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Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts

Prat, Georges; Uctum, Remzi - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2006

Using Consensus Forecasts monthly surveys, we show that experts' interest rate expectations in the Eurofranc market do … not verify the rational expectations hypothesis. Instead, these expectations are found to be generated by a mixed process …, money). This mixed expectational process is shown to verify the term structure relation of interest rates based on the …

Persistent link: https://www.econbiz.de/10005094008

Ciblage de l'inflation, transparence et anticipations : une revue de la litterature récente

Salle, Isabelle - In: Revue d'économie politique 123 (2013) 5, pp. 697-736

Persistent link: https://www.econbiz.de/10010223013

L' inflazione nel quarto secolo D.C. : atti dell'incontro di studio, Roma 1988

Camilli, Luciano (revision) - 1993

Persistent link: https://www.econbiz.de/10000894844

Valeur, monnaie et inflation

De Vroey, Michel - 1979

Persistent link: https://www.econbiz.de/10000858663

Short Run and Long Run Causality in Time Series: Inference

Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 2003

We propose methods for testing hypothesis of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses...

Persistent link: https://www.econbiz.de/10005100843

Excès de liquidité monétaire et prix des actifs.

Gouteron, S.; Szpiro, D. - Banque de France - 2005

inflation. Excess liquidity, rather than heading towards the market of consumer goods, could have moved towards the asset … prices, and the extension of the quantitative equation of money to transactions on assets does not stabilize the money …

Persistent link: https://www.econbiz.de/10005056539