Econometrics

versus Flexible: Lessons from EMS Order Flow », document de travail no 8491, National Bureau of Economic Research. Killian, L. (1999). « Exchange Rates and Monetary Fundamentals: What Do We Learn from LongHorizon Regressions? », Journal of Applied Econometrics, vol. 14, no 5, p. 491-510. Lucas, R. (1982). « Interest Rates and Currency Prices in a Two-Country World », Journal of Monetary Economics, vol. 10, no 3, p. 335-359. Lyons, R. (2001). The Microstructure Approach to Exchange Rates, Cambridge (Massachusetts)

organizational design and the diffusion of information technologies : an empirical analysis », Research Policy, vol. 36, n°3, pp. 367-386. BRESNAHAN T. et TRAJTENBERG M. (1995), « General Purpose Technologies : “Engines of Growth” ? », Journal of Econometrics, vol. 65, n° 1, pp. 83-108. BERKELEY N., CLARK D. et ILBERY B. (1996), « Regional Variation in Business Use of ICT and their Implications for Policy : Case Study Evidence from Rural England », Geoforum, vol. 27, n° 1, pp. 75-86. CHARBIT C.

recommendations in both constrained and unconstrained scenarios, highlighting the trade-offs between each option. In all studies, MSP ensures the accuracy algorithms to create cross-marketing optimization software. The Compass library is based on deep-dive econometric analyses of multiple brands and represents businesses that have collectively spent more than $100 billion in advertising, generating close to $1 trillion in worldwide revenue. Data are both global and regional and represent players across most vertical

conférence annuelle de l’AAER, 2010. [14] C. Conrad et M. Karanasos, "Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between InflationUncertainty and Macroeconomic Performance", in Studies in Nonlinear Dynamics & Econometrics, vol. 9, n°4, nov. 2005 (publié par The Berkeley Electronic Press et consultable sur: http://www.bepress.com/snde ). [15] Lefteris Papadimas et Ingrid Melander « La Grèce dénonce une ingérence de l'UE et du FMI »,  Le Point, 12 février 2011, URL :

Macroeconomics of Low Inflation,” Brookings Papers on Economic Activity, no. 1: 1–76. Arthur Grimes, 1990. "The theoretical basis for monetary policy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 53, june Asogu, J.O. (1991). “An Econometric Analysis of the Nature and Causes of Inflation in Nigeria”. Central Bank of Nigeria Economic and Financial Review, Volume 29, No. 3. Astley, M.S. and A.G. Haldane .1997. The Information in Money, Bank of England Quarterly Bulletin, 37(2). Bah, Ousmane

an empirical examination of the total effect of the financial reform on aggregate private saving based on Algerian case. Using Principal Components Analysis, we construct an index of financial liberalization for Algeria. This is employed for an econometric analysis of private saving in this country during the period 1970-2006.We find that liberalization appears to have had a significant negative effect on saving.Furthermore, there is no evidence of any significant effects of the interest rate.

spécifiques au traitement des séries temporelles par régression. On se référera pour cet aspect au livre de Jean Stafford et Bruno Sarrasin, La Prévision-prospective en gestion et aux classiques en économétrie (le livre de Peter Kennedy, A Guide to Econometrics, est pratiquement un incontournable pour une entrée en matière). Les paramètres β 0 , β1 , β 2 , ... β k Les paramètres β 0 , β1 , β 2 , ..., β k prennent des valeurs uniques qui se maintiennent constantes, quelle que soit la situation considérée

stabilité financière • N°5 • Novembre 2004 ÉTUDES Bilan des « stress tests » menés sur le système bancaire français BIBLIOGRAPHIE Anderson (T.W.) et Hsiao (C.) (1982) « Formulation and estimation of Dynamic Models Using Panel Data » Journal of Econometrics, n°18 Baghli (M.), Brunhes-Lesage (V.), de Bandt (O.), Fraisse (H.) et Villetelle (J.-P.) (2003) « Le modèle de prévision Mascotte pour la France : principales propriétés et résultats de variantes » Bulletin de la Banque de France, octobre Baghli

alcohol-related harm. Substance Abuse Treatment, Prevention, and Policy. Great Britain. Wright, L., (1999) Young People and Alcohol: What 11 to 24 year olds know, think and do. Londres. Health Education Authority. McGuiness, T (1980) An econometric analysis of total demand for alcoholic beverages in the UK, 1956-1975. UK. Journal of Industrial Economics Edwards, G et al (1994) Alcohol policy and the public good. Oxford. Oxford Medical cited by Wright, L., (1999) Young People and Alcohol:

Barro, R.J (1991): « Economic growth in a cross section of countries ». The Quarterly Journal of Economics, 106 (2).407-443. Blundell, R et Bond, S (1998): «Initial conditions and moments restrictions in dynamic panel data models”, Journal of Econometrics, 87(1).115-143. Bulow, J et Rogoff, K (1990) : « Cleaning up Third World debt without getting taken to the cleaners ». Journal of Economic Perspectives,4(1). 31-42. Burnside, C et Dollar, D (2000) : « Aid, policies and growth ». American Economic