Annexe 3. Correction des
hypthèses violées et estimation de l'équation
La fonction d'autocorrelation et la fonction
d'autocorrealation partielle du PIB par H renseigne que la variable
endogène est dans la famille AR(1) MA(1), on constate que les fonctions
restent dans l'intervalle et sont scinozoîdales.
|
Dependent Variable: TDPIBH
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 06/21/14 Time: 07:38
|
|
|
|
Sample (adjusted): 1981 2012
|
|
|
|
Included observations: 32 after adjustments
|
|
|
Failure to improve SSR after 20 iterations
|
|
|
MA Backcast: 1980
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-19.14598
|
80.54758
|
-0.237698
|
0.8144
|
|
RENT
|
5.405340
|
2.624703
|
2.059410
|
0.0521
|
|
LEB
|
-0.723702
|
1.449849
|
-0.499157
|
0.6229
|
|
TAG
|
0.109642
|
0.144672
|
0.757868
|
0.4570
|
|
INVEST
|
0.503386
|
0.171623
|
2.933086
|
0.0079
|
|
EPARG
|
0.297880
|
1.018340
|
0.292515
|
0.7728
|
|
INFL
|
-0.000854
|
0.000338
|
-2.528719
|
0.0195
|
|
DEPCONS
|
0.387622
|
1.073128
|
0.361208
|
0.7216
|
|
WAR
|
-3.733253
|
2.322832
|
-1.607199
|
0.1229
|
|
AR(1)
|
-0.508361
|
0.264207
|
-1.924101
|
0.0680
|
|
MA(1)
|
0.999778
|
0.192869
|
5.183711
|
0.0000
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.800193
|
Mean dependent var
|
-2.258124
|
|
Adjusted R-squared
|
0.705047
|
S.D. dependent var
|
5.706307
|
|
S.E. of regression
|
3.099073
|
Akaike info criterion
|
5.366370
|
|
Sum squared resid
|
201.6894
|
Schwarz criterion
|
5.870217
|
|
Log likelihood
|
-74.86192
|
Hannan-Quinn criter.
|
5.533381
|
|
F-statistic
|
8.410133
|
Durbin-Watson stat
|
1.817020
|
|
Prob(F-statistic)
|
0.000024
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
-.51
|
|
|
|
Inverted MA Roots
|
-1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
Annexe 34. Estimation par les méthodes des 2SLS etet
GMM
|
Dependent Variable: TDPIBH
|
|
|
|
Method: Two-Stage Least Squares
|
|
|
Date: 06/21/14 Time: 08:54
|
|
|
|
Sample (adjusted): 1982 2012
|
|
|
|
Included observations: 31 after adjustments
|
|
|
Instrument specification: TCOI INFL INVEST EPARG DEPCONS LEB
TAG
|
|
RENT DINVEST
DEPARG DTDPIBH DRENT AGRI SERV IND COMM
|
|
TCOI WAR C
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-63.31684
|
199.5448
|
-0.317306
|
0.7547
|
|
RENT
|
7.219780
|
2.734183
|
2.640562
|
0.0166
|
|
LEB
|
-0.795414
|
1.777089
|
-0.447594
|
0.6598
|
|
TAG
|
0.036842
|
0.157563
|
0.233828
|
0.8178
|
|
INFL
|
-0.000693
|
0.000395
|
-1.754972
|
0.0963
|
|
INVEST
|
0.574838
|
0.270250
|
2.127056
|
0.0475
|
|
EPARG
|
0.755741
|
2.129174
|
0.354945
|
0.7268
|
|
DEPCONS
|
0.890781
|
2.187179
|
0.407274
|
0.6886
|
|
DINVEST
|
-0.099488
|
0.184405
|
-0.539510
|
0.5961
|
|
DEPARG
|
0.028898
|
0.175226
|
0.164917
|
0.8708
|
|
DTDPIBH
|
0.226137
|
0.242882
|
0.931057
|
0.3641
|
|
DRENT
|
-2.898162
|
3.618208
|
-0.800994
|
0.4336
|
|
WAR
|
-3.268463
|
2.503854
|
-1.305373
|
0.2082
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.761666
|
Mean dependent var
|
-2.321024
|
|
Adjusted R-squared
|
0.602776
|
S.D. dependent var
