Ce document de travail présente les résultats de l’étude pilote menée au Burkina Faso au cours de l'année 2019 dans le cadre de l'élaboration du cadre de mesure statistique du « soutien public total au développement durable (TOSSD) ». L'étude pilote inclut la perspective des acteurs...

This paper generalizes the Bollerslev and Zhang (2003) approach for the estimation of loadings of asset pricing models using "realized" measures and co-measures of risk. We propose here to extend this approach by including higher-moments in asset pricing models. Estimations are conducted using...

Financial risk modeling, measuring, and managing are an inherent part of management in financial institutions. It is also an important step within the setting of optimal level of capital eligible to cover risk exposures. A significant portion of capital is usually assigned to cover the risk of...

Cet article dresse un portrait de l'accessibilité des données des administrations publiques en portant une attention particulière aux données fiscales, ainsi qu'aux données des deux plus grands postes de dépenses du gouvernement du Québec, soit la santé et l'éducation. Nous ne sommes...

This study presents some of the results of the transport satellite accounts (TSA) published recently (Planning Paper 106) in order to provide a first estimation of expenditure and revenue of the public administrations linked to transport in 1995 and 2000. From this information, the possibility...

Service-oriented architecture (SOA) supply methods for systems development and integration where work interoperable services. A SOA suppose application functionality distribution in distinct units called services that communicate with each other. This ser

Due to their early release, Business Tendency Surveys (BTS) are widely used in short term forecasting. Their questions are mainly qualitative; answers are most often used to calculate balances of opinions, which are defined as the difference between the proportions of positive answers with...

A large majority of summary indicators derived from the individual responses to qualitative Business Tendency Survey questions (which are mostly three-modality questions) result from standard aggregation and quantification methods. This is typically the case for the indicators called balances of...