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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 1 2 10
A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets 0 0 0 7 0 0 0 36
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 1 1 3 95
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 2 4 101
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 1 33
A note of the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 0 0 1 2 27
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 1 2 97
A revision of the US business-cycles chronology 1790-1928 0 0 0 31 0 0 1 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 0 1 29
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 3 0 1 1 43
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 1 0 0 0 26
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 0 0 72
Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked? 0 0 0 0 1 1 2 30
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 2 78
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 268 1 3 6 869
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 0 0 0 26
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach 0 1 4 236 0 3 12 954
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 1 3 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 0 0 0 261
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 4 244
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 0 1 27
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 0 178
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 0 0 0 1 26
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 74 0 0 1 270
Dynamic Factor Models: A review of the Literature 0 2 6 680 0 3 18 1,268
Dynamic factor models: A review of the literature 0 0 1 1 0 1 3 68
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 25 1 2 3 36
Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis 0 0 0 111 0 1 2 166
Exchange rate regime classification and real performances: new empirical evidence 0 0 0 259 0 0 0 720
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 0 4 204
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 3 0 1 3 46
Forecasting and risk management in the Vietnam Stock Exchange 0 0 1 56 0 0 5 143
Forecasting crude-oil market volatility: Further evidence with jumps 0 0 1 3 0 1 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 1 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 1 2 20
Identification of slowdowns and accelerations for the euro area economy 0 0 1 233 0 1 4 690
Identification of slowdowns and accelerations for the euro area economy 0 0 1 81 0 0 3 266
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 1 78
International Stock Return Predictability: Evidence from New Statistical Tests 0 0 0 24 0 0 1 47
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 38
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 Model More Resilient than the Conventional Model 0 0 0 0 0 0 0 32
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 0 0 0 25
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 1 88
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 42
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 persistance des écarts de richesse entre la Réunion et les standards français et européens: l’apport des tests de racine unitaire 1 1 1 1 1 1 1 22
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 0 0 247
L’Indicateur Synthétique Mensuel d’Activité (ISMA): une révision 0 0 0 18 1 1 6 136
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 3 3 4 922
Méthodes de prévision en finance 0 0 0 0 1 1 12 35
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 6 15 153
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 1 26 0 0 1 29
Nowcasting German GDP: A comparison of bridge and factor models 0 1 10 236 0 1 17 462
Oil Price Shocks, Real Economic Activity and Uncertainty 0 0 1 6 0 0 3 19
On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities 0 0 0 1 0 0 1 13
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 1 63
Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint 0 0 0 45 0 0 0 82
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 0 3 0 0 1 54
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 2 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 0 0 71
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 8 0 0 0 50
Stock Exchange Mergers and Market 0 0 0 37 0 0 1 85
Stock Exchange Mergers and Market Efficiency 0 0 1 64 0 0 4 172
Stock Return Predictability: Evaluation based on Prediction Intervals 0 0 0 54 3 3 3 77
Stock Return Predictability: Evaluation based on interval forecasts 1 1 1 11 1 1 1 18
Stock Return Predictability: Evaluation based on prediction intervals 0 0 0 40 0 1 4 48
Stock market reactions to FIFA World Cup announcements: An event study 1 1 2 26 1 1 3 63
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 1 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 80 0 0 4 340
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 0 58
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 1 1 54
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 1 1 2 20
The impact of screening strategies on the performance of ESG indices 0 0 3 57 0 0 10 154
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 0 0 1 2 15
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 1 3 71
The sensitivity of Fama-French factors to economic uncertainty 0 0 0 63 0 1 2 191
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 4 0 1 5 60
Uncertainty and the Macroeconomy 0 0 0 27 1 2 2 50
Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator 0 0 0 25 0 1 2 67
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 2 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 1 100
Volatility estimation for Bitcoin: Replication and robustness 0 1 1 4 1 2 5 24