|
5.789345
|
|
S.E. of regression
|
3.648773
|
Sum squared resid
|
239.6438
|
|
F-statistic
|
4.793685
|
Durbin-Watson stat
|
1.910349
|
|
Prob(F-statistic)
|
0.001497
|
Second-Stage SSR
|
239.6438
|
|
J-statistic
|
17.86394
|
Instrument rank
|
17
|
|
Prob(J-statistic)
|
0.001312
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: TDPIBH
|
|
|
|
Method: Generalized Method of Moments
|
|
|
Date: 06/21/14 Time: 09:16
|
|
|
|
Sample (adjusted): 1982 2012
|
|
|
|
Included observations: 31 after adjustments
|
|
|
Linear estimation with 1 weight update
|
|
|
Estimation weighting matrix: HAC (Bartlett kernel, Newey-West
fixed
|
|
bandwidth =
4.0000)
|
|
|
|
Standard errors & covariance computed using estimation
weighting matrix
|
|
Instrument specification: TCOI INFL INVEST EPARG DEPCONS LEB
TAG
|
|
RENT DINVEST
DEPARG DRENT DTDPIBH AGRI SERV COMM WAR C
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-61.41515
|
118.8110
|
-0.516915
|
0.6115
|
|
RENT
|
6.661368
|
3.295923
|
2.021093
|
0.0584
|
|
LEB
|
-0.472699
|
1.600468
|
-0.295351
|
0.7711
|
|
TAG
|
0.047887
|
0.081416
|
0.588179
|
0.5637
|
|
INFL
|
-0.000735
|
0.000335
|
-2.194408
|
0.0416
|
|
INVEST
|
0.532189
|
0.260666
|
2.041654
|
0.0561
|
|
EPARG
|
0.596314
|
1.412590
|
0.422142
|
0.6779
|
|
DEPCONS
|
0.720131
|
1.489721
|
0.483400
|
0.6346
|
|
DTDPIBH
|
0.265059
|
0.179748
|
1.474612
|
0.1576
|
|
DINVEST
|
-0.128158
|
0.089052
|
-1.439132
|
0.1673
|
|
DEPARG
|
0.027964
|
0.077560
|
0.360550
|
0.7226
|
|
DRENT
|
-2.777974
|
2.799887
|
-0.992173
|
0.3343
|
|
WAR
|
-3.197460
|
1.289071
|
-2.480437
|
0.0232
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.759564
|
Mean dependent var
|
-2.321024
|
|
Adjusted R-squared
|
0.599274
|
S.D. dependent var
|
5.789345
|
|
S.E. of regression
|
3.664826
|
Sum squared resid
|
241.7571
|
|
Durbin-Watson stat
|
1.908020
|
J-statistic
|
5.488354
|
|
Instrument rank
|
16
|
Prob(J-statistic)
|
0.139337
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: TCOI
|
|
|
|
Method: Two-Stage Least Squares
|
|
|
Date: 06/21/14 Time: 10:52
|
|
|
|
Sample (adjusted): 1983 2012
|
|
|
|
Included observations: 30 after adjustments
|
|
|
Convergence achieved after 23 iterations
|
|
|
Instrument specification: TDPIBH AGRI SERV IND COMM LEB EPARG
|
|
INVEST DEPCONS
RENT DTDPIBH INFL POPG DINVEST DLEB
|
|
Constant added to instrument list
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-28.22203
|
21.91732
|
-1.287659
|
0.2162
|
|
RENT
|
-0.369435
|
0.440690
|
-0.838311
|
0.4142
|
|
LEB
|
0.614625
|
0.306475
|
2.005467
|
0.0621
|
|
AGRI
|
0.062227
|
0.101725
|
0.611720
|
0.5493
|
|
SERV
|
0.060268
|
0.093591
|
0.643951
|
0.5287
|
|
IND
|
0.038386
|
0.123965
|
0.309656
|
0.7608
|
|
COMM
|
-0.029875
|
0.016911
|
-1.766542
|
0.0964
|
|
TDPIBH
|
1.016885
|
0.031480
|
32.30306
|
0.0000
|
|
INVEST
|
0.000238
|
0.034594
|
0.006874
|
0.9946
|
|
DEPCONS
|
-0.022350
|
0.029741
|
-0.751513
|
0.4633
|
|
DTDPIBH
|
0.013330
|
0.023337
|
0.571186
|
0.5758
|
|
DINVEST
|
-0.000474
|
0.010932
|
-0.043374
|
0.9659
|
|
DLEB
