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La modélisation VAR structurel : application à la politique monétaire en France.

Bruneau, C.; De Bandt, O. - Banque de France - 1998

This paper discusses the purposes and limits of " structural " VAR modeling. It explains the choices that modelers have to make at different stages of the procedure. An illustration is provided by an analysis of monetary policy shocks in France over the 1972 : 1-1995 : 2. Compared with previous...

Persistent link: https://www.econbiz.de/10008566303

La modélisation VAR "structurel" : application à la politique monétaire en France

Bruneau, Catherine; Bandt, Olivier de - In: Economie & prévision : EP (1999) 1, pp. 67-94

Persistent link: https://www.econbiz.de/10001449338

La modélisation VAR structurel : application à la politique monétaire en France

Bruneau, Catherine; Bandt, Olivier de - 1998

Persistent link: https://www.econbiz.de/10000983202

Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5

Bruneau, Catherine - In: Annales d'économie et de statistique (1995), pp. 177-206

Persistent link: https://www.econbiz.de/10001333815

Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt

Bruneau, Catherine; Jondeau, Eric - In: Annales d'économie et de statistique (1999), pp. 23-45

Persistent link: https://www.econbiz.de/10001565466

Excess returns, portfolio choices and exchange rate dynamics : the yen/dollar case, 1980 - 1998

Andrade, Philippe; Bruneau, Catherine - In: Oxford bulletin of economics and statistics 64 (2002) 3, pp. 237-260

Persistent link: https://www.econbiz.de/10001694546

Macroeconomic variables and default risk : an application of the FAVAR model

Guo, Liang; Bruneau, Catherine - In: Revue d'économie politique 124 (2014) 5, pp. 817-857

Persistent link: https://www.econbiz.de/10010492060

Assessing aggregate comovements in France, Germany and Italy : using a non stationary factor model of the euro area

Bandt, Olivier de (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003350337

Measuring co-movements in the euro area using a nonstationary factor model

Bruneau, Catherine; Bandt, Olivier de; Flageollet, A. - In: Applied economics letters 15 (2008) 10/12, pp. 781-785

Persistent link: https://www.econbiz.de/10003785631

Nonlinear cointegration relationships between non-life insurance premiums and financial markets

Jawadi, Fredj; Bruneau, Catherine; Sghaier, Nadia - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 753-783

Persistent link: https://www.econbiz.de/10003877884