English, Article, Journal or magazine article edition: Estimation du cycle a l'aide d'un modele a tendance stochastique et application au cas du Royaume-Uni Laurence Boone

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Bookmark: http://trove.nla.gov.au/version/158895
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Estimation du cycle a l'aide d'un modele a tendance stochastique et application au cas du Royaume-Uni
Author
  • Laurence Boone
Physical Description
  • preprint
Notes
  • Lucas (1977) a institutionnalise la necessite d'etablir un ensemble de faits stylises du cycle, c'est-a-dire, un ensemble de traits communs aux pays developpes a economie de marche des mouvements economiques. Un tel exercice connaît des difficultes immediates. Pour construire un ensemble de faits stylises, les statistiques utilisees sont simplement des estimations de variance et de covariance. Cependant elles n'ont un sens que si l'on suppose que la serie etudiee est stationnaire. Or la plupart des grands agregats macro-economiques (PIB, consommation, investissement, prix ...etc.) ne sont pas stationnaires. Un certain nombre de transformations sont donc proposees par la litterature econometrique, telles que differencier les series, extraire la tendance...etc.
  • Royaume-Uni; modele; cycle
  • RePEc:cii:cepidt:1997-11
Language
  • English
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