Repenser le modèle à correction d’erreurs dans l’analyse macroéconométrique: Une revue

Rethinking the Error Correction Model in Macroeconometric Analysis: A Review

Christian Pinshi

MPRA Paper from University Library of Munich, Germany

Abstract: The methodology of cointegration filled the void that existed between economic theorists and econometricians in understanding the dynamics, equilibrium and reliability bias of macroeconomic and financial analysis, which is subject to revision non-stationary behavior. This article provides a relevant review of the power of the error correction model. Theorists and econometricians have shown that the error correction model is a powerful machine that offers macroeconomic policy refinement of econometric results.

Keywords: Cointegration; Error correction model; Inflation; Exchange rate (search for similar items in EconPapers)
JEL-codes: C18 C32 E52 E60 F41 (search for similar items in EconPapers)
Date: 2021-03
New Economics Papers: this item is included in nep-ecm and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/106694/1/MPRA_paper_106694.pdf original version (application/pdf)

Related works:
Working Paper: Repenser le modèle à correction d'erreurs dans l'analyse macroéconométrique: Une revue (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:106694

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().