Ce travail utilise les techniques récentes de coïntégration en panel et la méthode d?estimation sur pour tester l?existence d?une relation de long terme entre le prix du pétrole et le cours des actions dans les pays du Conseil de coopération du Golfe (ccg). Ces pays étant des acteurs...

In this paper we estimate a structural var model for Morocco, Philippines and Uruguay and carry out the conventional inpulse response function analysis and variance decomposition of forecast errors. Our empirical investigations suggest that domestic shocks dominate real exchange rate...

We propose a new multivariate estimation of the ws-ps model on French macroeconomic data. Starting from a theoretical presentation of structural determinants of wage and price setting, we have estimated using a conditional var-ecm model, the relationships between unemployment rate, real labour...

We use sovereign debt rating estimations from Afonso, Gomes and Rother [2009, 2011] for Fitch, Moody?s, and Standard & Poor?s, to assess to what extent the recent fiscal imbalances are being reflected on the sovereign debt notations. With macro and fiscal data up to 2009, and macro and fiscal...