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Fonctions d'importations et d'exportations : l'apport de la théorie économétrique récente

Listed author(s):
  • Stéphane Capet
  • Philippe Gudin de Vallerin
Registered author(s):

    [ger] Import- und Exportfunktionen: der Beitrag der jüngsten ökonometrischen Theorie, von Stéphane Capet, Philippe Gudin de Vallerin. In diesem Artikel werden Gleichungen des mengenmäßigen Imports und Exports gewerblicher Güter vorgeschlagen, die unter Berücksichtigung der jüngsten Entwicklungen der Ökonometrie hinsichthch der nicht-stationären Variablen aufgestellt worden sind. Unter Verwendung einer VAR-Darstellung, das heißt einer vektoriellen autoregressiven Darstellung, wird bei dieser Méthode von wirtschaftstheoretisch begründeten Apriori sowie von aufgezeigten Kausalitätsbeziehungen ausgegangen. Spannungseffekte auf das Angebot sind mit einbezogen worden. Die erhaltenen Gleichungen weisen zwar eine bessere Prognosegüte als das Metric-Modell auf; aufgrund der höheren Genauigkeit sind die Varianzeigenschaf ten jedoch weniger regelmäßig. [spa] Funciones de importaciones y exportaciones : aportaciones de la teoría econométrica reciente, por Stéphane Capet y Philippe Gudin de Vallerin. En el presente artículo se proponen ecuaciones de importaciones y exportaciones de productos manufacturados en volumen utilizando los más recientes desarrollos de la econometría de las variables no estacionarias. Habida cuenta de una representación VAR (Vectorial Autorregresiva), el método se funda en los conceptos apriorísticos sugeridos por la teoría económica y en los lazos de causalidad evidentiadas. Además se introdujeron efectos de tensiones sobre la oferta. Las ecuadones résultantes poseen un poder predictivo más fiable que las del modelo Metric pero, al mismo tiempo, las propiedades varianciales son menos regulares debido a la mayor precisión obtenida. [eng] Import and Export Functions: The Contribution of Recent Econometric Theory, by Stéphane Capet and Philippe Gudin de Vallerin. This article suggests manufactured-product import and export volume equations using the most recent econometric developments in non-stationary variables. When considering a VAR (auto-regressive vectorial) representation, the method draws on deductions suggested by economic theory and the causal links shown. Tightening effects on the supply have been introduced. The equations obtained provide better forecasting potential than those obtained using the Metric model, but gains in precision are offset by less steady variant properties. [fre] Fonctions d'importations et d'exportations : l'apport de la théorie économétrique récente, par Stéphane Capet, Philippe Gudin de Vallerin. Cet article propose des équations d'importations et d'exportations de produits manufacturés en volume en utilisant les développements les plus récents de l'économétrie des variables non stationnaires. Étant donné une représentation VAR (Vectorielle autorégressive), la méthode part des a priori suggérés par la théorie économique et des liens de causalité mis en évidence. Des effets des tensions sur l'offre ont été introduits. Les équations obtenues présentent un meilleur pouvoir prédictif que celles du modèle Metric, mais le gain en précision a pour contrepartie des propriétés variantielles moins régulières.

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    Article provided by Programme National Persée in its journal Économie & prévision.

    Volume (Year): 107 (1993)
    Issue (Month): 1 ()
    Pages: 15-36

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    Handle: RePEc:prs:ecoprv:ecop_0249-4744_1993_num_107_1_5595
    Note: DOI:10.3406/ecop.1993.5595
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    1. Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.
    2. Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-397, August.
    3. Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University.
    4. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    5. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-212, August.
    6. Wilson, John F & Takacs, Wendy E, 1979. "Differential Responses to Price and Exchange Rate Influences in the Foreign Trade of Selected Industrial Countries," The Review of Economics and Statistics, MIT Press, vol. 61(2), pages 267-279, May.
    7. repec:adr:anecst:y:1986:i:2:p:01 is not listed on IDEAS
    8. Goldstein, Morris & Khan, Mohsin S., 1985. "Income and price effects in foreign trade," Handbook of International Economics,in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 20, pages 1041-1105 Elsevier.
    9. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    10. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
    11. Houthakker, Hendrik S & Magee, Stephen P, 1969. "Income and Price Elasticities in World Trade," The Review of Economics and Statistics, MIT Press, vol. 51(2), pages 111-125, May.
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