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 0 6 0 0 1 30
A Revision of the US Business- Cycles Chronology 1790–1928 0 0 0 31 1 1 2 78
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 1 1 1 81
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 3 5 82
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 1 5 8 10
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 1 3 7 45
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 2 5 7 13
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 74 3 6 16 189
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 16 1 3 6 20
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 1 3 18
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 33 2 3 3 74
A revision of the US business-cycles chronology 1790-1928 0 0 1 31 2 2 5 18
A world trade leading index (WLTI) 0 0 0 0 2 2 6 10
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 1 1 1 1 4 8
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 0 1 1 2 2
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 2 1 1 8 16
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 27 1 1 1 62
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 2 2 3 12
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 3 4 65
Are disaggregate data useful for factor analysis in forecasting French GDP? 3 3 12 230 6 11 45 713
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 1 3 1 2 5 13
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 15 3 3 4 15
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 2 7 30 158 9 28 113 576
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 65 0 0 0 288
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 14 2 2 5 105
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 2 6 65
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 1 6 1 4 9 45
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 2 69 1 1 7 237
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 3 6 17 159
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 1 3 9 19
Does the Great Recession imply the end of the Great Moderation? International evidence 1 1 3 79 2 4 17 216
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 4 4 1 2 3 3
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 72 0 0 1 251
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 0 16
Dynamic Factor Models: A review of the Literature 1 4 30 610 9 21 100 1,039
Dynamic factor models: A review of the literature 0 0 0 0 3 4 14 30
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 2 3 95 0 2 11 119
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 257 0 1 3 702
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 1 1 2 53 1 1 5 173
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 1 0 0 3 26
Forecasting and risk management in the Vietnam Stock Exchange 0 0 2 32 1 4 14 39
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 0 1 3
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 8 8 0 3 7 7
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 0 0 1 7 7
How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015 0 1 12 12 1 4 5 5
Identification of slowdowns and accelerations for the euro area economy 0 0 2 209 1 3 10 624
Identification of slowdowns and accelerations for the euro area economy 0 0 1 76 1 3 7 242
Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers 0 0 1 5 0 2 12 31
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 0 5 23
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 0 4 21
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 4 14
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 3 16
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 3 12
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 0 0 10
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 2 11
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 0 0 3 71
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 7 26
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 1 5
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 1 6
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 0 0 3 21
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 47 0 0 0 80
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 2 0 1 2 22
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 2 2 2 109
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 2 4 24 2 12 21 61
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 0 1 2 117
Market efficiency in the European carbon markets 0 0 2 4 0 0 4 18
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 3 7 14
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 1 12 228 3 9 37 792
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 2 13 1 2 12 86
Nowcasting German GDP: A comparison of bridge and factor models 0 5 15 164 2 14 44 242
Precious metals shine? A market efficiency perspective 0 0 0 15 0 1 8 49
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 1 40 0 1 8 66
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 2 1 3 4 28
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 58 0 0 0 103
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 9 0 0 0 64
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 5 0 1 1 26
Stock Exchange Mergers and Market 0 0 1 35 0 0 5 65
Stock Exchange Mergers and Market Efficiency 0 0 2 60 1 1 10 136
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 53 0 1 4 52
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 37 0 0 2 28
Stock market reactions to FIFA World Cup announcements: An event study 0 0 1 18 3 4 5 34
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 1 4 18
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 0 9
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 78 2 3 7 318
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 0 47
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 0 2 17
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 2 3 4 11
Testing the purchasing power parity in China 0 1 5 491 0 1 10 1,684
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 2 11
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 1 2 2 10
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 1 3 44
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 0 11
The impact of screening strategies on the performance of ESG indices 2 3 5 18 3 7 20 54
