Econometrics

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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 Introduction

and indirect aid such as tax incentives). It then presents the results of some of the main empirical studies carried out on this subject in a certain number of comparable countries, mainly in Europe. In particular, it provides an account of major econometric studies having assessed the effects of public aid to corporate R&D. Beyond that, it shows that it is necessary to check that this public R&D support is consistently integrated into a broader policy in favour of innovation. Keywords: Keywords : research

16, April 20. BANERJEE A. et PIKETTY T., (2003) « Top Indian Incomes, 1922-2000 », www.cepremap.ens.fr/~piketty/Papers/BanerjeePiketty 2003.pdf. BHATACHARYA B. B., (2004) « Growth and Stability in the Indian Economy in Post Reform Era : a Macro Econometric Evaluation », mimeo. DELONG J.-B., (2001) « India Since Independence : an Analytical Growth Narrative », in Dani Rodrik, ed, Modern Economic Growth : Analytical Country Studies. GERMAIN J.-M. et GUICHARD S., (1998) « L’Asie du Sud-Est : quelles

The rest of the paper is organized as follows. Section 2 reviews the econometric framework and the estimation approach, with a detailed presentation of the data used in our estimation. In Section 3 we present the latent factors and the comovements between the macro and micro factors. Section 4 investigates the role of the bank-level factors in the monetary policy transmission mechanism. Section 5 concludes. 2 Econometric Framework: FAVAR We aim to evaluate the importance of individual banks’

prudence pour l'interprétation des résultats. Le choix d'une méthode d'estimation convenant au problème étudié et l'interprétation prudente des résultats permet donc d'éviter des conclusions hâtives. 27 PINDICK R.S., RUBINFELD D.R., 1998, Econometric Models and economic forecasts, Boston, Mass. Irwin/McGraw-Hill. CREDOC - DECEMBRE 2005 28 EXERCICE D'ANTICIPATION DES COMPORTEMENTS ALIMENTAIRES DES FRANÇAIS 2.2. Théorie de Mason face aux critiques28 Du fait de l'interdépendance

essentially offers training in analytical skills, including quantitative analysis, and knowledge and theory and evidence in chosen fields. Almost every Master will comprise the same core modules: Microeconomic Theory, Macroeconomic Theory and Econometrics. The way in which these modules are taught will vary. Which University? There are three important factors to consider while choosing from the many universities offering courses: 1. How good is the department? Does it have a good research

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