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Les algorithmes de la modélisation : une analyse critique pour la modélisation économique

Buda, Rodolphe - 2001

L'objet de ce papier n'est pas tant de présenter les principaux algorithmes utilisés en modélisation économique - nombre de manuels font des présentations de meilleure qualité et plus exhaustives - que d'en proposer une vision critique. Les modèles économiques, et plus particulièrement...

Persistent link: https://www.econbiz.de/10015232371

Dynamiques ´Economiques à Madagascar : Lien entre Croissance, Crises et Stabilité Politique

Andrianady, Josué R.; Ranaivoson, Michel H. P. - 2023

The island of Madagascar, situated in the Indian Ocean, has borne witness to recurring socio-political crises over the past decades that have profoundly impacted its economic development. This article meticulously examines the correlation between economic growth and these crises, employing a...

Persistent link: https://www.econbiz.de/10015270545

L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine

BIJOU, MOHAMMED; ELHASSOUNI, MOHAMMED - 2016

The contribution of foreign subsidiaries to economic growth prompted the Moroccan government to place the attraction of foreign direct investment as one of the economic priorities of the country, which has led to the development of policies aiming to attract multinationals. This thesis therefore...

Persistent link: https://www.econbiz.de/10015254236

Identification, Weak Instruments and Statistical Inference in Econometrics

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...

Persistent link: https://www.econbiz.de/10005100952

Asymmetric Smiles, Leverage Effects and Structural Parameters

Garcia, René; Luger, Richard; Renault, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 2001

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture...

Persistent link: https://www.econbiz.de/10005100971

Latent Variable Models for Stochastic Discount Factors

Garcia, René; Renault, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 1999

Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time...

Persistent link: https://www.econbiz.de/10005101123

Les sources des fluctuations marcoéconomiques au Cameroun

ODIA NDONGO, Yves Francis - 2007

This work aims at analysing the dynamics of macroeconomic fluctuations in Cameroon, using a semi-structural VAR to determine the sources of its macroeconomic fluctuations. The results obtained point out that the macroeconomic fluctuations in Cameroon, even though influenced by external shocks,...

Persistent link: https://www.econbiz.de/10015215439

The New Version of the Model MZE, Macroeconometric Model for the Eurozone

BARLET, M.; CLERC, M.-É.; GARNERO, M.; LAPÈGUE, V.; … - Département des Études Économiques d'Ensemble (D3E), … - 2011

This paper presents the main improvements carried out to the macroeconometric model MZE since its creation in 2003. We have back-calculated the series over the period 1980-1995, in order to make the model more stable. To our knowledge, this paper is the first application of Kllians (1998) method...

Persistent link: https://www.econbiz.de/10009364398

MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments

Baghli, M.; Brunhes-Lesage, V.; De bandt, O.; Fraisse, H.; … - Banque de France - 2004

MASCOTTE is the new version of the Banque de France's macro-econometric forecasting model. Following the last rebasing …

Persistent link: https://www.econbiz.de/10005056499

Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?

Chiny, Faycal - 2013

decisions on the basis of the available information. The challenge they face is how to manipulate these information sets in … first idea is that each one of us has his own way to see the world and his own utility function that he will try to maximize …. The second is where each one seeking to maximize his utility function is intuitively constrained to minimize the risk. The …

Persistent link: https://www.econbiz.de/10015240284