Sur quelques propriétés stratégiques de l'intéressement des salariés dans l'industrie

Federbusch, Serge; Gary-Bobo, Robert; Bensaïd, Bernard

doi:10.2307/3501873

Cited by 41 publications

(54 citation statements)

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“…Once ( t ) t2[1;T ] is known, one can see whether and when the equilibrium is locally determined. But the answer depends on the other structural equations in (5). The estimation of such equations in a time-varying framework goes further than the present study so the coe¢ cients ; and will be held constant 6 .…”

Section: Economic Interpretationmentioning

confidence: 77%

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Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Partouche¹

2007

SSRN Journal

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Section: Economic Interpretationmentioning

confidence: 77%

“…Proposition 4 The economy is described by (5), in the case h = l = 0. The equilibrium is locally and uniquely determined if and only if:…”

Section: Results Analysismentioning

confidence: 99%

Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Partouche¹

2007

SSRN Journal

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“…These innovations are then tested as explanatory variables or the growth rate of GDP. 5 Formally, let us assume for instance that we have the following relationship: Concentrating on the three main sectors, namely manufacturing, building and services, we define:…”

Section: ) Second Method: Working With the Innovations Of Survey Indmentioning

confidence: 99%

“…Indeed, if the survey indicator contain information about current activity (e.g. production) and if the production growth rate exhibits auto-correlation, thus, mechanically, the survey indicator will appear to be correlated with the one period ahead production growth rate 5 . Consequently, to determine whether survey indicators include information about future activity it is necessary to correct this variable from the information it contains about past activity.…”

Section: Testing the Predictive Power Of High-frequency Indicatorsmentioning

confidence: 99%

Short-Run Assessment of French Economic Activity Using Optim

2002

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This paper describes a short-term projection model for French economic activity, OPTIM, the aim of which is twofold. First it gives an early estimate of real GDP growth for the previous quarter, when no figure has yet been released by Insee, the French National Statistical Institute, along with flash estimates for main GDP components (consumption, investment, inventories and external trade) together with a breakdown by sectors (services, manufacturing, construction, equipment, agri-food). This appears particularly useful for the short-run analysis. In this respect OPTIM may be considered as a traditional bridge equation model since it links a particular indicator available generally ahead of the release of the quarterly national accounts with a quarterly aggregate like GDP, consumption…. Second, this tool supplies also estimates for GDP growth and its main components for the current quarter and for the next quarter (i.e two and three quarters respectively following the latest reference period of Insee's GDP data release). A pool of (mainly) monthly variables is used, which are, sometimes, directly introduced in the specification but, more often, summarised by the implementation of a principal component analysis (PCA). The largest part of the set of indicators comprises survey data together with monthly traditional indicators (industrial production, consumption in manufactured goods…). But other data (in particular financial data) are also introduced. The outcomes of OPTIM rely on a relatively complex procedure involving about twenty equations and mixing two alternative approaches: a supply approach consisting in a direct modelling of GDP and a demand approach where GDP is the sum of consumption, investment, changes in stocks and net trade (exports minus imports). The discrepancy between these two estimates is distributed according to an original method, yielding a unique GDP estimation. The paper is organised as follows. Section 1 presents the main features of OPTIM. Section 2 deals with data description while section 3 addresses the data assessment's issue. In section 4, the main equations are described. Section 5 presents a general assessment of OPTIM in terms of forecasting record. Finally section 6 concludes and proposes some avenues for further developments. RésuméCe document décrit un modèle de prévision de court-terme pour l'activité française, OPTIM, répondant à un double objectif. Premièrement, pour le trimestre qui vient de s'écouler, il donne une estimation de la croissance du PIB en volume et de ses principales composantes (consommation, investissement, stocks, commerce extérieur) alors que les comptes trimestriels n'ont pas encore été publiés par l'Insee. Deuxièmement, OPTIM propose aussi une prévision du PIB et de ses composantes pour le trimestre en cours et le trimestre suivant. La décomposition par secteur qui est aussi fournie pour les trois trimestres de l'estimation apparaît particulièrement utile pour l'analyse de court terme. Les estimations se fondent sur un ensemble de données, essentiell...

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Section: Lqwurgxfwlrqmentioning

confidence: 99%

Le contenu en information de la pente des taux : application au cas des titres publics français

Jondeau¹,

Ricart²

1999

ecop

143

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Le contenu en information de la pente des taux : application au cas des titres publics français par Eric Jondeau et Roland Ricart Ce papier propose une évaluation du contenu en information de la pente des taux d'intérêt concernant l'évolution future des taux d'intérêt et des taux d'inflation en France. Une base de données contenant des courbes de taux d'intérêt zéro-coupon sur titres publics a été construite à cette fin pour la période 1980-95. Le contenu en information de la pente des taux est négligeable sur l'ensemble de la période. Entre 1985 et 1995 en revanche, la pente a, pour certains horizons, un pouvoir prédictif assez net. Ainsi, les pentes des taux vis-à-vis du taux à 2 ans contiennent de l'information sur l'évolution future des taux courts, les pentes des taux vis-à-vis du taux à 3 ans à la fois sur l'évolution des taux courts et des taux longs ; les pentes des taux (2 ans - 1 an) à (5 ans - 1 an) et (4 ans - 2 ans) ont un pouvoir prédictif concernant l'évolution de l'inflation.

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Sur quelques propriétés stratégiques de l'intéressement des salariés dans l'industrie

Cited by 41 publications

References 0 publications

Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Short-Run Assessment of French Economic Activity Using Optim

Le contenu en information de la pente des taux : application au cas des titres publics français

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