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 0 4 19
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 0 15 53
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 66 0 0 8 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 1 16 230
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 0 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 10 44
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 0 9 37
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 0 15 114
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 8 37
A world trade leading index (WLTI) 0 0 0 0 0 0 9 54
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 0 10 42
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 4 0 0 11 54
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 1 13 86
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 6 36
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 14 95
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 0 270 0 3 14 890
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 0 1 7 28
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 0 0 8 36
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 0 239 0 0 26 988
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 1 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 0 2 10 135
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 0 1 22 105
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 1 1 7 0 1 17 77
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 11 30 294
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 16 196
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 18 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 0 7 35
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 0 0 7 279
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 3 30
Dynamic Factor Models: A review of the Literature 0 0 4 686 0 3 33 1,305
Dynamic factor models: A review of the literature 0 0 0 1 0 3 16 84
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 26 0 1 8 46
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 1 1 8 176
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 1 14 735
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 28 233
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 2 15 63
Forecasting and risk management in the Vietnam Stock Exchange 0 0 4 61 0 5 40 189
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 0 1 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 0 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 1 1 8 47
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 1 13 33
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 2 20 289
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 2 21 716
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 0 1 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 0 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 4 37
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 6 37
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 0 3 20
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 1 2 11 148
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 2 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 0 4 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 0 1 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 0 7 37
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 0 5 92
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 5 14 66
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 17 146
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 1 1 25 0 2 10 259
Market efficiency in the European carbon markets 0 0 0 5 0 0 7 46
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 2 15 50
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 1 2 25 950
Méthodes de prévision en finance 0 0 0 0 1 1 16 54
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 19 176
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 1 7 10
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 28 1 3 12 43
Nowcasting German GDP: A comparison of bridge and factor models 0 0 3 242 1 1 25 498
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 1 11 30
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 0 14 28
Precious metals shine? A market efficiency perspective 0 0 1 17 0 1 21 87
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 1 5 89
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 0 12 66
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 2 42 114
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 61 0 0 12 124
Stock Exchange Mergers and Market 0 0 0 37 0 0 10 96
Stock Exchange Mergers and Market Efficiency 0 0 1 65 1 1 11 188
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 0 9 28
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 0 9 58
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 29 0 6 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 0 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 0 2 14 355
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 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 2 25 51
Testing the purchasing power parity in China 0 0 0 509 0 0 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 1 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 0 1 12 33
The impact of screening strategies on the performance of ESG indices 0 0 0 57 1 4 20 176
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 6 78
The sensitivity of Fama-French factors to economic uncertainty 0 0 1 66 0 3 17 215
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 1 1 10 71
Uncertainty and the Macroeconomy 0 0 2 29 0 1 11 63
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 1 26 1 1 16 85
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 10 49
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 0 2 42 44
Variance ratio tests of random walk: An overview 0 0 0 33 0 2 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 1 2 32 37
Volatility persistence in crude oil markets 0 0 0 38 0 1 14 95
Will precious metals shine ? A market efficiency perspective 0 0 1 14 0 0 15 76
Total Working Papers 0 2 30 4,921 18 118 1,422 16,853
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 0 10 52
A World Trade Leading Index (WTLI) 0 0 0 18 2 2 10 88
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 2 17 83
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 0 2 16 134
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 0 1 23 142
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 2 16 92
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 1 1 17 281
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 1 2 13 100
Backcasting world trade growth using data reduction methods 0 0 1 1 0 1 16 28
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 1 1 17 194
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 1 30 0 2 21 109
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 24 206
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 8 27 145
Dynamic factor models: A review of the literature 0 0 3 133 0 2 41 397
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 0 0 8 29
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 1 2 9 20
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 0 13 33
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 1 2 167 1 4 18 508
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 2 83 3 9 40 339
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 1 24 0 2 15 87
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 28 0 1 25 241
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 2 244
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 0 7 27
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 1 23 131
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 1 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 2 2 5 137
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 0 5 24
Large shocks and the September 11th terrorist attacks on international stock markets 0 2 2 158 0 2 19 374
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 0 10 170
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 1 1 25 258
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 0 2 12 168
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 0 2 15 135
Market efficiency in the European carbon markets 0 0 0 13 0 0 15 90
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 1 9 78
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 0 51 0 0 9 131
Nowcasting German GDP: A comparison of bridge and factor models 0 0 1 94 0 1 20 335
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 0 2 51 0 2 27 290
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 0 1 7 210
Oil price shocks, real economic activity and uncertainty 0 0 0 2 1 3 21 37
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 1 2 13 32
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 1 10 92
Outliers and GARCH models in financial data 0 0 1 247 0 0 9 565
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 0 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 0 14 38
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 1 1 18 0 1 15 127
Seasonal cointegration for monthly data 0 0 0 113 0 0 11 226
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 22 197
Stock exchange mergers and market efficiency 0 0 1 15 0 1 14 100
Stock market reactions to FIFA World Cup announcements: An event study 1 1 1 89 7 61 206 713
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 0 1 12 27
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 1 15 182
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 33 1 1 20 119
Testing the martingale difference hypothesis in CO2 emission allowances 0 1 1 17 0 3 20 133
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 1 11 80
The accuracy of asymmetric GARCH model estimation 0 0 0 11 1 2 17 64
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 1 11 99
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 0 20 0 1 13 94
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 0 0 22 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 17 65
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 1 1 2 63 3 8 32 289
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 1 11 59
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 2 31 336
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 0 6 135
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 1 2 20 234
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 0 15 2 2 7 46
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 1 6 31
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 1 1 4 36
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 0 1 19 262
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 0 23 0 1 8 108
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 2 156 0 3 21 413
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 0 0 13 70
Volatility estimation for Bitcoin: Replication and robustness 0 1 2 31 0 2 17 105
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 1 3 57 1 5 31 193
Volatility persistence in crude oil markets 0 0 0 26 3 4 24 183
Why calculate a business sentiment indicator for services? 0 0 0 14 1 1 17 103
Will precious metals shine? A market efficiency perspective 0 0 0 6 0 1 17 75
Total Journal Articles 2 10 36 2,902 40 179 1,461 12,931

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 1 9 15
Total Chapters 0 0 0 0 0 1 9 15

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