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'cointegration'
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Ouvrages
Clive William John Granger, Auteur ; Halbert L. White, Éditeur scientifique ; Robert F. Engle, Éditeur scientifique | Oxford : Oxford University Press | 1999The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world'leading econometricians, all of whom have collaborated with or studied with (or both) Clive Granger. Central themes of Grangers work are reflect[...]
Ouvrages
Gangadharrao S. Maddala, Auteur ; In-Moo Kim, Auteur | Cambridge University Press | Themes in modern econometrics | 1998Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an[...]
Ouvrages
Robert F. Engle, Éditeur scientifique ; Clive William John Granger, Éditeur scientifique | Oxford : Oxford University Press | Advanced texts in econometrics | 1991In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and t[...]
Ouvrages
Katarina Juselius, Auteur | Oxford University Press | Advanced texts in econometrics, ISSN 1754-5765 | 2009This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are[...]
Article : Revues - Articles
Cet article traite du lien entre le niveau de la démocratie et la surévaluation du taux de change. Etant donné les difficultés d'identifier une telle relation par une étude sur données transversales, nous considérons le cas d'un pays présentant [...]
texte imprimé
This thesis tackles one of the most debatable and in vogue topics in economics, namely the economic development and environmental quality nexus. Notably, it studies the economic development's effects—in terms of its economic, soci[...]
Thèses
Sosso Feindouno, Auteur ; Michaël Goujon, Directeur de thèse | Clermont-Ferrand : Université Clermont Auvergne | 2018-12-17EN: Vulnerability and fragility are at the heart of the global debate arising from the definition and implementation of the sustainable development goals. This PhD dissertation offers enhanced tools to assess structural vulnerability and fragili[...]
Article : Revues - Articles
Thèses
Alexandra-Anca Purcel, Auteur ; Dorina Lazăr, Directeur de thèse ; Alexandru Minea, Directeur de thèse | Clermont-Ferrand : Université Clermont Auvergne | 2020EN: This thesis tackles one of the most debatable and in vogue topics in economics, namely the economic development and environmental quality nexus. Notably, it studies the economic development's effects — in terms of its economic, social, and p[...]
Working Paper
Michaël Goujon, Auteur | Clermont-Ferrand : Centre d'études et de recherches sur le développement international (Cerdi) | Études et Documents Cerdi, ISSN 2114-7957 | 2005During the transition towards a market economy, the Vietnamese economy has embarked upon a path of lasting disinflation in a context of dollarization. In this study, a model shedding light on the determinants of inflation in the case of dollariz[...]
