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Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries

Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - Centre d'études prospectives et d'informations … - 2011

This paper examines the causality relationship between immigration, Unemployment and economic growth of the host … countries (France, Iceland, Norway and United Kingdom), growth positively causes immigration, while in any country, immigration … does not cause growth. …

Persistent link: https://www.econbiz.de/10009391585

DE LA NATURE DES INTERACTIONS FISCALES AU SEIN DE L’UNION EUROPÉENE

CASSETTE, Aurélie; EXBRAYAT, Nelly - In: Region et Developpement 30 (2009), pp. 119-140

Dans cet article, nous nous intéressons à la nature des interactions fiscales au sein de l’UE27 en matière d’impôt sur les sociétés. Nous estimons un modèle empirique de choix fiscal au sein de l’UE27 sur la période 1995-2007 en utilisant la méthode des moments généralisés et...

Persistent link: https://www.econbiz.de/10009131178

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

Innovation, productivité et exportation : Y-a-t-il un effet d'auto-sélection consciente? Une étude empirique sur les PMI de basse-Normandie.

Movahedi, Mohammad; Gaussens, Olivier - Centre de Recherche en Économie et Management (CREM) - 2011

This paper presents an analysis of the relationship between innovation, productivity and exports regarding the SMEs. The main research aim of this study consists in analyzing the hypothesis of firms’ conscious self-selection in the export markets. To measure innovation, we consider the...

Persistent link: https://www.econbiz.de/10009364561

Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques

Bassilière, Delphine; Bossier, Francis; Verschueren, … - Federal Planning Bureau, Government of Belgium - 2009

aimed at increasing taxes on energy and decreasing other taxes(mainly taxes on labour). Results show that, if the increase … in energy taxes is combined with a reduction of taxes on labour, a double dividend (rise in employment and decrease in … energy consumption and CO2 emissions) can be obtained. …

Persistent link: https://www.econbiz.de/10009246723

Un MEDAF à plusieurs moments réalisés.

Hurlin, Christophe; Kouontchou, Patrick; Maillet, Bertrand - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010

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...

Persistent link: https://www.econbiz.de/10008635797

Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models

Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - Centre Interuniversitaire de Recherche en Analyse des … - 2003

Dans cet article, nous proposons des tests sur la forme de la distribution des erreurs dans un modèle de régression linéaire multivarié (RLM). Les tests que nous développons sont fonction des résidus obtenus par moindres carrés multivariés, lesquels sont standardisés de façon à ce que...

Persistent link: https://www.econbiz.de/10005100629

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - Centre Interuniversitaire de Recherche en Analyse des … - 2003

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian...

Persistent link: https://www.econbiz.de/10005100677

Asymptotic distribution of a simple linear estimator for VARMA models in echelon form

Dufour, Jean-Marie; Jouini, Tarek - Centre Interuniversitaire de Recherche en Analyse des … - 2005

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are...

Persistent link: https://www.econbiz.de/10005100706

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2002

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...

Persistent link: https://www.econbiz.de/10005100885

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