Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation...

Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation...

Cet article expose la problématique de la volatilité des prix des matières premières, montre quels sont les moyens pour s’en protéger et explique comment les employer. Les instruments de couverture sont présentés en première section, en distinguant le type de besoin auquel ils...

This paper shows that the Fed reacts to change in spreads between corporate bond yields and government bond yields over and beyond their information content on future inflation and future activity. This result, obtained in a GMM framework, is confirmed by simulation methods. Moreover, when...

This working paper presents a new coincident economic indicator developed by the COE, able to detect in real time peaks and troughs of the american business cycle. This probabilistic indicator is based on the Markov-Switching model proposed by Hamilton (1989), applied to various economic time...

The aim of this work was to estimate a DSGE-SOE model for the DR Congo by referring to the Bayesian techniques for the quarterly data from 2002q1 to 2016q4 in order to analyze the relations between the main macroeconomic variables and to simulate the " impact of some major shocks on their...

With increasing energy needs and a continuous rise in hydrocarbon prices, this work aims to evaluate the link between energy and the economy in Madagascar. The enhancement of these links improves the socio-economic impacts of energy policies: what should contribute to development. Electricity,...

The objective of this paper is to determine the relative importance of aggregate demand and aggregate supply shocks to fluctuations of real growth in CEMAC. The factual analysis of growth in the subregion over the last 20 years shows a dependence on oil prices whose e!ects on growth are...

This paper proposes two new coincident probabilistic cyclical indicators developed by the Bank of France in order to follow, on a monthly basis, the French economic activity. The first one is an indicator which aims at detecting the turning points of the acceleration cycle while the second one...