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 0 0 6 15
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 0 2 38
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 2 2 7 101
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 1 34
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 2 4 104
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 1 3 215
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 3 3 4 31
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 2 3 5 102
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 1 29
A world trade leading index (WLTI) 0 0 0 0 0 1 3 46
Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices 0 0 0 2 0 0 3 32
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 0 1 27
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 1 1 1 44
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 2 3 75
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 0 0 1 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 1 4 82
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 1 3 11 879
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 4 2 2 2 23
Are unit root tests useful in the debate over the (non)stationarity of hours worked? 0 0 0 16 2 3 5 31
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 0 3 239 0 0 8 962
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis 0 0 0 66 0 0 1 303
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 18 0 0 0 125
Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 0 0 0 0 0 0 0 3
Commodity returns co-movements: Fundamentals or "style" effect? 0 0 0 26 1 1 1 84
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 6 3 4 5 64
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 3 3 6 267
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 2 3 30
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 2 180
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 2 3 247
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 1 27
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 0 0 2 272
Dynamic Factor Models: A review of the Literature 1 1 3 683 4 7 11 1,279
Dynamic factor models: A review of the literature 0 0 0 1 1 2 2 70
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 1 26 1 3 6 41
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 0 2 168
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 1 1 2 722
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 0 1 205
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 0 3 0 0 2 48
Forecasting and risk management in the Vietnam Stock Exchange 2 4 5 61 2 8 14 157
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 0 3 2 2 2 16
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 1 1 10
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 0 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 0 20
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 0 1 6 696
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 2 2 5 271
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 79
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 0 4 51
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 1 39
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 1 2 2 33
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 1 31
Is the Islamic Finance Model More Resilient than the Conventional Model 0 0 0 0 0 0 1 33
Is the Islamic finance the right medecine to the global financial crisis? 0 0 0 0 0 0 0 17
L Indicateur Synth tique Mensuel d Activit (ISMA): une r vision 0 0 0 18 0 1 3 138
La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique 0 0 0 0 0 1 1 1
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 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 0 0 1 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 0 1 2 44
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 0 3 24
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 0 49 0 0 0 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 1 1 1 53
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 0 1 129
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 24 0 2 4 251
Market efficiency in the European carbon markets 0 0 0 5 1 1 2 40
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 4 35
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 1 2 8 927
Méthodes de prévision en finance 0 0 0 0 1 1 5 39
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 1 6 158
Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 0 3
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 1 27 1 1 3 32
Nowcasting German GDP: A comparison of bridge and factor models 0 2 5 241 6 8 19 481
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 0 6 0 1 1 20
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 1 2 3 16
Precious metals shine? A market efficiency perspective 0 1 1 17 5 8 11 74
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 0 2 84
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 1 1 55
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 1 51
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 3 4 5 76
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 2 2 114
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 86
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 2 7 179
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 1 2 7 81
Stock Return Predictability: Evaluation based on interval forecasts 0 0 1 11 0 1 3 20
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 2 50
Stock market reactions to FIFA World Cup announcements: An event study 0 0 2 27 1 1 8 70
Temporary and permanent shocks in GDP for France, the United Kingdom and the United States 0 0 0 0 1 1 1 3
Testing for random walk behavior in euro exchange rates 0 0 0 0 0 0 0 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 80 1 1 2 342
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 Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 1 59
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 0 1 1 1 59
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 1 3 27
Testing the purchasing power parity in China 0 0 0 509 0 0 0 1,745
Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext 0 0 0 0 1 1 1 31
The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext 0 0 0 0 0 0 1 14
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 1 1 55
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 2 21
The impact of screening strategies on the performance of ESG indices 0 0 0 57 1 6 8 162
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 2 2 2 17
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 0 1 72
The sensitivity of Fama-French factors to economic uncertainty 0 0 2 65 0 1 8 199
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 0 1 61
Uncertainty and the Macroeconomy 0 0 0 27 0 0 3 52
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 0 1 3 70