|
-0.000600
|
1.012643
|
-0.000593
|
0.9995
|
|
AR(1)
|
0.194613
|
0.277126
|
0.702254
|
0.4926
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.997913
|
Mean dependent var
|
0.493333
|
|
Adjusted R-squared
|
0.996218
|
S.D. dependent var
|
5.821656
|
|
S.E. of regression
|
0.358021
|
Sum squared resid
|
2.050862
|
|
Durbin-Watson stat
|
2.054593
|
J-statistic
|
9.386778
|
|
Instrument rank
|
27
|
Prob(J-statistic)
|
0.743145
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.19
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: TCOI
|
|
|
|
Method: Generalized Method of Moments
|
|
|
Date: 06/21/14 Time: 10:53
|
|
|
|
Sample (adjusted): 1983 2012
|
|
|
|
Included observations: 30 after adjustments
|
|
|
Sequential 1-step weighting matrix & coefficient iteration
|
|
Estimation weighting matrix: HAC (Bartlett kernel, Newey-West
fixed
|
|
bandwidth =
4.0000)
|
|
|
|
Standard errors & covariance computed using estimation
weighting matrix
|
|
Convergence achieved after 12 iterations
|
|
|
Instrument specification: TDPIBH AGRI SERV IND COMM LEB EPARG
|
|
INVEST DEPCONS
RENT DTDPIBH INFL POPG DINVEST DLEB
|
|
Constant added to instrument list
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-25.10735
|
8.956478
|
-2.803262
|
0.0128
|
|
RENT
|
-0.400086
|
0.205370
|
-1.948122
|
0.0692
|
|
LEB
|
0.579044
|
0.110978
|
5.217640
|
0.0001
|
|
AGRI
|
0.050028
|
0.038731
|
1.291658
|
0.2148
|
|
SERV
|
0.050134
|
0.029533
|
1.697580
|
0.1089
|
|
IND
|
0.023737
|
0.048155
|
0.492924
|
0.6288
|
|
COMM
|
-0.027092
|
0.005945
|
-4.556900
|
0.0003
|
|
TDPIBH
|
1.009213
|
0.013115
|
76.95250
|
0.0000
|
|
INVEST
|
-0.002226
|
0.009948
|
-0.223714
|
0.8258
|
|
DEPCONS
|
-0.026246
|
0.011594
|
-2.263790
|
0.0378
|
|
DTDPIBH
|
0.017167
|
0.009125
|
1.881330
|
0.0783
|
|
DINVEST
|
-0.000335
|
0.002019
|
-0.165906
|
0.8703
|
|
DLEB
|
0.178626
|
0.337967
|
0.528529
|
0.6044
|
|
AR(1)
|
0.170873
|
0.181309
|
0.942439
|
0.3600
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.997892
|
Mean dependent var
|
0.493333
|
|
Adjusted R-squared
|
0.996180
|
S.D. dependent var
|
5.821656
|
|
S.E. of regression
|
0.359815
|
Sum squared resid
|
2.071473
|
|
Durbin-Watson stat
|
2.052560
|
J-statistic
|
6.480057
|
|
Instrument rank
|
26
|
Prob(J-statistic)
|
0.889978
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.17
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: RENT
|
|
|
|
Method: Two-Stage Least Squares
|
|
|
Date: 06/21/14 Time: 11:15
|
|
|
|
Sample (adjusted): 1983 2012
|
|
|
|
Included observations: 28 after adjustments
|
|
|
Convergence achieved after 43 iterations
|
|
|
Instrument specification: COBALT CUIVRE DIAMANT OR01 ZINC
DRENT
|
|
WAR POPG IND TCOI
INFL INVEST EPARG DEPCONS LEB AGRI
|
|
SERV COMM TDPIBH
DTDPIBH
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
0.294218
|
0.173649
|
1.694324
|
0.1096
|
|
WAR
|
0.237139
|
0.127722
|
1.856684
|
0.0819
|
|
DRENT
|
0.488414
|
0.319336
|
1.529468
|
0.1457
|
|
COBALT
|
4.58E-07
|
3.73E-06
|
0.122861
|
0.9037
|
|
CUIVRE
|
-7.12E-07
|
