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Taux de change et mésalignements du franc CFA avant et après l’introduction de l’euro

Gnimassoun, Blaise - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012

In this paper, we rely on panel cointegration techniques to estimate the equilibrium exchange rate of the CFA Franc according to the BEER approach (Behavioural Equilibrium Exchange Rate). Examination of the CFA Franc estimated misalignments revealed that flexibility for the CFA zone in terms of...

Persistent link: https://www.econbiz.de/10009652079

On the link between forward energy prices: A nonlinear panel cointegration approach

Mignon, Valérie; Joëts, Marc - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011

This paper investigates the relationship between forward prices of oil, gas, coal, and electricity using a nonlinear … are positively linked, while the negative link between oil and electricity prices is consistent with a substitution effect …

Persistent link: https://www.econbiz.de/10009291575

Real exchange rate misalignments and economic performance for the G20 countries

Sallenave, Audrey - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2010

We evaluate the growth effects of real effective exchange rate misalignments for the G20 countries over the period 1980-2006. To this end, we first estimate real effective equilibrium exchange rates relying on the behavioral approach BEER, from which misalignments are derived. Second, we...

Persistent link: https://www.econbiz.de/10008594243

On the relationship between forward energy prices: a panel data cointegration approach

Joëts, Marc - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2010

The aim of this paper is to investigate the long-term relationship between the forward prices of crude oil and domestic fuel (FOD) on the period from August 2003 to April 2010. To this end, we rely on a panel data setting by considering a sample of 36 maturities for the forward prices. Using...

Persistent link: https://www.econbiz.de/10008740672

On currency misalignments within the euro area

Coudert, Virginie; COUHARDE, Cécile; Mignon, Valérie - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012

Although nominal parities have been completely fixed within the euro area since the launch of the single currency, real effective exchange rates have continued to vary under the effect of inflation disparities, exhibiting a strong appreciation in the peripheral countries. In this paper, we...

Persistent link: https://www.econbiz.de/10010570419

Energy prices and the real exchange rate of commodity-exporting countries

Dauvin, Magali - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013

This paper investigates the relationship between energy prices and the real effective exchange rate of commodity-exporting countries. We consider two sets of countries: 10 energy-exporting and 23 non-fuel commodity-exporting countries over the period 1980-2011. Estimating a panel cointegrating...

Persistent link: https://www.econbiz.de/10010699972

Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries

Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013

This paper examines the causality relationship between immigration, unemployment and economic growth of the host … country. We employ the panel Granger causality testing approach of K´onya (2006) that is based on SUR systems and Wald tests … with country specific bootstrap critical values. This approach allows to test for Granger causality on each individual …

Persistent link: https://www.econbiz.de/10010992405

Les cycles de souscription de l’assurance non vie en France

Bruneau, Catherine; Sghaier, Nadia - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2008

evidence of causality between different variables and we end with an impulse analysis. The empirical results that we get are …

Persistent link: https://www.econbiz.de/10005249368

A Family Hitch : Econometrics of the New and the Used Car Markets

Prado, Sylvain Michael - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2010

Everybody knows that the new cars of today are used cars of tomorrow and some people assume a competition between new and used markets. There are numerous, preconceived ideas and academic theories regarding the interactions between primary and secondary markets. To investigate the relations, we...

Persistent link: https://www.econbiz.de/10008548323

Does OPEC still exist as a cartel? An empirical investigation

Mignon, Valérie; Brémond, Vincent; Hache, Emmanuel - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011

different countries are coordinated and if they have an influence on oil prices. Relying on cointegration and causality tests in …

Persistent link: https://www.econbiz.de/10008838930