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Mesures et tests de convergence : une revue de la littérature

  • Catherine Fuss

[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.

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Article provided by Programme National Persée in its journal Revue de l'OFCE.

Volume (Year): 69 (1999)
Issue (Month): 1 ()
Pages: 221-249

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Handle: RePEc:prs:rvofce:ofce_0751-6614_1999_num_69_1_1546
Note: DOI:10.3406/ofce.1999.1546
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