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 2 4 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 0 77 1 3 16 230
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 4 10 44
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 1 12 114
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 2 9 37
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 4 15 114
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 1 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 2 11 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 1 11 54
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 2 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 0 6 16 890
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 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 26 988
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 1 2 12 315
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 5 8
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 1 2 10 135
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 1 11 22 105
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 1 1 1 7 1 4 17 77
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 11 13 31 294
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 4 16 196
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 1 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 1 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 0 9 33 1,305
Dynamic factor models: A review of the literature 0 0 0 1 1 4 16 84
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 1 2 8 46
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 3 7 175
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 4 14 735
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 3 27 232
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 1 2 15 63
Forecasting and risk management in the Vietnam Stock Exchange 0 0 4 61 2 11 41 189
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 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 1 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 2 12 32
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 2 21 715
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 2 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 0 1 4 83
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 12 63
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 6 37
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 6 37
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 5 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 0 1 10 147
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 0 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 0 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 0 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 1 3 5 19
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 3 5 14 66
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 16 145
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 1 1 1 25 1 4 10 259
Market efficiency in the European carbon markets 0 0 0 5 0 3 7 46
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 4 14 49
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 1 5 24 949
Méthodes de prévision en finance 0 0 0 0 0 2 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 0 2 19 175
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 4 7 10
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 28 2 4 12 42
Nowcasting German GDP: A comparison of bridge and factor models 0 0 4 242 0 6 25 497
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 3 11 30
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 1 14 28
Precious metals shine? A market efficiency perspective 0 0 1 17 0 2 21 87
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 1 2 5 89
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 1 12 66
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 2 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 2 42 114
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 3 12 124
Stock Exchange Mergers and Market 0 0 0 37 0 1 10 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 0 2 10 187
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 1 55 0 0 19 98
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 0 1 9 28
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 3 9 58
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 29 2 9 20 89
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 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 0 0 1 1 6 29
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 14 355
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 3 9 68
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 0 5 63
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 4 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 0 1 3 33
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 9 13 27
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 11 0 0 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 1 3 13 33
The impact of screening strategies on the performance of ESG indices 0 0 0 57 1 4 19 175
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 0 6 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 1 7 78
The sensitivity of Fama-French factors to economic uncertainty 0 0 2 66 1 3 20 215
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 0 2 11 63
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 1 26 0 0 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 2 42 44
Variance ratio tests of random walk: An overview 0 0 0 33 0 4 18 136
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 1 14 114
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 0 1 13 43
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 0 4 32 36
Volatility persistence in crude oil markets 0 0 0 38 1 2 14 95
Will precious metals shine ? A market efficiency perspective 0 1 1 14 0 3 15 76
Total Working Papers 2 4 33 4,921 44 292 1,425 16,835
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 10 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 2 16 82
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 6 16 134
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 0 4 23 142
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 3 15 91
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 6 0 0 14 77
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 83 0 0 16 280
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 1 5 12 99
Backcasting world trade growth using data reduction methods 0 0 1 1 1 5 16 28
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 0 1 30 1 8 22 109
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 5 24 206
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 7 13 28 145
Dynamic factor models: A review of the literature 0 0 3 133 1 2 41 397
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 0 1 8 29
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 1 15 33
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 1 1 8 19
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 2 2 167 0 7 17 507
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 1 1 2 83 2 6 37 336
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 1 4 15 87
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 28 0 4 25 241
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 0 6 23 131
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 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 0 1 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 2 3 158 1 3 20 374
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 4 24 257
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 3 12 168
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 3 17 135
Market efficiency in the European carbon markets 0 0 0 13 0 2 15 90
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 3 9 78
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 51 0 3 10 131
Nowcasting German GDP: A comparison of bridge and factor models 0 0 1 94 1 3 20 335
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 51 1 6 30 290
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 2 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 1 1 8 210
Oil price shocks, real economic activity and uncertainty 0 0 0 2 1 5 20 36
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 3 14 31
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 1 3 10 92
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 1 1 1 18 1 4 15 127
Seasonal cointegration for monthly data 0 0 0 113 0 0 13 226
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 4 23 196
Stock exchange mergers and market efficiency 0 0 1 15 0 4 15 100
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 23 67 202 706
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 0 3 12 27
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 5 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 0 0 0 2 0 0 11 79
Testing the martingale difference hypothesis in CO2 emission allowances 0 1 1 17 0 7 21 133
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 3 11 99
The accuracy of asymmetric GARCH model estimation 0 0 0 11 0 5 17 63
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 20 0 5 13 94
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 0 1 23 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 4 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 0 7 34 286
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 4 11 59
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 4 31 336
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 0 8 135
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 1 7 20 233
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 0 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 0 3 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 1 3 19 262
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 0 3 9 108
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 2 156 0 4 21 413
Volatility estimation for Bitcoin: Replication and robustness 1 1 2 31 1 7 17 105
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 1 13 70
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 3 57 1 7 33 192
Volatility persistence in crude oil markets 0 0 0 26 0 3 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 1 3 17 75
Total Journal Articles 4 10 37 2,900 53 324 1,470 12,891

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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 1 3 9 15
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