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...

La littérature sur l'instabilité macroéconomique couvre un champ extrêmement vaste qui se révèle par le spectre très large de mesures utilisées pour appréhender ce phénomène. Le choix de la mesure de l'instabilité macroéconomique apparait généralement peu discuté sous le...

Summary: The European Union absorbs nearly 75% of Tunisian exports and represents about 50% of Tunisian imports, which explains the important weight of the euro in the Tunisian dinar anchor basket. Thus, the purpose of this article is to predict short-term exchange rate fluctuations EUR/TND,...

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...

This study compares the predictive performance of the conditional forecasting technique against the unconditional technique. The conditional technique consist of taking into account the information available on an endogenous variable over part of the forecast horizon. We develop a Bayesian VAR...

The main objective of this study is to look for the best model for forecasting inflation rate and real growth for each CEMAC country. Using AR, VAR and BVAR models, it is clear from our study that forecasts made from Bayesian models have a higher predictive power than those made by classical...