6.77E-07
|
-1.052069
|
0.3084
|
|
DIAMANT
|
6.96E-06
|
6.89E-06
|
1.011376
|
0.3269
|
|
OR01
|
-1.70E-05
|
4.23E-05
|
-0.401665
|
0.6932
|
|
ZINC
|
1.68E-06
|
2.09E-06
|
0.803867
|
0.4333
|
|
DTDPIBH
|
-0.000493
|
0.016084
|
-0.030677
|
0.9759
|
|
DINVEST
|
-0.001911
|
0.009090
|
-0.210219
|
0.8362
|
|
DLEB
|
1.338636
|
0.220222
|
6.078567
|
0.0000
|
|
AR(1)
|
-0.368371
|
0.354807
|
-1.038230
|
0.3146
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.803675
|
Mean dependent var
|
0.485541
|
|
Adjusted R-squared
|
0.668702
|
S.D. dependent var
|
0.396777
|
|
S.E. of regression
|
0.228379
|
Sum squared resid
|
0.834509
|
|
Durbin-Watson stat
|
1.983507
|
J-statistic
|
16.00000
|
|
Instrument rank
|
29
|
Prob(J-statistic)
|
0.523835
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
-.37
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: RENT
|
|
|
|
Method: Generalized Method of Moments
|
|
|
Date: 06/21/14 Time: 11:19
|
|
|
|
Sample (adjusted): 1983 2012
|
|
|
|
Included observations: 28 after adjustments
|
|
|
Sequential 1-step weighting matrix & coefficient iteration
|
|
Estimation weighting matrix: HAC (Bartlett kernel, Newey-West
fixed
|
|
bandwidth =
4.0000)
|
|
|
|
Standard errors & covariance computed using estimation
weighting matrix
|
|
Convergence achieved after 12 iterations
|
|
|
Instrument specification: COBALT CUIVRE DIAMANT OR01 ZINC
DRENT
|
|
WAR POPG IND TCOI
INFL INVEST EPARG DEPCONS LEB AGRI
|
|
SERV COMM TDPIBH
DTDPIBH
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
0.285748
|
0.050101
|
5.703456
|
0.0000
|
|
WAR
|
0.217523
|
0.043752
|
4.971701
|
0.0001
|
|
DRENT
|
0.490955
|
0.062373
|
7.871327
|
0.0000
|
|
COBALT
|
1.02E-07
|
6.85E-07
|
0.149266
|
0.8832
|
|
CUIVRE
|
-5.92E-07
|
2.38E-07
|
-2.494290
|
0.0239
|
|
DIAMANT
|
7.63E-06
|
2.15E-06
|
3.553048
|
0.0026
|
|
OR01
|
-1.84E-05
|
1.39E-05
|
-1.319017
|
0.2057
|
|
ZINC
|
1.31E-06
|
7.70E-07
|
1.694756
|
0.1095
|
|
DTDPIBH
|
-0.001091
|
0.002021
|
-0.540100
|
0.5966
|
|
DINVEST
|
-0.001854
|
0.001116
|
-1.660837
|
0.1162
|
|
DLEB
|
1.328673
|
0.112065
|
11.85626
|
0.0000
|
|
AR(1)
|
-0.382061
|
0.034652
|
-11.02566
|
0.0000
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.802434
|
Mean dependent var
|
0.485541
|
|
Adjusted R-squared
|
0.666608
|
S.D. dependent var
|
0.396777
|
|
S.E. of regression
|
0.229099
|
Sum squared resid
|
0.839784
|
|
Durbin-Watson stat
|
1.887354
|
J-statistic
|
7.557979
|
|
Instrument rank
|
28
|
Prob(J-statistic)
|
0.960950
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
-.38
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: LEB
|
|
|
|
Method: Two-Stage Least Squares
|
|
|
Date: 06/21/14 Time: 11:43
|
|
|
|
Sample (adjusted): 1986 2012
|
|
|
|
Included observations: 27 after adjustments
|
|
|
Convergence achieved after 27 iterations
|
|
|
Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG
|
|
DEPCONS WAR DRENT
C
|
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
65.23464
|
40.71852
|
1.602088
|
0.1300
|
|
TCOI
|
0.073339
|
0.027366
|
2.679972
|
0.0171
|
