 2 10 173
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 79 0 2 9 229
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 5 23
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 72 0 0 3 256
Dynamic Factor Models: A review of the Literature 0 2 20 633 2 6 66 1,126
Dynamic factor models: A review of the literature 0 0 0 0 0 1 25 58
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 2 4 12 107 4 12 32 153
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 257 1 2 6 711
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 2 55 0 0 12 188
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 1 0 0 4 33
Forecasting and risk management in the Vietnam Stock Exchange 0 3 8 41 0 7 33 76
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 1 4 8
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 9 2 3 15 24
How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 0 0 0 13 0 0 4 12
Identification of slowdowns and accelerations for the euro area economy 0 0 0 77 1 2 6 252
Identification of slowdowns and accelerations for the euro area economy 1 2 9 220 1 2 27 655
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 2 31 62
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 1 8 35
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 1 10 34
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 12 31
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 3 14 29
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 2 12 29
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 1 1 4 14
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 0 0 1 7 21
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 0 3 12 85
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 3 10 36
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 1 7 14
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 9
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 0 1 4 26
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 47 0 0 4 84
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 2 1 2 14 39
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 2 2 6 115
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 19 65 161 223
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 0 1 2 119
Market efficiency in the European carbon markets 0 0 0 4 0 1 7 27
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 2 8 23
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 6 235 4 5 66 869
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 3 16 2 5 20 108
Nowcasting German GDP: A comparison of bridge and factor models 1 6 18 186 9 19 75 329
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 5 57
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 1 42 0 0 5 75
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 2 1 2 9 45
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 9 0 0 0 66
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 58 0 1 2 105
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 6 0 0 11 39
Stock Exchange Mergers and Market 1 1 1 36 1 1 9 74
Stock Exchange Mergers and Market Efficiency 0 0 2 62 1 2 10 151
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 54 1 2 7 62
Stock Return Predictability: Evaluation based on prediction intervals 0 0 1 38 1 1 5 34
Stock market reactions to FIFA World Cup announcements: An event study 0 0 3 21 0 0 9 50
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 1 8 26
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 4 15
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 79 0 0 5 324
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 4 51
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 1 2 13 33
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 1 7 21
Testing the purchasing power parity in China 0 1 3 496 1 7 18 1,706
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 10 28
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 0 0 10
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 3 48
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 5 16
The impact of screening strategies on the performance of ESG indices 1 3 10 30 3 5 30 91
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 1 1 5 11
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 1 17 0 0 5 58
The sensitivity of Fama-French factors to economic uncertainty 1 2 4 53 2 4 17 142
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 1 1 7 31
Uncertainty and the Macroeconomy 0 0 3 25 0 4 15 38
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 2 3 18 0 4 11 39
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 8 24
Variance ratio tests of random walk: An overview 0 0 3 24 1 2 16 86
Volatility Persistence in Crude Oil Markets 0 0 1 30 3 4 18 85
Volatility persistence in crude oil markets 1 1 1 36 3 3 11 75
Will precious metals shine ? A market efficiency perspective 0 0 0 12 1 2 7 43
Total Working Papers 11 46 172 4,509 104 299 1,385 13,407

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 0 3 36
A World Trade Leading Index (WTLI) 0 0 1 11 1 1 6 48
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 3 5 60
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 17 0 0 2 104
A revision of the US business-cycles chronology 1790-1928 0 0 0 20 0 0 2 96
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 13 0 1 3 69
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 2 1 2 10 27
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 8 72 1 4 22 226
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 11 1 2 12 68
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 1 7 163
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 23 0 0 6 66
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 1 1 26 1 3 10 168
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 2 6 8 30 67
Dynamic factor models: A review of the literature 1 1 5 108 3 3 37 285
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 0 2 2 3 3
Environmental Kuznets Curve and ecological footprint: A time series analysis 3 5 17 123 12 21 68 330
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 2 70 0 0 8 264
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 22 0 0 3 64
Forecasting crude-oil market volatility: Further evidence with jumps 0 1 3 17 3 12 55 113
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 1 239
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 1 0 1 6 12
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 3 104
International stock return predictability: Evidence from new statistical tests 0 0 1 7 1 1 4 35
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 5 132
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 11 0 0 7 119
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 1 1 12
Large shocks and the September 11th terrorist attacks on international stock markets 1 1 9 131 1 2 17 305
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 28 1 2 8 144
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 6 36 0 2 22 156
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 1 8 1 2 10 113
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 4 27 0 2 16 87
Market efficiency in the European carbon markets 0 0 1 11 0 2 6 53
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 16 0 0 0 57
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 85 1 1 14 279
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 2 35 1 14 109 222
OPTIM: a quarterly forecasting tool for French GDP 0 0 1 36 0 2 33 145
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 28 3 5 20 170
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 0 2 5 9 9
Outliers and GARCH models in financial data 0 3 8 233 0 3 17 523
Performance of short-term trend predictors for current economic analysis 0 1 1 23 0 1 1 107
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 0 12 1 1 4 77
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 1 0 0 1 11
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 2 13 1 2 30 82
Seasonal cointegration for monthly data 0 0 0 112 0 1 2 202
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 38 0 1 2 144
Stock exchange mergers and market efficiency 0 0 0 14 1 2 12 76
Stock market reactions to FIFA World Cup announcements: An event study 2 5 17 73 6 12 58 327
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 45 0 2 7 146
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 2 24 0 0 10 81
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 1 2 83
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 1 2 45
The accuracy of asymmetric GARCH model estimation 0 0 1 2 0 0 7 15
The accuracy of asymmetric GARCH model estimation 0 2 12 13 0 4 45 49
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 11 0 0 3 52
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 79 0 0 8 290
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 2 0 0 3 39
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 5 36 2 14 57 169
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 2 41
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 73 0 0 7 265
The uncertain unit root in real GNP: A re-examination 0 0 0 40 1 1 4 110
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 19 1 1 12 153
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 1 18
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 1 2 59
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 1 5 1 1 8 18
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 6 0 1 3 27
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 3 13
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 1 7 0 1 5 25
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 100 0 0 4 232
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 15 0 0 6 82
Volatility estimation for Bitcoin: Replication and robustness 0 0 3 5 2 4 18 26
Volatility estimation for Bitcoin: Replication and robustness 0 1 7 11 0 3 18 27
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 3 15 27 1 8 36 71
Volatility persistence in crude oil markets 1 1 6 24 5 6 21 128
Why calculate a business sentiment indicator for services? 0 0 0 12 0 1 7 79
Will precious metals shine? A market efficiency perspective 0 0 1 3 0 0 3 36
Total Journal Articles 8 26 150 2,190 66 179 1,014 8,578
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Statistics updated 2020-11-03