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 Brief History of Seasonal Adjustment Methods and Software Tools 0 0 0 0 1 3 5 13
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 1 1 1 37
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 0 1 3 96
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 0 33
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 3 101
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 0 1 27
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 1 2 98
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 0 28
A world trade leading index (WLTI) 0 0 0 0 0 0 0 43
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 2 2 31
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 0 0 26
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 0 1 43
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 1 1 73
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 2 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 2 3 80
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 268 2 3 7 872
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 0 0 21
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 1 2 2 28
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 1 236 0 2 8 956
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 0 0 302
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 0 1 125
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 1 3
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 0 1 83
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 0 0 0 59
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 0 74 1 2 2 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 1 179
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 1 28
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 1 4 245
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 0 26
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 1 1 1 75 1 2 2 272
Dynamic Factor Models: A review of the Literature 2 2 7 682 2 2 14 1,270
Dynamic factor models: A review of the literature 0 0 1 1 0 0 2 68
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 1 1 26 0 1 3 37
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 2 3 168
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 1 1 721
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 4 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 3 0 1 4 47
Forecasting and risk management in the Vietnam Stock Exchange 0 0 1 56 1 1 6 144
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 3 0 0 2 14
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 0 9
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 0 1 39
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 0 2 20
Identification of slowdowns and accelerations for the euro area economy 0 0 1 233 2 2 4 692
Identification of slowdowns and accelerations for the euro area economy 1 1 1 82 2 3 5 269
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 0 1 78
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 1 2 2 49
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 2 39
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 32
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 30
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 31
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 0 0 17
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 0 0 0
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 0 1 1 1 26
La parité des pouvoirs d’achat pour l’économie chinoise: Une nouvelle analyse par les tests de racine unitaire 0 0 0 15 1 1 2 89
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 1 1 43
La persistance des écarts de richesse entre la Réunion et les standards français et européens: l’apport des tests de racine unitaire 0 0 1 1 0 1 2 23
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 0 14
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 0 0 0 0 30
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 1 49 0 0 1 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 0 52
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 0 0 128
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 1 1 248
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 1 1 4 137
Market efficiency in the European carbon markets 0 0 0 5 0 0 1 38
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 1 31
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 2 2 6 924
Méthodes de prévision en finance 0 0 0 0 1 2 9 37
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 2 15 155
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 1 3
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 26 0 0 0 29
Nowcasting German GDP: A comparison of bridge and factor models 0 1 8 237 0 5 19 467
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 0 1 19
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 1 2 14
Precious metals shine? A market efficiency perspective 0 0 0 16 0 1 1 64
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 1 2 2 84
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 0 0 54
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 0 50
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 1 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 1 1 72
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 85
Stock Exchange Mergers and Market Efficiency 0 0 0 64 0 0 2 172
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 2 5 79
Stock Return Predictability: Evaluation based on interval forecasts 0 0 1 11 0 0 1 18
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 1 1 5 49
Stock market reactions to FIFA World Cup announcements: An event study 0 1 3 27 0 5 7 68
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 0 0 0 2
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 0 2 32
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 23
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 80 0 0 3 340
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 1 1 59
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 0 0 0 58
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 0 24
Testing the purchasing power parity in China 0 0 0 509 0 0 2 1,745
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 0 0 0 30
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 0 0 13
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 1 54
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 2 20
The impact of screening strategies on the performance of ESG indices 0 0 2 57 0 1 10 155
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 0 1 15
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 0 2 71