|
TAG
|
0.066088
|
0.015888
|
4.159664
|
0.0008
|
|
RENT
|
-0.773967
|
0.406319
|
-1.904824
|
0.0762
|
|
POPG
|
0.826634
|
0.305327
|
2.707371
|
0.0162
|
|
INVEST
|
0.042910
|
0.020534
|
2.089678
|
0.0541
|
|
INFL
|
-8.66E-05
|
4.48E-05
|
-1.933138
|
0.0723
|
|
EPARG
|
-0.292548
|
0.412326
|
-0.709506
|
0.4889
|
|
DEPCONS
|
-0.239968
|
0.409989
|
-0.585304
|
0.5670
|
|
WAR
|
-0.562923
|
0.391216
|
-1.438907
|
0.1707
|
|
DRENT
|
0.052694
|
0.298133
|
0.176747
|
0.8621
|
|
AR(4)
|
-0.837957
|
0.246825
|
-3.394941
|
0.0040
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.917434
|
Mean dependent var
|
47.38171
|
|
Adjusted R-squared
|
0.856886
|
S.D. dependent var
|
0.965541
|
|
S.E. of regression
|
0.365268
|
Sum squared resid
|
2.001307
|
|
Durbin-Watson stat
|
1.907239
|
J-statistic
|
12.39098
|
|
Instrument rank
|
21
|
Prob(J-statistic)
|
0.192154
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.68-.68i
|
.68-.68i
|
-.68+.68i
|
-.68+.68i
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: LEB
|
|
|
|
Method: Generalized Method of Moments
|
|
|
Date: 06/21/14 Time: 11:45
|
|
|
|
Sample (adjusted): 1986 2012
|
|
|
|
Included observations: 27 after adjustments
|
|
|
Sequential 1-step weighting matrix & coefficient iteration
|
|
Estimation weighting matrix: HAC (Bartlett kernel, Newey-West
fixed
|
|
bandwidth =
3.0000)
|
|
|
|
Standard errors & covariance computed using estimation
weighting matrix
|
|
Convergence achieved after 7 iterations
|
|
|
Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG
|
|
DEPCONS WAR DRENT
C
|
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
65.23500
|
18.89118
|
3.453199
|
0.0035
|
|
TCOI
|
0.072300
|
0.023173
|
3.120048
|
0.0070
|
|
TAG
|
0.065878
|
0.007133
|
9.235289
|
0.0000
|
|
RENT
|
-0.748596
|
0.157976
|
-4.738662
|
0.0003
|
|
POPG
|
0.819213
|
0.132337
|
6.190344
|
0.0000
|
|
INVEST
|
0.042508
|
0.019195
|
2.214600
|
0.0427
|
|
INFL
|
-8.05E-05
|
3.31E-05
|
-2.428338
|
0.0282
|
|
EPARG
|
-0.289838
|
0.191497
|
-1.513540
|
0.1509
|
|
DEPCONS
|
-0.240004
|
0.190963
|
-1.256804
|
0.2280
|
|
WAR
|
-0.548014
|
0.162885
|
-3.364431
|
0.0043
|
|
DRENT
|
0.032895
|
0.108698
|
0.302626
|
0.7663
|
|
AR(4)
|
-0.810828
|
0.124955
|
-6.488935
|
0.0000
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.916906
|
Mean dependent var
|
47.38171
|
|
Adjusted R-squared
|
0.855970
|
S.D. dependent var
|
0.965541
|
|
S.E. of regression
|
0.366435
|
Sum squared resid
|
2.014124
|
|
Durbin-Watson stat
|
1.827331
|
J-statistic
|
8.013780
|
|
Instrument rank
|
21
|
Prob(J-statistic)
|
0.532758
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.67-.67i
|
.67-.67i
|
-.67+.67i
|
-.67+.67i
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: TAG
|
|
|
|
Method: Generalized Method of Moments
|
|
|
Date: 06/21/14 Time: 11:47
|
|
|
|
Sample (adjusted): 1985 2012
|
|
|
|
Included observations: 28 after adjustments
|
|
|
Sequential 1-step weighting matrix & coefficient iteration
|
|
Estimation weighting matrix: HAC (Bartlett kernel, Newey-West
fixed
|
|
bandwidth =