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 0 1 6
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 1 16 0 1 2 52
The sensitivity of Fama-French factors to economic uncertainty 0 0 4 49 1 1 10 121
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 4 2 4 9 23
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 14 2 3 10 24
Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator 0 0 1 22 1 1 12 21
Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator * 0 0 0 21 0 3 8 20
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 1 1 6 14
Variance ratio tests of random walk: An overview 1 1 4 21 1 3 11 68
Volatility Persistence in Crude Oil Markets 0 0 0 29 0 2 4 61
Volatility persistence in crude oil markets 0 0 1 35 0 1 2 59
Will precious metals shine ? A market efficiency perspective 0 0 0 11 0 0 6 31
Total Working Papers 11 32 182 4,328 104 259 881 11,763


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 1 32
A World Trade Leading Index (WTLI) 0 0 2 9 1 2 9 40
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 5 7 50
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 17 0 1 1 101
A revision of the US business-cycles chronology 1790-1928 0 1 3 19 1 4 9 92
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 1 1 1 13 2 2 7 66
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 1 1 2 9 17
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 5 62 2 6 20 200
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 1 10 4 4 13 49
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 1 4 6 155
Commodity returns co-movements: Fundamentals or “style” effect? 0 1 2 23 0 1 6 58
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 1 25 0 2 6 153
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 2 2 6 11 26 27
Dynamic factor models: A review of the literature 0 0 10 103 3 4 29 235
Environmental Kuznets Curve and ecological footprint: A time series analysis 2 7 18 100 5 19 55 251
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 2 67 1 3 7 252
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 22 0 0 0 60
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 4 13 0 5 23 50
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 0 238
How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 0 1 1 1 1 3 4 4
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 2 3 7 100
International stock return predictability: Evidence from new statistical tests 0 0 3 6 1 3 14 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 0 4 124
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 11 0 0 0 110
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 1 6 0 0 2 11
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 121 1 2 10 284
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 1 27 1 2 5 135
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 1 1 3 30 4 8 24 132
L’indicateur synthétique mensuel d’activité (ISMA): une révision 1 1 2 7 1 3 13 100
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 5 23 1 5 18 67
Market efficiency in the European carbon markets 0 0 0 10 1 1 3 45
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 16 0 1 3 57
Nowcasting German GDP: A comparison of bridge and factor models 0 0 0 82 1 4 19 263
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 4 31 0 1 17 104
OPTIM: a quarterly forecasting tool for French GDP 0 1 1 35 1 4 9 106
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 27 1 2 8 146
Outliers and GARCH models in financial data 0 0 6 225 1 4 12 503
Performance of short-term trend predictors for current economic analysis 0 0 0 22 0 0 1 105
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 1 12 0 0 2 73
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 1 1 1 3 8
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 1 11 0 3 8 49
Seasonal cointegration for monthly data 0 0 0 112 0 0 1 197
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 38 1 1 4 138
Stock exchange mergers and market efficiency 0 1 1 14 0 2 5 62
Stock market reactions to FIFA World Cup announcements: An event study 0 3 16 54 4 16 81 259
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 45 0 4 8 137
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 21 2 2 7 68
Testing the martingale difference hypothesis in CO2 emission allowances 0 1 2 16 0 1 5 79
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 1 42
The accuracy of asymmetric GARCH model estimation 0 1 1 1 1 3 4 4
The accuracy of asymmetric GARCH model estimation 0 1 1 1 1 3 3 3
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 10 0 0 0 48
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 78 3 3 8 278
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 2 0 0 2 36
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 3 4 20 27 7 17 61 100
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 1 1 3 38
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 73 0 3 7 256
The uncertain unit root in real GNP: A re-examination 0 0 1 40 0 0 2 106
Trends and random walks in macroeconomic time series: A reappraisal 0 0 2 18 2 4 16 139
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 1 1 2 16
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 6 8 12 54
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 1 4 4 0 2 8 8
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 6 1 1 3 23
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 1 1 5 9
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 1 1 2 6 1 1 4 19
Unit roots and infrequent large shocks: new international evidence on output 0 0 2 100 0 0 5 226
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 2 15 0 3 13 75
VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 1 1 142 0 1 5 351
Volatility estimation for Bitcoin: Replication and robustness 0 2 2 2 1 5 7 7
Volatility estimation for Bitcoin: Replication and robustness 1 1 2 2 3 5 7 7
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 3 9 11 11 10 18 28 28
Volatility persistence in crude oil markets 0 0 1 18 3 4 16 105
Why calculate a business sentiment indicator for services? 0 0 0 12 0 0 2 72
Will precious metals shine? A market efficiency perspective 1 1 1 2 1 1 6 30
Total Journal Articles 14 44 158 2,153 97 236 761 7,698


Statistics updated 2019-09-09