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Comouvements économiques dans les pays de la Zone CFA : Une analyse par le modèle factoriel dynamique généralisé

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Author Info
DIAGNE, Abdoulaye () (Consortium pour la Recherche Economique et Sociale (CRES) - Université Cheikh Anta Diop, Dakar, Sénégal)
NIANG, Abdou-Aziz () (LEG - CNRS UMR 5118 - Université de Bourgogne)

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Abstract

The aim of this paper is to check whether the economic and monetary policies developed under the CFA area create co-movements of business cycles of member countries. Indeed, the synchronization of business cycles is a result which can help to appreciate the degree of regional integration. Using the generalized dynamic factor model by Forni et al. (2004), we analyzed the one hand the co-movements between countries of CFA area over the period 1980-2004 and on the other hand we also conducted an analysis for UEMOA and CEMAC areas over the same period. This enabled us also to examine the effectiveness of the economic and monetary integration policies which are specific to these two sub-regional entities and also to check determinants of co-movements in their business cycles.

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File URL: http://www.u-bourgogne.fr/leg/documents-de-travail/e2008-08.pdf
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Publisher Info
Paper provided by LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne in its series LEG - Document de travail - Economie with number 2008-08.

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Length: 29 pages
Date of creation: Oct 2008
Date of revision:
Handle: RePEc:lat:legeco:2008-08

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Related research
Keywords: regional integration ; Co-movement ; Dynamic Factor Model ; CFA area;

Find related papers by JEL classification:
F02 - International Economics - - General - - - International Economic Order; Noneconomic International Organizations;; Economic Integration and Globalization: General
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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This page was last updated on 2009-11-22.


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