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Commerce du mil en Afrique de l'Ouest : les frontières abolies ?

Author

Listed:
  • Catherine Araujo Bonjean

    (CERDI - Centre d'Études et de Recherches sur le Développement International - UdA - Université d'Auvergne - Clermont-Ferrand I - CNRS - Centre National de la Recherche Scientifique)

  • Magali Aubert

    (INRA - Institut National de la Recherche Agronomique)

  • Johny Egg

    (INRA - Institut National de la Recherche Agronomique)

Abstract

L'objectif de ce papier est de déterminer les zones d'intégration des marchés du mil au sein du sous espace régional africain constitué par le Niger, le Mali et le Burkina Faso en croisant différents indicateurs construits à partir des prix de marchés. Dans un premier temps une analyse de la persistance des chocs de prix est conduite à partir de modèles univariés sur les écarts de prix entre deux marchés. Dans un deuxième temps, les liens entre les différents marchés sont examinés à partir des tests de causalité de Granger et des fonctions de réponses impulsionnelles dérivées de modèles VAR multivariés. Les fonctions impulsionnelles, identifiées à partir de la méthodologie développée par Pesaran et Shin (1998) et Koop et al. (1996), permettent de prendre en compte le fait que des chocs non anticipés peuvent perturber simultanément tous les marchés. Les résultats montrent une bonne intégration des marchés au sein des espaces nationaux mais une mauvaise intégration des marchés entre pays voisins. Bien que les pays étudiés appartiennent à une même union monétaire et une même union douanière, l'analyse révèle la persistance d'un « effet frontière » traduisant la présence de couts de transaction liés au commerce transfrontalier.

Suggested Citation

  • Catherine Araujo Bonjean & Magali Aubert & Johny Egg, 2011. "Commerce du mil en Afrique de l'Ouest : les frontières abolies ?," CERDI Working papers halshs-00556667, HAL.
    • Handle: RePEc:hal:cdiwps:halshs-00556667
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00556667
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    References listed on IDEAS

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    1. B. Wade Brorsen & Jean-Paul Chavas & Warren R. Grant & L. D. Schnake, 1985. "Marketing Margins and Price Uncertainty: The Case of the U.S. Wheat Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(3), pages 521-528.
    2. Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September.
    3. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
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