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Rupture structurelle et demande de monnaie au Rwanda

Author

Listed:
  • Jean-François Goux

    (GATE - Groupe d'analyse et de théorie économique - UL2 - Université Lumière - Lyon 2 - ENS LSH - Ecole Normale Supérieure Lettres et Sciences Humaines - CNRS - Centre National de la Recherche Scientifique)

  • Thomas Rusuhuzwa Kigabo

    (Université nationale du Rwanda - Université nationale du Rwanda)

Abstract

Cette étude examine, pour le cas du Rwanda, si l'existence d'une relation cointégrante de demande de monnaie peut être établie en tenant compte de possibilités de rupture dans la structure de tendance des variables utilisées dans la modélisation. Nous prenons en compte ainsi les différents événements que le pays a connu pendant la période d'étude choisie (premier trimestre1980 – dernier trimestre 1999). Cette méthode permet effectivement de mettre en évidence une telle relation au niveau de la vitesse de circulation de M1, sensible au taux d'intérêt et au taux de change. Elle existe également pour la demande de monnaie M2.

Suggested Citation

  • Jean-François Goux & Thomas Rusuhuzwa Kigabo, 2007. "Rupture structurelle et demande de monnaie au Rwanda," Post-Print halshs-00201224, HAL.
    • Handle: RePEc:hal:journl:halshs-00201224
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00201224
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