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Repenser le modèle à correction d'erreurs dans l'analyse macroéconométrique : Une revue

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  • Christian P Pinshi

    (UNIKIN - University of Kinshasa)

Abstract

La méthodologie de la cointégration a comblé le vide qui existait entre les théoriciens de l'économie et les économètres dans la compréhension de la dynamique, de l'équilibre et du biais sur la fiabilité de l'analyse macroéconomique et financière, qui est sujette au comportement non stationnaire. Ce papier propose un examen pertinent de la puissance du modèle à correction d'erreurs. Les théoriciens et les économètres ont démontré que le modèle à correction d'erreurs est une machine puissante qui offre à la politique macroéconomique un raffinement des résultats économétriques.

Suggested Citation

  • Christian P Pinshi, 2021. "Repenser le modèle à correction d'erreurs dans l'analyse macroéconométrique : Une revue," Working Papers hal-03168443, HAL.
    • Handle: RePEc:hal:wpaper:hal-03168443
    Note: View the original document on HAL open archive server: https://hal.science/hal-03168443v2
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    References listed on IDEAS

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    More about this item

    Keywords

    Cointégration; Modèle à correction d'erreurs; Inflation; Taux de change;
    All these keywords.

    JEL classification:

    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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