1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.

[fre] Le modèle standard de la théorie autrichienne est celui du mal-investissement. La création monétaire du système bancaire conduit à une baisse artificielle du taux d’intérêt de marché sous le taux naturel, entraînant l’économie sur le sentier d’une expansion non soutenable...

[fre] Cet article présente une synthèse détaillée des théories des cycles économiques, des origines à nos jours. Partant des approches traditionnelles, nous abordons successivement l’analyse statistique du cycle économique, les auteurs majeurs, la période des Trente Glorieuses, les...

In this article, we focus on the ability of two financial variables—the yield curve spread and the euro–US dollar exchange rate—to predict French recessions over the period 1979–2010. First, we propose a turning point chronology for the French business cycle based on a classical...

This book analyzes the development of economic cycles in the run of history. The focus is on the development of cycle theory, with maximum emphasis upon ideas. Chapter 1 delivers an overview of the debate about cycles before the 1970s. Chapter 2 completes this survey by presenting the main...

Currency misalignments have been one of the focal points of interest in the literature devoted to the CFA Franc zone. Less attention has been paid, however, to the convergence process of real exchange rates towards equilibrium. In this paper, we analyze the short-run dynamics of real exchange...