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A World without Farmers ? The Lewis Path Revisited
Dorin, Bruno; Hourcade, Jean Charles; Benoit-Cattin, Michel - HAL - 2013
them and other workers. After showing how land constraints and the productivity dynamics outside agriculture might prevent …This paper questions the Lewis Path perspective of a "world without agriculture" which underpins the "structural …
Persistent link: https://www.econbiz.de/10010738957
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Endemic diseases and agricultural productivity: Challenges and policy response
Audibert, Martine - HAL - 2011
the huge need of increasing the productivity in this sector. If increase in agriculture productivity requires both an …. After a long time of disinterest in the agriculture sector in Africa, several voices arise now in favour of greater efforts … towards this sector. Several studies tend to show the crucial role of agriculture in African countries' growth and highlight …
Persistent link: https://www.econbiz.de/10008835404
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Access to water as a determinant of rental values: A hedonic analysis in Rwanda
Choumert, Johanna; STAGE, Jesper; UWERA, Claudine - HAL - 2014
In this paper, we study the determinants of rental values in urban housing markets in Kigali, Rwanda. In particular, we …
Persistent link: https://www.econbiz.de/10010821123
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Rupture structurelle et demande de monnaie au Rwanda
Goux, Jean-François; Kigabo, Thomas Rusuhuzwa - HAL - 2007
Cette étude examine, pour le cas du Rwanda, si l'existence d'une relation cointégrante de demande de monnaie peut être …
Persistent link: https://www.econbiz.de/10008792138
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Long Memory Process in Asset Returns with Multivariate GARCH innovations
Mootamri, Imene - HAL - 2011
The main purpose of this paper is to consider the multivariate GARCH (MGARCH) framework to model the volatility of a multivariate process exhibiting long term dependence in stock returns. More precisely, the long term dependence is examined in the …first conditional moment of US stock returns...
Persistent link: https://www.econbiz.de/10009644795
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Detrending Persistent Predictors
Boucher, Christophe; Maillet, Bertrand - HAL - 2011
Researchers in finance very often rely on highly persistent - nearly integrated - explanatory variables to predict returns. This paper proposes to stand up to the usual problem of persistent regressor bias, by detrending the highly auto-correlated predictors. We find that the statistical...
Persistent link: https://www.econbiz.de/10010605314
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Changing-regime volatility: A fractionally integrated SETAR model
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - HAL - 2008
This paper presents a 2-regime SETAR model with different long-memory processes in both regimes. We briefly present the memory properties of this model and propose an estimation method. Such a process is applied to the absolute and squared returns of five stock indices. A comparison with simple...
Persistent link: https://www.econbiz.de/10010750892
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Forecasting exchange rates better than the random walk thanks to machine learning techniques
Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - HAL - 2014
overfitting in-sample for better and more stable forecasting performance out-of-sample we show that fundamentals from the PPP … at a 1 month forecast. "Classic" fundamentals hence contain useful information about exchange rates even for short … forecasting horizons. …
Persistent link: https://www.econbiz.de/10010899931
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Is Hosting the Games Enough to Win? A predictive economic model of medal wins at 2014 Winter Olympics
Andreff, Wladimir - HAL - 2012
sports specificity, the model is estimated again on all Winter Games since 1964.Then it is used to predict (forecast) the …
Persistent link: https://www.econbiz.de/10011025665
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Business surveys modelling with Seasonal-Cyclical Long Memory models
Ferrara, Laurent; Guegan, Dominique - HAL - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10010738446