Économétrie

Bourbonnais, Régis

doi:10.3917/dunod.bourb.2018.01

Cited by 27 publications

(28 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…In this model, each variable is a function of both its own lagged values and the lagged values of the other variable. The two variables are assumed to be stationary (Bourbonnais, 2000). Granger (1969) proposed the concepts of causality and exogeneity: the variable x is the cause of y if the predictability of y is improved when information about x is incorporated in the analysis (Hamilton, 1994).…”

Section: Iv1-empirical Methodologymentioning

confidence: 99%

Price interactions between wild and farmed products: Turkish sea bass and sea bream markets

Bayramoglu

2018

Aquaculture Economics & Management

View full text Add to dashboard Cite

We investigate empirically market interactions in the Turkish wild and farmed sea bass and sea bream markets. For gilthead sea bream and European sea bass, we conduct a Granger causality test between the prices of the wild and farmed products, based on the estimation of a vector autoregressive model. Our data set consists of annual fish prices from 1996 to 2016. Our empirical results show that the wild and farmed sea bass are neither substitutes nor complements : the markets for each product are independent. However, in the case of sea bream, the price variations for farmed sea bream have a causal impact on the price of wild sea bream. Moreover, the price of wild sea bream Granger-causes the price variation of farmed sea bream. Thus, the wild and farmed sea bream markets are integrated.

show abstract

Section: Iv1-empirical Methodologymentioning

confidence: 99%

Price interactions between wild and farmed products: Turkish sea bass and sea bream markets

Bayramoglu

2018

Aquaculture Economics & Management

View full text Add to dashboard Cite

show abstract

“…The identification test shows that our model is an over-identified model. As a result, the estimation methods that we can use in a model with simultaneous equations are triple least squares (3SLS), double least squares (2SLS) and the independent regressions method (SURE) (Bourbonnais, 2000 ). Moreover, we find that to produce good results, it is necessary to choose the triple least squares (3SLS) estimator which constitutes the effective method in this regard, giving a convergent and efficient estimator.…”

Section: Empirical Strategymentioning

confidence: 99%

Remittances and Labor Supply: Evidence from Tunisia

Habib

2022

J Knowl Econ

View full text Add to dashboard Cite

The objective is to present our contribution to the theoretical literature through a simple theoretical model dealing with the effect of remittances on the labor market of the origin countries and on the other hand to test this relationship empirically in the case of Tunisia. The methodology used consists of estimating a panel of the nine main destinations of the Tunisian migrants in Europe between 1997 and 2017. The empirical results show that the main factors explaining the decision to emigrate are the economic factors related mainly to the income differential, the demographic factors related to the differential age structure of the origin and host populations, and the cultural factors linked basically to the language mastery. Indeed, the migrant stocks are one of the main determinants of the remittances to Tunisia. But there are other variables that do not lack importance such as the economic conditions linked by the host countries. This shows that Tunisian migrants react more to economic conditions in European countries than in Tunisia. The economic situation of European countries dominates the number of emigrants as an explanatory factor for the amount of transfers from Tunisian emigrants. Similarly, the results confirm that an increase in remittances significantly reduces the demand for employment and therefore increases the unemployment rate. This positive correlation reveals that the impact of demographic changes on the effect of remittances occurs through an increase in unemployment due to the aging of the population, which coincides with the case of Tunisia going through a demographic transition period.

show abstract

“…On the other hand, the same table made us notice that no variable is stationary in level but rather in first difference. The variables are therefore stationary and all integrated of the same order I(1), which made us predict, according to Bourbonnais (2005), that there is a cointegrating vector.…”

Section: The Stationarity Testmentioning

confidence: 99%

Corruption and Economic Growth in Tunisia: Direct or Indirect Effects?

Akrout

2020

IJEFI

View full text Add to dashboard Cite

In the post 2011 revolutionary period, Tunisia was engaged in a strategy of development despite the significant difficulties caused by economic growth and chronic corruption. In fact, an increased effectiveness of the said strategy thus calls for a better understanding of this impediment to the development characterized by corruption, in particular in terms of its implications for economic growth. The purpose of this study is therefore to perform an empirical analysis of the effects of corruption on economic growth in Tunisia. As part of formalization inspired by the theory of endogenous growth, and the time series data from BM and ICRG scores over the 1988/2017 period, using a error-correcting model, we estimated the different modalities of the effects of corruption on economic growth. In fact, the obtained results confirm the long-term existence of a direct negative relationship between corruption and economic growth, which implies that an increase of the level of corruption leads to a reduction of GDP. On the other hand, the estimates also revealed that, in the long term, corruption indirectly affects economic growth through different channels, namely the private capital stock, total public expenditure, and the number of students enrolled in primary schools. Our results also showed that corruption has no effect on economic growth in the short term, both directly and indirectly.

show abstract

Économétrie

Cited by 27 publications

References 0 publications

Price interactions between wild and farmed products: Turkish sea bass and sea bream markets

Price interactions between wild and farmed products: Turkish sea bass and sea bream markets

Remittances and Labor Supply: Evidence from Tunisia

Corruption and Economic Growth in Tunisia: Direct or Indirect Effects?

Contact Info

Product

Resources

About