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La nouvelle version du modèle MZE, modèle macroéconométrique pour la zone euro : Des intervalles de confiance pour contrôler les résultats variantiels

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  • Muriel Barlet
  • Marie-Émilie Clerc
  • Marguerite Garnero
  • Vincent Lapègue
  • Vincent Marcus

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  • Muriel Barlet & Marie-Émilie Clerc & Marguerite Garnero & Vincent Lapègue & Vincent Marcus, 2012. "La nouvelle version du modèle MZE, modèle macroéconométrique pour la zone euro : Des intervalles de confiance pour contrôler les résultats variantiels," Économie et Statistique, Programme National Persée, vol. 451(1), pages 155-177.
  • Handle: RePEc:prs:ecstat:estat_0336-1454_2012_num_451_1_9743
    DOI: 10.3406/estat.2012.9743
    Note: DOI:10.3406/estat.2012.9743
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    References listed on IDEAS

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    1. Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-442, October.
    2. Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
    3. Fagan, Gabriel & Henry, Jérôme & Mestre, Ricardo, 2001. "An area-wide model (AWM) for the euro area," Working Paper Series 42, European Central Bank.
    4. Chris Mulhearn & Howard R. Vane, 2008. "The Euro," Books, Edward Elgar Publishing, number 12566.
    5. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
    6. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454-454, October.
    7. Lutkepohl, Helmut, 1990. "Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 116-125, February.
    8. Peersman, Gert & Smets, Frank, 2001. "The monetary transmission mechanism in the euro area: more evidence from VAR analysis," Working Paper Series 91, European Central Bank.
    9. McAdam, Peter & Morgan, Julian, 2001. "The monetary transmission mechanism at the euro-area level: issues and results using structural macroeconomic models," Working Paper Series 93, European Central Bank.
    10. Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
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