The sensitivity of Fama-French factors to economic uncertainty 0 0 0 63 1 1 3 192
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 0 5 60
Uncertainty and the Macroeconomy 0 0 0 27 0 2 4 52
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 0 1 3 68
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 2 35
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 0 0 2
Variance ratio tests of random walk: An overview 0 0 0 33 0 0 1 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 1 100
Volatility estimation for Bitcoin: Replication and robustness 0 2 3 6 1 6 8 30
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 0 0 1 3
Volatility persistence in crude oil markets 0 0 1 38 0 0 1 81
Will precious metals shine ? A market efficiency perspective 0 0 0 13 0 0 2 60
Total Working Papers 4 9 38 4,880 34 84 258 15,355
4 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 0 0 42
A World Trade Leading Index (WTLI) 0 0 0 16 0 0 3 72
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 65
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 0 1 117
A revision of the US business-cycles chronology 1790-1928 0 1 1 23 0 1 6 116
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 0 1 76
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 4 0 3 7 61
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 80 0 0 2 260
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 1 15 0 0 1 85
Backcasting world trade growth using data reduction methods 0 0 0 0 1 2 4 11
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 1 1 177
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 2 29 0 1 4 86
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 0 182
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 1 2 116
Dynamic factor models: A review of the literature 0 1 4 128 0 1 11 342
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 1 2 4 16
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 1 6 18
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 1 1 1 3 9
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 1 5 165 0 3 15 483
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 81 0 1 6 297
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 23 0 0 2 72
Forecasting crude-oil market volatility: Further evidence with jumps 1 1 5 27 1 1 9 211
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 1 1 241
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 1 2 19
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 0 108
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 1 3 62
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 0 132
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 1 1 3 132
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 1 1 2 19
Large shocks and the September 11th terrorist attacks on international stock markets 0 1 6 154 0 1 9 352
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 1 30 0 0 2 160
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 1 2 5 52 2 4 18 228
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 0 2 154
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 1 1 1 37 1 3 4 117
Market efficiency in the European carbon markets 0 0 0 13 0 1 4 74
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 0 1 69
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 4 50 0 1 7 119
Nowcasting German GDP: A comparison of bridge and factor models 0 0 2 92 1 2 6 313
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 3 47 0 1 6 258
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 1 1 150
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 1 2 38 0 2 4 201
Oil price shocks, real economic activity and uncertainty 0 0 2 2 0 0 2 14
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 0 0 16
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 0 1 81
Outliers and GARCH models in financial data 0 1 1 246 0 1 1 554
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 0 1 113
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 0 19 0 0 3 106
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 1 2 2 4 2 4 4 22
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 1 1 1 111
Seasonal cointegration for monthly data 0 0 0 112 0 0 2 212
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 4 173
Stock exchange mergers and market efficiency 0 0 0 14 2 3 4 84
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 88 1 8 27 499
Stock return predictability: Evaluation based on interval forecasts 0 0 1 3 0 0 2 11
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 0 1 167
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 32 0 1 1 99
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 3 68
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 1 3 111
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 0 2 87
The accuracy of asymmetric GARCH model estimation 0 0 3 11 0 0 6 45
The effects of additive outliers on stationarity tests: a monte carlo study 0 1 4 19 0 1 6 80
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 89 0 1 5 324
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 1 48
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 1 7 60 0 4 19 248
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 0 1 47
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 0 4 305
The uncertain unit root in real GNP: A re-examination 0 0 1 42 0 0 2 125
Trends and random walks in macroeconomic time series: A reappraisal 0 0 2 24 0 0 12 207
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 1 26
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 1 1 70
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 3 13 0 1 6 35
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 1 2 25
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 0 1 30
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 1 1 1 243
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 1 6 23 0 2 9 99
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 2 153 0 1 6 385
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 1 2 57
Volatility estimation for Bitcoin: Replication and robustness 1 2 3 27 1 2 8 83
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 1 1 7 50 1 1 10 147
Volatility persistence in crude oil markets 0 0 0 25 0 1 3 154
Why calculate a business sentiment indicator for services? 0 0 0 13 0 0 0 83
Will precious metals shine? A market efficiency perspective 0 0 1 6 0 0 1 57
Total Journal Articles 6 20 94 2,836 21 77 333 11,273

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

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Statistics updated 2025-03-03