Econometrics

l’inflation et la croissance 125 Kocherlakota, N. (1996). « Commentary », Federal Reserve Bank of St. Louis Review, vol. 78, maijuin, p. 170-172. Lee, B-S. et B. F. Ingram (1991). « Simulation Estimation of Time-Series Models », Journal of Econometrics, vol. 47, février-mars, p. 197-205. Love, D. et J-F. Wen (1996). « Inflation, Welfare, and the Time-Costs of Transacting », inédit, Université Brock. Macklem, T. (1993-1994). « Les progrès récents de la théorie de la croissance : mise en perspective

Finance”, Journal of Finance 52, pp. 1130-1150. [52] Llewellyn D. [2002], ”An Analysis of the Causes of Recent Banking Crises”, The European Journal of Finance 8, pp. 152-175. [53] Maddala G.S. [1983], Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press. [54] Martin D. [1977], ”Early Warning of Bank Failure”, Journal of Banking and Finance 1, pp. 249-276. [55] Mitton T. [2002], ”A Cross-Firm Analysis of the Impact of Corporate Governance of the East Asian Financial

terms. (exogenous) variable that could “cause” injury in the domestic economy to such variables as domestic production. Members are free in their choice of methodology to carry out this type of analysis, and the suggestion by economists that econometric models might help to separate the contribution of relevant factors has largely been ignored. One of the reasons for this may be that legal issues in respect of which such quantification could matter – notably the determination of the tariff rate

the index is an unweighted average for Russia, Kazakhstan, Bulgaria, Croatia, Czech Republic, Latvia, Poland, Turkey, Georgia, Moldova and Lithuania. 130 125 120 115 110 105 100 95 90 In order to shed more light on these different factors, an econometric study was carried out, using an unbalanced panel of 14 central and eastern European countries. In separate regressions of the share of foreign currencydenominated deposits and loans, the impact of a crisis memory indicator was studied when controlling

fundamental cause of longrun growth », in Handbook of Economic Growth by Ph. Aghion & S. Durlauf, Elsevier 2005 Abramovitz M. (1986), « !ddddddtt Aghion, Philippe & Howitt, Peter, (1992): "A Model of Growth through Creative Destruction" Econometrica, Econometric Society, vol. 60(2), pages 323-51, Banque Mondiale (2007): « Doing Business 2007» Baumol W. J. (1986): « Productivity Growth, Convergence and Welfare, What the Long-Run data show», American Economic Review, 76(5), P. 1073-85 Berthélémy J.C. (2005):

that corruption is harmful but says little about the precise mechanisms. To counter this weakness, two new types of research are underway: detailed questionnaires that target households, businesses, and public officials; and what might be called ‘‘econometric case studies.’’ The questionnaires permit researchers to explore people’s actual experiences. The case studies help one understand how corrupt sectors operate and how malfeasance might be controlled. Here are some examples of the research I have

159-181. Bai J. et P. Perron (1998) : « Estimating and Testing Linear Models with Multiple Structural Breaks », Econometrica, n° 66, pp. 47-78. Bai J. et P. Perron (2003) : « Computation and Analysis of Structural Changes Models », Journal of Applied Econometrics, n° 18, pp. 1-22. Cahn C. et A. Saint-Guilhem (2006) : Potential Output Growth in Several Industrialised Countries: A Comparison, Communication à la Conférence organisée par la Banque du Canada sur le thème ‘Perspectives on Potential Output and

: PUF. o El Alj Taoufik (2004), Analyse économique des situations de travail des enfants au Maroc, Mémoire de DESA, UFR Economie des organisations, Université Mohammed V-Agdal o Griliches Z. (1977), « Estimating the Returns to Schooling – Some Econometric Problems », Econometrica, 45, January, pp. 1-22. o Guillaume M.-L. (1995), «Le coût économique et social de l’illettrisme», Universitas Friburgensis, Juin. o Hanushek E. A., Kimko D. D. (2000), “Schooling, Labor Force Quality and the Growth of Nations”

Journal of Empirical Finance 8 (3), 325-42. Coles S., Powell E. (1996) « Bayesian methods in extreme value modelling : a review and new developments », Internat. Statist. Rev. 64, 119-36. Davidson R., MacKinnon J.G. (2004) « Bootstrap Methods in Econometrics », working paper. de Haan L., Peng L. (1998) « Comparison of tail index estimators », Statistica Neerlandica 52 (1), 60-70. Deelstra G., Janssen J. (1998) « Interaction between asset liability management and risk theory », Applied Stochastic Models

productivity occupations in manufacturing and services. The World Bank’s Doing Business survey found China ranking 61st in the world in terms of ease of access to credit. Investment climate surveys suggest that less than half of SMEs have a bank loan. Econometric results indicate that there is less employment growth in firms facing greater difficulties in accessing credit. According to Aziz and Cui (2007), the programme of bank restructuring in China emphasized stricter rules to minimize non-performing loans