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 2 4 17
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 12 15 52
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 0 2 7 105
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 8 13 227
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 5 6 40
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 3 11 113
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 2 8 35
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 2 4 11 110
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 1 7 7 36
A world trade leading index (WLTI) 0 0 0 0 0 3 8 52
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 1 6 9 40
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 1 4 2 7 10 53
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 7 11 84
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 5 11 91
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 0 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 0 2 7 35
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 0 13 30 987
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 2 10 10 313
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 3 8 133
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 3 5 8
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 3 8 11 94
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 3 6 14 73
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 1 7 18 281
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 4 10 17 262
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 6 34
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 7 12 192
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 1 1 3 29
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 2 14 26 1,296
Dynamic factor models: A review of the literature 0 0 0 1 0 2 12 80
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 0 1 6 44
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 2 4 172
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 5 10 731
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 2 21 24 229
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 1 7 14 61
Forecasting and risk management in the Vietnam Stock Exchange 0 0 5 61 0 8 33 178
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 3 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 0 4 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 1 4 6 45
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 2 5 10 30
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 2 13 21 713
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 2 15 18 287
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 82
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 6 11 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 0 6 8 47
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 4 36
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 4 6 37
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 1 2 19
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 1 8 9 146
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 1 2 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 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 0 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 0 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 0 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 0 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 0 12 15 143
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 1 4 6 255
Market efficiency in the European carbon markets 0 0 0 5 0 3 5 43
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 7 14 45
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 3 11 20 944
Méthodes de prévision en finance 0 0 0 0 1 11 14 51
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 2 11 18 173
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 1 5 9 38
Nowcasting German GDP: A comparison of bridge and factor models 0 1 5 242 1 4 23 491
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 5 8 27
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 1 8 13 27
Precious metals shine? A market efficiency perspective 0 0 1 17 1 7 21 85
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 1 3 87
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 1 6 11 65
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 4 31 40 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 1 3 53
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 2 9 121
Stock Exchange Mergers and Market 0 0 0 37 0 6 10 95
Stock Exchange Mergers and Market Efficiency 0 0 1 65 1 4 13 185
Stock Return Predictability: Evaluation based on Prediction Intervals 0 1 1 55 2 14 19 98
Stock Return Predictability: Evaluation based on interval forecasts 0 0 0 11 1 5 9 27
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 5 6 55
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 29 1 8 12 80
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 5 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 0 3 5 28
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 1 1 81 1 7 9 350
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 1 5 6 65
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 1 4 5 63
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 3 15 22 47
Testing the purchasing power parity in China 0 0 0 509 0 3 3 1,748
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 2 32
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 2 5 18
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 1 1 11 1 7 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 8 10 30
The impact of screening strategies on the performance of ESG indices 0 0 0 57 0 7 16 171
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 1 4 6 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 4 6 77
The sensitivity of Fama-French factors to economic uncertainty 0 0 3 66 1 9 20 212
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 6 9 69
Uncertainty and the Macroeconomy 0 1 2 29 1 5 9 61
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 1 1 26 1 10 16 84
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 8 11 47
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 20 40 42
Variance ratio tests of random walk: An overview 0 0 0 33 2 7 14 132
Volatility Persistence in Crude Oil Markets 0 0 0 30 1 10 13 113
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 7 1 8 12 42
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 3 19 29 32
Volatility persistence in crude oil markets 0 0 0 38 0 5 12 93
Will precious metals shine ? A market efficiency perspective 0 0 0 13 1 6 13 73
Total Working Papers 0 10 38 4,917 83 671 1,194 16,543
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 6 8 50
A World Trade Leading Index (WTLI) 0 0 1 18 0 4 11 84
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 11 14 80
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 2 10 128
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 5 16 21 138
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 2 8 12 88
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 1 2 6 1 8 16 77
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 3 83 1 10 19 280
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 1 3 8 94
Backcasting world trade growth using data reduction methods 0 1 1 1 0 6 12 23
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 4 12 189
Commodity returns co-movements: Fundamentals or “style” effect? 1 1 1 30 2 8 15 101
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 3 14 19 201
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 6 15 132
Dynamic factor models: A review of the literature 0 0 5 133 4 22 52 395
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 0 5 9 18
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 1 9 15 32
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 0 3 9 28
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 0 165 2 5 13 500
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 3 15 33 330
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 0 5 11 83
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 28 0 12 25 237
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 1 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 3 6 25
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 1 9 17 125
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 5 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 1 4 10 142
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 0 3 3 22
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 156 1 8 19 371
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 3 8 168
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 1 14 24 253
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 6 11 165
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 6 14 132
Market efficiency in the European carbon markets 0 0 0 13 1 8 14 88
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 4 6 75
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 51 0 3 8 128
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 94 3 10 19 332
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 4 51 1 10 26 284
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 1 7 7 157
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 39 0 4 8 209
Oil price shocks, real economic activity and uncertainty 0 0 0 2 1 9 16 31
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 4 12 28
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 2 5 8 89
Outliers and GARCH models in financial data 0 1 1 247 0 7 10 564
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 2 5 118
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 20 0 1 6 112
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 1 5 0 6 12 35
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 1 5 11 123
Seasonal cointegration for monthly data 0 0 0 113 1 6 13 226
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 10 19 192
Stock exchange mergers and market efficiency 0 0 1 15 0 6 12 96
Stock market reactions to FIFA World Cup announcements: An event study 0 0 0 88 14 54 138 639
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 0 4 12 24
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 1 6 10 177
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 33 0 9 17 116
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 8 14 126
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 7 11 79
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 4 9 96
The accuracy of asymmetric GARCH model estimation 0 0 0 11 3 10 12 58
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 1 20 1 6 9 89
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 1 8 28 352
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 10 13 61
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 2 62 6 15 29 279
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 3 8 55
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 7 17 27 332
The uncertain unit root in real GNP: A re-examination 0 0 0 42 1 6 10 135
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 3 7 19 226
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 5 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 1 7 12 82
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 1 15 0 2 7 43
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 2 3 28
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 2 6 16 259
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 1 3 6 105
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 2 155 3 9 24 409
Volatility estimation for Bitcoin: Replication and robustness 0 0 3 30 0 5 15 98
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 2 8 12 69
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 1 1 6 56 3 13 36 185
Volatility persistence in crude oil markets 0 0 1 26 2 12 22 177
Why calculate a business sentiment indicator for services? 0 0 0 14 0 13 17 101
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 4 15 72
Total Journal Articles 2 7 49 2,890 100 618 1,260 12,567

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 1 6 12
Total Chapters 0 0 0 0 0 1 6 12

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