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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
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Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle VAR structurel
Fève, P.; Matheron, J.; Sahuc, J-G. - Banque de France - 2009
The present paper investigates the dynamic effects of disinflation shocks for a number of real macroeconomic variables in the euro area. Using structural VARs, we identify disinflation shocks as the only shocks that can exert a long--run effect on inflation as well as other nominal variables...
Persistent link: https://www.econbiz.de/10008531414
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Règle de Taylor et politique monétaire dans la zone euro
Mésonnier, J-S.; Renne, J-P. - Banque de France - 2004
changes in the period under review, the set of instruments and the way the output gap is computed. Using the Kalman filter, we … estimate in particular a measure of the output gap that is consistent with a small macroeconomic model, which constitutes a …
Persistent link: https://www.econbiz.de/10005056522
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A Time-Varying Natural Rate for the Euro Area
Mésonnier, J-S.; Renne, J-P. - Banque de France - 2004
output gap and the natural rate of interest. The underlying state-space model incorporates an aggregate demand equation and a … TVNRI and the low-frequency fluctuations of potential output growth. The resulting interest rate gap, that is, the …
Persistent link: https://www.econbiz.de/10005056544
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La portée de la politique de ciblage d’inflation: Approche analytique et empirique pour le cas Tunisien
Chockri, Adnen; Frihka, Ibticem - In: Panoeconomicus 58 (2011) 1, pp. 91-111
L’objectif de notre travail est d’identifier les conditions nécessaires pour réussir la transition vers le régime de ciblage d’inflation pour le cas de la Tunisie. Dans ce contexte, nous analysons, tout d’abord, les fondements théoriques de la politique de ciblage d’inflation....
Persistent link: https://www.econbiz.de/10008871923
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EMU and Transatlantic Exchange Rate Stability
Bénassy-Quéré, Agnès; Mojon, Benoît - Centre d'études prospectives et d'informations … - 1998
Persistent link: https://www.econbiz.de/10005243466
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The Euro and Exchange Rate Stability
Bénassy-Quéré, Agnès; Mojon, Benoît; Pisani-Ferry, Jean - Centre d'études prospectives et d'informations … - 1997
Persistent link: https://www.econbiz.de/10005243470
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The steps of funding academic research : from grant application in partnership until award and output
Banal-Estañol, Albert; Macho-Stadler, Inés; … - In: Revue économique : revue bimestrielle 70 (2019) 5, pp. 625-653
Persistent link: https://www.econbiz.de/10012169813
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The OECD Productivity Database: An Overview
Pilat, Dirk; Schreyer, Paul - In: International Productivity Monitor 8 (2004) Spring, pp. 59-65
Dirk Pilat and Paul Schreyer of the OECD discuss the new OECD Productivity Database. The database covers 26 OECD countries for labour productivity estimates, as well as 14 countries for multifactor productivity estimates. While the database represents the most comparable productivity estimates...
Persistent link: https://www.econbiz.de/10005292742
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The ICOP Manufacturing Database: International Comparisons of Productivity Levels
Ark, Bart van; Timmer, Marcel - In: International Productivity Monitor 3 (2001) Fall, pp. 44-51
detailed industry level. The International Comparisons of Output and Productivity (ICOP) project established at the University … industry-specific purchasing power parities based on producer output data instead of final expenditure information. A key … finding that emerges from their research is the difference between labour productivity levels measured in terms of output per …
Persistent link: https://www.econbiz.de/10005481863