This article describes the application to an operational medium-size econometric model, mini-DMS, of methods associating, to deterministic forecasts, a measure of the uncertainty due to the stochastic nature of behavioural equations. After having described the theoretical and practical...

The 2000-2001 Turkish crisis has often been analysed in the literature without a solid econometric basis. This article presents a linear regression model as well as a logit model that enable us to measure the extent to which economic fundamentals and banking variables can account for the outcome...

Since 1973, INSEE provided each year, some statistics about French sectoral and regional (departmental one, since 2002) wage-earning and non wage-earning job. This statistics works is heavy and spend a long time to check all collected and calculated data because the level of disaggregation is...

Since 1973, INSEE provided each year, some statistics about French sectoral and regional (departmental one, since 2002) wage-earning and non wage-earning job. This statistics works is heavy and spend a long time to check all collected and calculated data because the level of disaggregation is...

The assumption we submit, because macroeconomic forcasts would be unperfect, is that behavioral equations doesn't enough describe economic behaviours through the capacity of reaction opposite to environment. Further, the forcaster belongs to his search-system, so that, may be, we must now...

In this paper, we attempt to propose a short-term prediction model of the number of new cases of coronavirus infections in Togo using the R software. From the original daily data, a new weekly database containing 80 observations was constructed. After splitting this new database into training...

Résumé: Nous étudions la puissance en terme de prévision des processus basés sur la méthode du noyau en utilisant la version non paramétrique du critère « Final Prediction error » pour identifier un processus fonctionnel hétéroscédastique. Cette identification nécessite une...

Résumé: Cet article analyse le comportement cyclique des flux de trésorerie et notamment ses propriétés statistiques à travers une classe de modèles ARMA avec erreur GARCH, notée ARIMA-GARCH ; cette classe inclut une tendance stochastique, la dépendance à court terme ainsi que le terme...

Résumé: Nous étudions la puissance en terme de prévision des processus basés sur la méthode du noyau en utilisant la version non paramétrique du critère « Final Prediction error » pour identifier un processus fonctionnel hétéroscédastique. Cette identification nécessite une...

In this paper, we attempt to propose a short-term prediction model of the number of new cases of coronavirus infections in Togo using the R software. From the original daily data, a new weekly database containing 80 observations was constructed. After splitting this new database into training...