[ger] Festlegung der Anzahl Verzögerungen in einem VAR-Modell. Die Wahl der Kriterien und ihre möglichen Auswirkungen, . von Claude Deniau, Georges Fiori, Alexandre Mathis.. . Gegenstand dieses Artikels ist die Wahl der Anzahl der Verzögerungen, die in vektoriellen autoregressiven...

[spa] Impacto de la deuda pública en ciertas variables macrœconómicas francesas, . por Claude Deniau, Georges Fiori, Alexandre Mathis.. . En este trabajo se utilizan métodos estadísticos basados en el uso de pruebas de causalidad en el sentido de Granger para examinar las relaciones entre...

Under the current VAT system defined in the Sixth VAT Directive, Member States are required to have a single VAT rate of at least 15% and may have a maximum of two reduced VAT rates set no lower than 5%. Annex H of the 6 Directive outlines the list of the goods and services to which reduced...

[eng] The aim of this study is to test the joint hypothesis of rational expectations and market efficiency in commodity price determination. The test is based on the analysis of co-movements between commodity prices. It takes into account the specific dynamics of these series, especially the...

[eng] Stylized trends and cycles in the G7 countries : a stochastic approach Jacky Fayolle, Alexandre Mathis To present stylized cyclical movements of the G7 countries, this paper uses the unobservable components models proposed by Harvey (1985, 1989). To fit the dynamics, the set of...

[eng] The aim of this paper is to study empirically the influence of the growth of public debt on a set of macroeconomic variables, especially the interest rate. The approach used is that of vectorial time series analysis and not that of classical econometrics. We show that an acceleration of...

[fre] L'utilisation, pendant près de dix ans, du modèle trimestriel du département d'économétrie de l'OFCE permet de faire une rétrospective des erreurs de prévisions passées. Il s'agit, par une analyse statistique des erreurs, d'essayer d'en décrire les principales caractéristiques....