4.0000)
|
|
|
|
Standard errors & covariance computed using estimation
weighting matrix
|
|
Convergence achieved after 18 iterations
|
|
|
Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG
|
|
DEPCONS WAR DRENT
C
|
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-848.7772
|
264.2588
|
-3.211916
|
0.0051
|
|
TCOI
|
-0.036038
|
0.150699
|
-0.239140
|
0.8139
|
|
LEB
|
5.277936
|
0.998345
|
5.286684
|
0.0001
|
|
RENT
|
2.455714
|
1.147791
|
2.139513
|
0.0472
|
|
POPG
|
-7.167838
|
1.777667
|
-4.032161
|
0.0009
|
|
INVEST
|
-0.138962
|
0.080541
|
-1.725357
|
0.1026
|
|
INFL
|
0.000288
|
0.000269
|
1.070148
|
0.2995
|
|
EPARG
|
7.039796
|
2.280338
|
3.087173
|
0.0067
|
|
DEPCONS
|
6.856257
|
2.292575
|
2.990635
|
0.0082
|
|
DRENT
|
0.104305
|
1.270409
|
0.082104
|
0.9355
|
|
AR(3)
|
0.560070
|
0.070947
|
7.894203
|
0.0000
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.837282
|
Mean dependent var
|
63.99679
|
|
Adjusted R-squared
|
0.741565
|
S.D. dependent var
|
8.269026
|
|
S.E. of regression
|
4.203680
|
Sum squared resid
|
300.4057
|
|
Durbin-Watson stat
|
1.977751
|
J-statistic
|
5.727023
|
|
Instrument rank
|
19
|
Prob(J-statistic)
|
0.677779
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.82
|
-.41+.71i
|
-.41-.71i
|
|
|
|
|
|
|
|
|
|
|
|
Dependent Variable: TAG
|
|
|
|
Method: Two-Stage Least Squares
|
|
|
Date: 06/21/14 Time: 11:48
|
|
|
|
Sample (adjusted): 1985 2012
|
|
|
|
Included observations: 28 after adjustments
|
|
|
Convergence achieved after 10 iterations
|
|
|
Instrument specification: TCOI LEB RENT POPG INVEST INFL EPARG
|
|
DEPCONS WAR DRENT
C
|
|
|
|
Lagged dependent variable & regressors added to instrument
list
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-794.5319
|
339.7866
|
-2.338327
|
0.0318
|
|
TCOI
|
-0.010764
|
0.256889
|
-0.041901
|
0.9671
|
|
LEB
|
4.934962
|
2.250590
|
2.192742
|
0.0425
|
|
RENT
|
2.682320
|
3.685380
|
0.727827
|
0.4766
|
|
POPG
|
-6.908737
|
2.700597
|
-2.558226
|
0.0204
|
|
INVEST
|
-0.137843
|
0.265467
|
-0.519246
|
0.6103
|
|
INFL
|
0.000272
|
0.000477
|
0.569895
|
0.5762
|
|
EPARG
|
6.630500
|
3.057480
|
2.168616
|
0.0446
|
|
DEPCONS
|
6.469384
|
3.040561
|
2.127694
|
0.0483
|
|
DRENT
|
-0.173441
|
3.881615
|
-0.044683
|
0.9649
|
|
AR(3)
|
0.584257
|
0.174214
|
3.353683
|
0.0038
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.838666
|
Mean dependent var
|
63.99679
|
|
Adjusted R-squared
|
0.743764
|
S.D. dependent var
|
8.269026
|
|
S.E. of regression
|
4.185765
|
Sum squared resid
|
297.8506
|
|
Durbin-Watson stat
|
2.039852
|
J-statistic
|
12.65909
|
|
Instrument rank
|
20
|
Prob(J-statistic)
|
0.178648
|
|
|
|
|
|
|
|
|
|
|
|
Inverted AR Roots
|
.84
|
-.42+.72i
|
-.42-.72i
|
|
|
|
|
|
|
|
|
|
|
TABLE DES MATIERES
INTRODUCTION
GENERALE
1
1
1. CONTEXTE ET
MOTIVATION
2
2. PROBLEMATIQUE DE
RECHERCHE
4
3. OBJECTIFS DE
L'ETUDE
6
3.1. Objectif général
6
3.2. Objectifs spécifiques
7
4. HYPOTHESES DE
RECHERCHE
7
5. INTERET DU
SUJET
7
6. STRUCTURE DU
TRAVAIL
8
7. DIFFICULTES
RENCONTREES
12
13
PREMIERE PARTIE.
