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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
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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
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La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine; Bandt, Olivier de - 1998
Persistent link: https://www.econbiz.de/10000983202
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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
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Monetary and fiscal policy in the transition to EMU : what do SVAR models tell us?
Bruneau, Catherine; Bandt, Olivier de - In: Economic modelling 20 (2003) 5, pp. 959-985
Persistent link: https://www.econbiz.de/10001781886
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Fiscal policy in the transition to monetary union : a structural VAR model
Bruneau, Catherine; Bandt, Olivier de - 1999
Persistent link: https://www.econbiz.de/10001363717
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Fiscal Policy in the Transition to Monetary Union : A Structural VAR Model
Bruneau, Catherine; de Bandt, Olivier - 2011
In order to assess the effect of fiscal rules in Stage Three of EMU for France and Germany, Bayoumi and Eichengreen's (1992) structural VAR analysis is extended by including the general government financial surplus and conditioning by external variables. This allows a distinction between fiscal...
Persistent link: https://www.econbiz.de/10014187521
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Structural VAR Modeling : Application to France's Monetary Policy (In French)
Bruneau, Catherine - 2011
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/10013131870