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The Contribution of Econometrics to the Management of the Enterprise


  • Bourbonnais, Régis

    () (LEDa, University Paris-Dauphine, France.)

  • Maftei, Mara Magda

    () (Academy of Economic Studies, Bucharest)


Econometrics has strongly evolved in recent years on both methodological level and in terms of applications. This article presents different econometric methods (time series econometrics, information panels, models of duration) and their applications to companies: demand analysis and forecasting of sales, financial econometrics, marketing and integration of macro-econometric forecasts in the general policy of the company. The generalization of the computer tool has contributed greatly to the spread of econometric techniques applied to the company.

Suggested Citation

  • Bourbonnais, Régis & Maftei, Mara Magda, 2012. "The Contribution of Econometrics to the Management of the Enterprise," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 144-155, March.
  • Handle: RePEc:rjr:romjef:v::y:2012:i:1:p:144-155

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    References listed on IDEAS

    1. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
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    More about this item


    econometrics; forecasting; ARMA process; VAR;

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications


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