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We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
The main purpose of this paper is to determine the macro-prudential indicators of financial strength that can be used under supervision of the banking system in CEMAC. More specifically, we start from a set of indicators listed in the literature on macro-prudential supervision, and identify...
Persistent link: https://www.econbiz.de/10015217760
In this study, we identifie a small number of indicators of macro-prudential supervision important to monitoring of the banking’s system. We use the theory of Markov stochastic processes to measure the systemic risk of CEMAC by calculating the degree of fragility of system and we determine the...
Persistent link: https://www.econbiz.de/10015223527
We study the relationships between the real effective exchange rate (REER) of the Tunisian dinar and its determinants/fundamentals, i.e. the ratio of trade balance/GDP, the ratio of public consumption/GDP, the openness rate and the terms of trade. We find that in the most of cases, the variables...
Persistent link: https://www.econbiz.de/10015226535
This manuscript provides an introduction to statistics and probability method. It is structured around three themes developed in five chapters. The first part is an introduction to probability calculations in which we introduce the notions of elementary probability, probabilized spaces, random...
Persistent link: https://www.econbiz.de/10015251014
findings underscore the need for employing identificationrobust inference methods in the estimation of expectations …
Persistent link: https://www.econbiz.de/10005101039
Persistent link: https://www.econbiz.de/10012886096
Persistent link: https://www.econbiz.de/10003435640
Measurement of productivity in the service sector has always represented a challenge for economists. "Productivity in the U.S. Services Sector: New Sources of Economic Growth", by Jack Triplett and Barry Bosworth from the Brookings Institution is reviewed. The authors have produced a textbook on...
Persistent link: https://www.econbiz.de/10005518956
Cet article présente une application expérimentale de la méthode d'estimation des flux d'échanges entre des régions par …
Persistent link: https://www.econbiz.de/10005670282