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 1 1 3 16
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 5 14 15 52
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 0 4 9 105
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 1 5 7 40
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 6 12 113
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 10 14 226
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 1 3 8 35
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 5 10 108
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 4 6 7 35
A world trade leading index (WLTI) 0 0 0 0 3 4 9 52
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 7 8 39
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 1 1 1 4 4 6 8 51
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 2 7 10 83
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 2 2 32
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 6 11 91
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 1 2 12 884
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 1 3 24
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 1 4 7 35
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 3 23 31 987
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 3 8 9 311
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 1 4 8 133
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 5 5 8
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 3 7 8 91
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 0 4 11 70
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 8 17 280
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 9 13 258
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 4 6 34
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 10 13 192
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 2 28
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 0 4 4 276
Dynamic Factor Models: A review of the Literature 0 2 3 685 5 13 24 1,294
Dynamic factor models: A review of the literature 0 0 0 1 0 7 12 80
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 0 2 7 44
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 2 3 171
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 8 10 731
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 6 19 22 227
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 8 13 60
Forecasting and risk management in the Vietnam Stock Exchange 0 0 5 61 1 19 34 178
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 6 8 22
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 5 8 17
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 4 5 44
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 4 8 28
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 1 14 16 285
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 4 13 19 711
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 4 82
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 9 12 61
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 4 6 8 47
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 3 4 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 1 6 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 3 5 36
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 1 1 2 19
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 1 7 8 145
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 1 1 2 2
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 1 27
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 1 4 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 2 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 0 1 2 16
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 3 4 27
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 3 5 5 35
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 2 2 89
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 4 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 13 15 143
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 3 6 254
Market efficiency in the European carbon markets 0 0 0 5 1 3 5 43
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 4 8 13 44
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 1 1 250 1 12 17 941
Méthodes de prévision en finance 0 0 0 0 1 10 13 50
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 12 16 171
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 3 3 6
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 2 28 0 4 8 37
Nowcasting German GDP: A comparison of bridge and factor models 1 1 5 242 1 4 23 490
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 2 6 8 27
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 7 12 26
Precious metals shine? A market efficiency perspective 0 0 1 17 2 9 20 84
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 1 1 3 87
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 3 7 10 64
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 1 8 120
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 9 30 36 108
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 3 53
Stock Exchange Mergers and Market 0 0 0 37 0 7 10 95
Stock Exchange Mergers and Market Efficiency 0 1 1 65 0 4 12 184
Stock Return Predictability: Evaluation based on Prediction Intervals 1 1 1 55 11 14 17 96
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 0 4 8 26
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 4 5 54
Stock market reactions to FIFA World Cup announcements: An event study 1 1 2 29 3 8 11 79
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 2 8 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 1 4 5 28
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 1 1 1 81 3 6 9 349
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 3 5 5 64
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 3 4 62
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 2 14 20 44
Testing the purchasing power parity in China 0 0 0 509 1 3 3 1,748
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 1 2 32
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 3 5 18
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 1 1 11 1 7 9 63
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 2 9 10 30
The impact of screening strategies on the performance of ESG indices 0 0 0 57 1 7 16 171
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 2 3 5 20
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 2 3 5 76
The sensitivity of Fama-French factors to economic uncertainty 0 1 3 66 3 11 19 211
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 3 8 9 69
Uncertainty and the Macroeconomy 1 2 2 29 2 7 8 60
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 1 1 1 26 4 11 15 83
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 2 8 12 47
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 35 40 42
Variance ratio tests of random walk: An overview 0 0 0 33 2 9 12 130
Volatility Persistence in Crude Oil Markets 0 0 0 30 1 10 12 112
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 4 7 11 41
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 10 17 26 29
Volatility persistence in crude oil markets 0 0 0 38 0 6 12 93
Will precious metals shine ? A market efficiency perspective 0 0 0 13 2 8 12 72
Total Working Papers 7 14 38 4,917 165 746 1,131 16,460
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 3 8 8 50
A World Trade Leading Index (WTLI) 0 0 2 18 2 5 12 84
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 10 13 78
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 7 11 128
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 5 11 17 133
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 9 10 86
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 1 1 2 6 3 10 15 76
Are disaggregate data useful for factor analysis in forecasting French GDP? 1 2 3 83 1 11 19 279
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 0 3 8 93
Backcasting world trade growth using data reduction methods 1 1 1 1 4 9 12 23
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 1 7 12 189
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 2 7 13 99
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 4 14 16 198
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 2 6 16 132
Dynamic factor models: A review of the literature 0 0 5 133 11 18 49 391
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 3 5 9 18
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 8 15 31
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 4 10 28
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 0 165 0 4 15 498
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 4 15 30 327
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 1 7 11 83
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 28 5 17 26 237
Forecasts of the seasonal fractional integrated series 0 0 0 41 1 2 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 1 3 6 25
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 2 8 16 124
International stock return predictability: Evidence from new statistical tests 0 0 0 14 3 6 7 69
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 0 4 9 141
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 0 2 3 135
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 1 3 3 22
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 156 0 13 18 370
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 5 8 168
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 6 13 24 252
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 1 7 11 165
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 1 38 2 7 14 131
Market efficiency in the European carbon markets 0 0 0 13 1 7 13 87
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 2 4 6 75
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 51 1 3 9 128
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 94 2 10 16 329
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 4 51 2 10 25 283
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 2 6 6 156
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 39 1 5 8 209
Oil price shocks, real economic activity and uncertainty 0 0 0 2 2 9 16 30
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 1 6 12 28
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 1 4 6 87
Outliers and GARCH models in financial data 1 1 1 247 2 7 10 564
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 4 5 118
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 20 1 1 6 112
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 1 5 0 8 13 35
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 1 7 11 122
Seasonal cointegration for monthly data 0 0 1 113 3 9 13 225
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 6 11 17 190
Stock exchange mergers and market efficiency 0 0 1 15 2 7 12 96
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 7 88 126 625
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 1 5 13 24
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 1 5 9 176
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 1 1 1 33 3 12 17 116
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 4 8 14 125
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 3 6 10 78
The accuracy of asymmetric GARCH model estimation 0 0 0 11 1 7 10 55
The accuracy of asymmetric GARCH model estimation 0 0 0 19 1 6 9 96
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 1 20 1 6 8 88
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 2 12 27 351
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 10 12 60
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 2 62 4 11 25 273
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 5 8 55
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 5 11 20 325
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 5 9 134
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 2 4 16 223
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 7 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 1 8 11 81
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 15 0 4 8 43
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 2 2 27
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 2 5 35
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 0 6 14 257
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 0 3 5 104
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 2 155 3 7 21 406
Volatility estimation for Bitcoin: Replication and robustness 0 0 3 30 1 6 15 98
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 2 7 10 67
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 5 55 5 13 35 182
Volatility persistence in crude oil markets 0 0 1 26 3 11 21 175
Why calculate a business sentiment indicator for services? 0 0 1 14 8 13 18 101
Will precious metals shine? A market efficiency perspective 0 0 0 6 2 4 15 72
Total Journal Articles 5 7 52 2,888 161 680 1,194 12,467

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 4 6 12
Total Chapters 0 0 0 0 0 4 6 12

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