Econometrics

S. 1968, “On Estimating the Industry Production Function”, American EconomicReview, vol. 58, pp. 826-839. Aigner, D., Lovell, C.A.K. & Schmidt, P. 1977, "Formulation and estimation of stochastic frontier production function models", Journal of Econometrics, vol. 6, no. 1, pp. 21-37. Alam, I.M.S. 2001, "A nonparametric approach for assessing productivity dynamics of large U.S.banks", Journal of Money, Credit and Banking, vol. 33, no. 1, pp. 121-139. Alchian, A. A. & Kessel, R. 1962, "Competition

Abstract Time Series Analysis is applied in numerous sciences and techniques. It is introduced here with an accent of forecasting methods as they are used, in particular by companies interested in sales forecasting. We focus on statistical and econometric aspects of these methods and their limitations. Spectral analysis is also considered. Beside some simple illustrations of these methods, we provide indications on software being used, on available courses and on some computational aspects. 1

Journal of Economics, 120, 963-1002. Marmot, M. (2004). Status Syndrome. London: Bloomsbury. McBride, M. (2006). "An Experimental Study of Happiness and Aspiration Formation". University of California-Irvine, Mimeo. Melenberg, B. (1992). "Micro-econometric Models of Consumer Behaviour and Welfare". Tilburg University, mimeo. Panos, G. et Theodossiou, I. (2006). "Earnings Aspirations and Job Satisfaction: The Affective and Cognitive Impact of Earnings Comparisons". University of Aberdeen, mimeo

its theoretical and empirical dimension. The following benchmarks are considered. First the creation of modern macroeconomics is viewed as resulting from three congruent causes, Keynes’ General Theory, Hicks’ IS-LM model and, finally Tinbergen’s econometric models. In a second step, we briefly survey macroeconomics as it existed during its period of dominance in the 1950s and the 1960s. Next, we consider the criticism of these models by Friedman and, Lucas. This brings us to consider macroeconomics

les revenus des individus. La distribution serait tronquée si n‟étaient interrogées que les personnes dont les revenus sont supérieurs à un certain niveau de pauvreté (manque d‟observations). Par contre, supposons qu‟au lieu de 71 GREENE W. “Econometric analysis” 4th Edition, Prentice Hall, New York. 41 ne pas être observés, les revenus inférieurs au seuil de pauvreté soient considérés comme « au seuil de pauvreté » dans quel cas la distribution sera censurée. GREENE distingue aussi les

Accroissement de la population mondiale dans l'avenir, New York, 1958.) Cf. Prévisions démographiques; Projections démographiques. 130 MODÈLES ÉCONOMÉTRIQUES (CARACTÉRISTIQUES DES MODÈLES MACRO-ÉCONOMÉTRIQUES) MODÈLES ÉCONOMÉTRIQUES An. : econometric models. Al. : ökonometrische Modelle. Les premières tentatives de construire des modèles économétriques globaux répondaient principalement à la préoccupation de vérifier les théories du cycle économique et de démontrer les caractéristiques du mouvement

Equalization?», University of Michigan Discussion Paper, 431. Eaton J., Tamura A. (1994). «Bilateralism and Regionalism in Japanese and US Trade and Direct Foreign Investment Patterns» NBER Working Paper, 4758. Egger P. (1999). «A Note on the Proper Econometric Specification of the Gravity Equation», WIFO Working Paper, pp. 99-108. 134 Document téléchargé depuis www.cairn.info - - - 196.201.198.147 - 26/03/2012 20h19. © La Doc. française Engel C., Rose A.K. (2001). «Currencies Union and International

(monetary policy, trade deficit and fiscal deficit in the United States, RMB/USD exchange rate) ought to lead to a weak dollar against the euro, the sovereign debt crisis in the euro zone has, on the contrary, led to a weakening of the euro. Our econometric analysis suggests that, without the sovereign debt crisis, the USD/EUR exchange rate would today be 1.63. Flash 2011 - 144 - 4 AVERTISSEMENT / DISCLAIMER Ce document et toutes les pièces jointes sont strictement confidentiels et établis

and Ruiz-Arranz, 2005, Remittances, Financial Developpement and Growth. International Monetary Fund Working Paper 05/234. Gubert, F., 2000, "Migration, Remittances and Moral Hazard: Evidence from the Kayes Area (Western Mali)", World Conference Econometric Society, Seattle. Lachaud J.P., 1999, Envoi de fonds, inégalité et pauvreté au Burkina Faso, Document de travail N° 40, Centre d’économie du développement, Université Montesquieu-Bordeaux IV. Lachaud J.P., 2000a, « Pauvreté et choix méthodologique:

time-varying parameter models of the NAIRU help policymakers forecast unemployment and inflation in the OECD countries? », IMF Working Paper (en projet), février. BROER, P., N. DRAPER et F. HUIZINGA (1998), « The equilibrium rate of unemployment, an econometric analysis », Centraal Planbureau, Interne Notitie. 227 © OCDE 2001 Revue économique de l’OCDE n° 33, 2001/II BRAYTON, F., J.M. ROBERTS et J.C. WILLIAMS (1999), « What’s happened to the Phillips curve? », Federal Reserve Board Working