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Why Is French Equilibrium Unemployment So High? An Estimation of the WS-PS Model.
L'Horty, Yannick; Rault, Christophe - 2003
Unemployment in France rose steadily from the early-seventies to the mid-eighties. Since the mid-eighties it has continued to experience fluctuations around a very high average level. Equilibrium unemployment theories are a useful framework within which to account for these developments. A...
Persistent link: https://www.econbiz.de/10009445708
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The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience
L'Horty, Yannick; Rault, Christophe - 2003
To account for employment evolutions at the macro-economic level, we propose a modelling where employment is explained by added value, working time and real labour cost. Estimations using quarterly French macro-economic data are carried out in a multivariate framework for three sets of sectors....
Persistent link: https://www.econbiz.de/10010275663
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Learning about the long-run determinants of real exchange rats for developing countries : a panel data investigation
Drine, Imed; Rault, Christophe - In: Panel data econometrics : theoretical contributions and …, (pp. 307-325). 2006
Persistent link: https://www.econbiz.de/10003331443
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Budgetary and external imbalances relationship : a panel data diagnostic
Afonso, António; Rault, Christophe - 2009
We assess the cointegration relationship between current account and budget balances, and effective real exchange rates …, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10003808652
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On the influence of oil prices on stock markets : evidence from panel analysis in GCC countries
Arouri, Mohamed; Rault, Christophe - 2009
This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … October 2008, and from January 1996 to December 2007, our investigation shows that there is evidence for cointegration of oil … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …
Persistent link: https://www.econbiz.de/10003854428
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665
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Oil prices and stock markets : what drives what in the gulf corporation council countries?
Arouri, Mohamed; Rault, Christophe - 2010
In the empirical literature, only few studies have focused on the relationship between oil prices and stock markets in net oil-importing countries. In net oil-exporting countries this relationship has not been widely researched. This paper implements the panel-data approach of Kónya (2006),...
Persistent link: https://www.econbiz.de/10003937088
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Oil prices and stock markets : what drives what in the Gulf Corporation Council countries?
Rault, Christophe; Arouri, Mohamed - 2009
Persistent link: https://www.econbiz.de/10003949272
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International financial integration and real exchange rate long-run dynamics in emerging countries
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
Persistent link: https://www.econbiz.de/10003949340