Econometrics

Review, 86 (5), pp. 1076-1094. Krugman P. (1991), Geography and Trade, Cambridge, MIT Press. Maddala G.S. (1983), Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press. McFadden D. (1984), « Econometric Analysis of Qualitative Response Models », in Griliches Z. et Intriligator M.D., Handbook of Econometrics, vol. 2, Amsterdam, Elsevier/North-Holland. Mayer T. et Mucchielli J.-L. (1998), « Agglomeration Effects, State Policies and Competition in the Location of Japanese

critical level of holidays, the use of a threshold effect model with endogenous regressors shows that beyond 13 days of public holidays, there’s a real impact on the output gap. Key words : Business Cycles, Calendar Effects, Statistical and Econometric Methods JEL classification: E32, C3 a L’auteur remercie les participants au séminaire interne de la DPEE mais reste le seul responsable des opinions émises dans ce document. 2 Introduction Dans une ère de globalisation des échanges

références : Référence 1 Bryan et al. (2005), Research Method and Methodology in Finance and Accountancy, Thompson Edition (Contactez le responsable de la Bibliothèque pour avoir une copie de ce livre) Référence 2 Brooks, C., (2008), Introductory Econometrics for Finance, Second Edition, Cambridge University Press Ce livre est très utile car tous les modèles économétriques et ses applications sont faites avec des logiciels économétriques Assistance à la recherche A coté de l'encadrement qu'ils bénéficient

rate was also an important factor in the explanation of the inflation dynamics in Burundi. These results are consistent with other studies found elsewhere in the literature notably for other Sub-Saharan African Countries. Using a detailed econometric model for Zimbabwe, Chhibber et al. (1989) showed that nominal monetary growth, foreign prices, exchange and interest rates, unit labor cost and real income were the major determinants of inflation in that country. Chhibber and Safik (1990) found

industrielle après les critiques des SCP, elles ont prit en compte les critiques, y ont répondue, elles prennent référence au SCP. Ce sont des outils plus opérationnels. -Single-industry analysis - Market power measured by Lerner index - Econometric analysis Research agenda: Research agenda: spécifique à une banche. * * * * * * * * * * * * * * * * * * * * * * * *

Andrews, D. W. K. & R. C. Fair, (1988), "Inference in Nonlinear Econometric Models with Structural Change", Review of Economic Studies, 55, pp. 615—639. Andrews, D. W. K. & W. Ploberger (1994), "Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative", Econometrica, 62, pp. 1383-1414. Andrews, D. W. K., I. Lee & W. Ploberger (1996), "Optimal Changepoint Tests for Normal Linear Regression", Journal of Econometrics, 70, pp. 9-38. Archibald, G. C. & R. G. Lipsey, (1960), "Monetary

Bierens, H.J., 1993. Higher order sample autocorrelations and the unit root hypothesis, Journal of Econometrics 57, 137-160. Bierens, H.J., 1997a. Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate, Journal of Econometrics 81, 29-64. Bierens, H.J., 1997b. Non parametric cointegration analysis, Journal of Econometrics 77, 379-404. Bouoiyour, J., Emonnot, C., Rey, S., 2004. Choix du régime de change dans un pays

Data: Monte Carlo Evidence and an Application to Employment Equations», Review of Economic Studies, 58: 277-297. ARELLANO, M. et O. BOVER (1995), «Another Look at the Instrumental-Variable Estimation of Error-Components Models», Journal of Econometrics, 68: 29-52. BAUM, C. F., D. SCHAFER et O. TALAVERA (2006), «The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms», Boston College Working Papers in Economics 636, Boston College Department of Economics

Economics, 53 (1), 1-28. Henderson J.V., Kuncoro A., Turner M., 1995, "Industrial Development in Cities", Journal of Political Economy, 103 (5), 1067–1090. Hsiao C., 1994, "Random Coefficients Models", Chap. 5, in Matyas L., Sevestre P. (editors), The Econometrics of Panel Data, Kluwer Academic Publishers. Jacobs J., 1969, The Economy of Cities, Vintage, New York. Krizan C.J., 1998, "Industrial Spillovers in Developing Countries: Plant-level Evidence from Chile, Mexico and Morocco", Working Papers, Center

appliqués en salle informatique Emmanuel Flachaire Économétrie Appliquée Plan du cours Références: 1. Behagel (2006), Lire l'économétrie, Repères, La découverte 2. Gujarati (2004), Économétrie, de Boeck 3. Brooks (2008), Introductory Econometrics for Finance, Cambridge University Press 4. Cadoret et al. (2004), Économétrie Appliquée, de Boeck Emmanuel Flachaire Économétrie Appliquée Séance 1 Qu'est-ce que l'économétrie ? Emmanuel Flachaire Économétrie Appliquée Qu'est-ce