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 4 39
Unit Roots and Infrequent Large Shocks: New International Evidence on Output 0 0 0 0 2 3 3 5
Variance ratio tests of random walk: An overview 0 0 0 33 0 2 2 120
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 0 100
Volatility estimation for Bitcoin: Replication and robustness 0 1 3 7 1 3 10 33
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 5 6 9 11
Volatility persistence in crude oil markets 0 0 0 38 1 1 1 82
Will precious metals shine ? A market efficiency perspective 0 0 0 13 2 3 4 64
Total Working Papers 3 9 33 4,901 84 144 353 15,602
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 2 18 0 0 7 78
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 66
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 1 2 3 120
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 0 0 4 119
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 1 2 77
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 1 5 2 3 8 66
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 81 1 1 5 265
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes 0 0 0 15 1 1 3 88
Backcasting world trade growth using data reduction methods 0 0 0 0 0 1 4 13
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 0 1 177
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 0 29 2 2 5 90
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 1 2 2 184
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 4 6 9 124
Dynamic factor models: A review of the literature 2 2 5 132 9 11 27 367
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 1 0 0 3 11
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 1 1 7 21
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 0 2 7 23
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 1 165 1 3 13 493
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 1 82 4 9 13 308
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 1 1 24 1 4 4 76
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 2 28 0 1 7 217
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 2 242
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 2 20
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 1 2 2 110
International stock return predictability: Evidence from new statistical tests 0 0 0 14 0 0 2 62
La parité des pouvoirs d'achat pour l'économie chinoise: une nouvelle analyse par les tests de racine unitaire 0 0 0 15 2 3 3 135
La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique 0 0 0 15 0 0 1 132
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 0 1 19
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 3 156 0 1 6 356
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 1 3 3 163
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 2 52 5 6 15 239
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 0 12 2 2 4 158
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 37 2 3 9 123
Market efficiency in the European carbon markets 0 0 0 13 0 3 6 78
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 1 2 2 71
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 0 0 2 51 1 2 7 124
Nowcasting German GDP: A comparison of bridge and factor models 0 0 1 93 0 1 5 316
Nowcasting the French index of industrial production: A comparison from bridge and factor models 2 2 4 51 5 6 12 269
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 1 150
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 2 39 0 1 6 204
Oil price shocks, real economic activity and uncertainty 0 0 0 2 0 2 4 18
On the pernicious effects of oil price uncertainty on US real economic activities 0 0 0 0 0 0 3 19
On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach 0 0 0 7 0 0 1 82
Outliers and GARCH models in financial data 0 0 1 246 0 0 3 556
Performance of short-term trend predictors for current economic analysis 0 0 0 26 0 0 0 113
Pourquoi calculer un indicateur du climat des affaires dans les services ? 0 0 0 19 1 3 3 109
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 3 5 1 2 8 26
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 17 0 1 3 113
Seasonal cointegration for monthly data 0 0 1 113 0 0 3 215
Small sample properties of alternative tests for martingale difference hypothesis 0 1 1 43 1 3 5 178
Stock exchange mergers and market efficiency 0 0 0 14 0 2 8 88
Stock market reactions to FIFA World Cup announcements: An event study 0 0 1 88 7 12 30 519
Stock return predictability: Evaluation based on interval forecasts 0 0 0 3 2 4 8 19
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 1 1 1 168
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 32 1 2 3 101
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 2 2 3 71
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 2 3 6 116
The accuracy of asymmetric GARCH model estimation 0 0 0 11 0 1 3 48
The accuracy of asymmetric GARCH model estimation 0 0 0 19 1 1 2 89
The effects of additive outliers on stationarity tests: a monte carlo study 0 0 3 20 1 1 5 82
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 0 2 10 333
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 1 2 49
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 0 0 4 61 0 2 18 259
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 2 2 3 50
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 3 7 7 312
The uncertain unit root in real GNP: A re-examination 0 0 0 42 0 0 4 129
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 0 2 10 216
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 1 1 1 27
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 1 70
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 2 15 0 0 6 39
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 0 1 25
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 1 1 3 33
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 1 2 3 245
Using business survey in industrial and services sector to nowcast GDP growth:The French case 0 0 2 23 0 1 5 101
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 1 154 3 3 11 395
Volatility estimation for Bitcoin: Replication and robustness 0 0 0 16 1 1 2 58
Volatility estimation for Bitcoin: Replication and robustness 0 1 5 30 0 2 9 90
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 1 1 8 55 4 6 26 168
Volatility persistence in crude oil markets 0 0 1 26 2 2 8 161
Why calculate a business sentiment indicator for services? 0 0 1 14 0 0 3 86
Will precious metals shine? A market efficiency perspective 0 0 0 6 7 8 9 66
Total Journal Articles 5 9 66 2,875 94 168 468 11,638

Chapter File Downloads Abstract Views
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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 2 2 8
Total Chapters 0 0 0 0 0 2 2 8

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Statistics updated 2025-11-08