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Mesures et tests de convergence : une revue de la littérature

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  • Catherine Fuss

Abstract

[eng] Convergence measures and tests : a survey of the literature Catherine Fuss The paper surveys commonly used convergence tests. It gives different definitions of convergence, a distinction is made between series which are converging and series which have converged, and between series which have converged up to a constant and series which tend to be equal. Panel analysis tests for global convergence of the entire set of series towards the same level. The analysis of the evolution of the distri- bution is a very flexible method ; and allows to detect « convergence clubs ». Time series methods are well-suited to the analysis of convergence of small number of series. Different procedures are able to capture a large number of convergence patterns, take into account the dynamics of the series and the dynamics of the convergence process. In sum, different tests provide the analyst with complementary methods, whose usage depends, however, on the data characteristics. JEL Codes : B41; C52 [fre] De nombreuses questions économiques font référence au concept de convergence, qu'il s'agisse par exemple, de l'intégration économique, ou du thème du développement. Différentes définitions de convergence peuvent être utilisées, distinguant les séries convergentes des séries ayant convergé, les séries convergeant à une constante près de celles tendant à l'égalité. Différentes procédures de test sont la disposition de l'analyste. Les analyses en panel et en coupe testent la convergence globale de l'échantillon vers le même niveau. L'analyse de l'évolution de la distribution offre une grande souplesse et permet de détecter des « clubs de convergence ». Les méthodes de séries chronologiques sont adaptées à l'analyse de la convergence d'un petit nombre de séries. Différentes procédures permettent de prendre en compte un grand nombre de schémas de convergence, de tenir compte de la dynamique des séries et de la dynamique du processus de convergence. En somme, les différents tests offrent à l'analyste des méthodes complémentaires dont l'utilisation dépend du type de données.

Suggested Citation

  • Catherine Fuss, 1999. "Mesures et tests de convergence : une revue de la littérature," Revue de l'OFCE, Programme National Persée, vol. 69(1), pages 221-249.
  • Handle: RePEc:prs:rvofce:ofce_0751-6614_1999_num_69_1_1546
    Note: DOI:10.3406/ofce.1999.1546
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    References listed on IDEAS

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    Cited by:

    1. Jacky Fayolle & Anne Lecuyer, 2000. "Croissance régionale, appartenance nationale et fonds structurels européens. Un bilan d'étape," Revue de l'OFCE, Programme National Persée, vol. 73(1), pages 165-196.
    2. Céline Gimet, 2007. "Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria," Post-Print halshs-00356066, HAL.
    3. Fernando M. M. Ruiz, 2006. "Convergence de l'impôt sur les sociétés dans l'Union E uropéenne," Economie & Prévision, La Documentation Française, vol. 0(2), pages 79-96.
    4. Luciano Gutierrez, 1999. "Agricultural productivity growth and convergence among countries," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 53, pages 5-25.
    5. Jacky Fayolle, 1999. "D'une mondialisation à l'autre," Revue de l'OFCE, Programme National Persée, vol. 69(1), pages 161-206.
    6. Lecarpentier-Moyal, Sylvie & Renou-Maissant, Patricia, 2007. "Analyse dynamique de la convergence des comportements de demande de monnaie en Europe," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(3), pages 321-357, septembre.
    7. FE, Doukouré Charles, 2010. "Réduction de Droits de Douane et Convergence Réelle dans l'UEMOA
      [Tariffs Reduction and Real Convergence in WAEMU]
      ," MPRA Paper 26763, University Library of Munich, Germany.
    8. Gutierrez, Luciano, 1999. "Agricultural productivity growth and convergence among countries," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 0.
    9. Teheni EL GHAK & Hajer ZARROUK, 2010. "Développement Financier Et Écarts De Revenus Des Pays : Une Analyse Empirique Sur Données De Panel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 32, pages 59-90.
    10. De Bandt, Olivier & Mongelli, Francesco Paolo, 2000. "Convergence of fiscal policies in the euro area," Working Paper Series 0020, European Central Bank.
    11. Fayolle,J. & Lecuyer,A., 2000. "Regional growth, national membership and European structural funds : an empirical appraisal," Documents de Travail de l'OFCE 2000-02, Observatoire Francais des Conjonctures Economiques (OFCE).

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    JEL classification:

    • B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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