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 0 0 0 0 1 1 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 3 8 41 4,871 22 61 240 15,271
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 1 3 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 1 3 117
A revision of the US business-cycles chronology 1790-1928 0 0 0 22 0 2 7 115
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 1 1 76
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices 0 0 0 4 0 1 4 58
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 80 0 0 3 260
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 0 0 4 9
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis 0 0 0 9 0 0 0 176
Commodity returns co-movements: Fundamentals or “style” effect? 0 0 2 29 0 0 3 85
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 1 182
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 1 1 115
Dynamic factor models: A review of the literature 0 1 4 127 1 6 15 341
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 4 1 3 6 17
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 1 1 1 0 2 2 8
Econometric history of the growth–volatility relationship in the USA: 1919–2017 0 0 0 3 0 2 3 14
Environmental Kuznets Curve and ecological footprint: A time series analysis 0 0 5 164 0 5 16 480
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 2 81 1 2 6 296
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE 0 0 0 23 0 2 3 72
Forecasting crude-oil market volatility: Further evidence with jumps 0 2 4 26 0 4 9 210
Forecasts of the seasonal fractional integrated series 0 0 0 41 0 0 0 240
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 1 18
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 1 1 2 61
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 0 1 2 131
La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013) 0 0 0 6 0 0 2 18
Large shocks and the September 11th terrorist attacks on international stock markets 0 1 7 153 1 3 10 351
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 1 30 0 1 2 160
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 3 50 0 2 14 224
L’indicateur synthétique mensuel d’activité (ISMA): une révision 0 0 2 12 0 0 4 154
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 0 36 0 0 2 114
Market efficiency in the European carbon markets 0 0 0 13 1 1 3 73
Maximum likelihood seasonal cointegration tests for daily data 0 0 0 18 0 1 1 69
Nowcasting GDP growth using data reduction methods: Evidence for the French economy 1 2 6 50 1 2 11 118
Nowcasting German GDP: A comparison of bridge and factor models 0 1 2 92 0 2 6 311
Nowcasting the French index of industrial production: A comparison from bridge and factor models 0 1 3 47 0 3 5 257
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 0 149
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 37 1 1 2 199
Oil price shocks, real economic activity and uncertainty 0 1 2 2 0 1 3 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 2 81
Outliers and GARCH models in financial data 0 0 1 245 0 0 1 553
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 4 106
Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint 0 0 0 2 0 0 0 18
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes 0 0 1 17 0 0 2 110
Seasonal cointegration for monthly data 0 0 0 112 0 2 2 212
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 5 173
Stock exchange mergers and market efficiency 0 0 0 14 1 1 1 81
Stock market reactions to FIFA World Cup announcements: An event study 0 1 2 87 2 8 22 491
Stock return predictability: Evaluation based on interval forecasts 0 0 1 3 0 0 3 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 0 1 31 0 0 1 98
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 1 3 68
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 0 1 2 110
The accuracy of asymmetric GARCH model estimation 0 0 0 19 0 1 4 87
The accuracy of asymmetric GARCH model estimation 0 0 4 11 0 1 9 45
The effects of additive outliers on stationarity tests: a monte carlo study 1 1 3 18 2 2 6 79
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 1 1 89 0 3 4 323
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 1 1 48
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 2 4 8 59 3 9 18 244
The purchasing power parity in Australia: evidence from unit root test with structural break 0 0 0 10 0 1 2 47
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 1 5 305
The uncertain unit root in real GNP: A re-examination 0 0 1 42 0 1 4 125
Trends and random walks in macroeconomic time series: A reappraisal 0 0 2 24 1 5 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 0 0 69
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator 0 0 4 13 1 1 7 34
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 1 1 24
Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries 0 0 0 8 0 1 2 30
Unit roots and infrequent large shocks: new international evidence on output 0 0 0 104 0 0 0 242
Using business survey in industrial and services sector to nowcast GDP growth:The French case 1 4 5 22 1 6 7 97
VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW 0 0 3 153 0 1 6 384
Volatility estimation for Bitcoin: Replication and robustness 0 0 1 16 0 1 3 56
Volatility estimation for Bitcoin: Replication and robustness 0 1 2 25 0 3 9 81
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks 2 3 7 49 4 6 12 146
Volatility persistence in crude oil markets 0 0 0 25 0 1 2 153
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 7 25 96 2,816 26 114 328 11,196

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Non-stationarity Tests in Macroeconomic Time Series 0 0 0 0 0 0 1 6
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Statistics updated 2024-12-04