A recent study in agricultural products has brought out evidence of asymmetrical transmission of price changes according to the sign (positive or negative) of past variation. Interestingly, asymmetry was more commonplace for products with a lower elasticity of supply due to the perishable nature...

Apres un rappel synthetique des differents concepts d'exogeneite dans les cadres stationnaire et non stationnaire (predetermination, exogeneite stricte, exogeneite faible, exogeneite forte, super exogeneite, exogeneite de cointegration), nous examinons les conditions d'exogeneite faible...