RESSOURCES MINIERES : UNE SOURCE DE LA CROISSANCE ECONOMIQUE
13
INTRODUCTION DE LA PREMIÈRE
PARTIE
14
CHAPITRE I. ANALYSE
THEORIQUE DE LA RELATION RESSOURCES MINIERES ET CROISSANCE ECONOMIQUE
16
SECTION I. LES CANAUX DE TRANSMISSIONS DES
RESSOURCES MINIERES ET LA CROISSANCE ECONOMIQUE
16
§1. Les origines de la croissance
économique
16
§2. Divers canaux de transmissions des
ressources minières
19
2.1. Les ressources naturelles
associées à la malédiction
19
2.2. Analyse conceptuelle de la
volatilité des prix des matières premières
20
2.3. Ressources minières et
qualité des institutions
21
2.4. Fondement empirique des ressources
minières et la croissance économique
22
SECTION II. ETAT DES LIEUX DE L'EXPLOITATION
MINIERE EN RDC
27
§1. Catégorisations des
richesses
27
1.1. Ressources du sous-sol
27
1.1.1. Description du secteur minier
congolais
27
1.1.2.
Potentialités minières en R.D.Congo
28
1.1.2.1. Le diamant
30
1.1.2.2. L'Or
32
1.1.2.3. Le coltan (Colombo tantalite) et
le Cassitérite
32
1.1.2.4. Le cuivre et le
cobalt
33
1. 2. Ressources du sol
33
1. 3. Les ressources pélagiques ou
de la mer
33
§2. Utilisation de la rente
minière
34
CHAPITRE II. RESSOURCES
MINIERES ET CROISSANCE ECONOMIQUE : UNE EVIDENCE EMPIRIQUE AVEREE
36
36
SECTION I DONNEES ET METHODE UTILISEES
37
§1. Données utilisées pour
expliquer la croissance économique
37
§2. Spécification du modèle
économétrique
39
SECTION II. IMPACT DES RESSOURCES MINIERES SUR
LA CROISSANCE ECONOMIQUE
42
§1. Interprétation des
résultats empiriques
43
§2. Les implications politiques
46
§3. Comment éviter la
malédiction des ressources naturelles en R.D.Congo ?
47
DEUXIEME PARTIE.
RESSOURCES MINIERES : UNE SOURCE D'INSTABILITE ET DES CONFLITS ARMES
50
INTRODUCTION DE LA DEUXIÈME
PARTIE
51
CHAPITRE III. ANALYSES
ECONOMIQUES DES GUERRES CIVILES ET LEURS IMPLICATIONS POLITIQUES
52
SECTION I. ANALYSES ECONOMIQUES DES GUERRES
CIVILES
52
§1. Principaux facteurs de risque des
conflits armés
52
1.1. Prépondérance des
exportations des produits primaires
55
1.2. Conditions sociales en RDC
60
§2. Ressources minières facteur des
guerres civiles en RDC
63
SECTION II. IMPLICATIONS POLITIQUES
66
§1. Implication de la réforme du
secteur minier
66
§.2. Accord de coopération
sino-congolais
68
§3. Inclusivité de la croissance
économique
69
CHAPITRE IV. EVALUATION
ET ANALYSE DES RESSOURCES MINIERES ET GUERRES CIVILES SUR LA CROISSANCE
ECONOMIQUE
72
72
SECTION I. COMMENT LES GUERRES CIVILES
AFFECTENT-ELLES LA CROISSANCE ECONOMIQUE ?
72
§1. Méthodologie : estimation
par les méthodes des doubles moindres carrés (2SLS) et des
moments généralisés (GMM)
73
§2. Données d'analyse et
Présentations des résultats
74
2.1. Données d'analyse
74
1.2. Présentations des
résultats
74
SECTION II. INTERPRETATION DES RESULTATS
EMPIRIQUES
80
§1. Equation de la rente
minière
80
§2. Explication de l'équation du
taux de croissance du PIB réel
81
§3. Prise en compte de la dimension de
l'éducation
85
§4. Modélisation de la relation
rente minière-guerres civiles-croissance économique
86
CONCLUSION GENERALE
88
REFERENCES
BIBLIOGRAPHIQUES
93
93
ANNEXES
105
ANNEXE 1. ESTIMATION
PAR LA MÉTHODE DES MCO
106
ANNEXE 2. TEST DE
NORMALITÉ DE RÉSIDUS ET TEST DE SPÉCIFICATION DU
MODÈLE
107
ANNEXE 3. CORRECTION
DES HYPTHÈSES VIOLÉES ET ESTIMATION DE L'ÉQUATION
108
ANNEXE 3. ESTIMATION
PAR LES MÉTHODES DES 2SLS ET GMM
109
1
INTRODUCTION GENERALE 1
1. CONTEXTE ET MOTIVATION
2
2. PROBLEMATIQUE DE RECHERCHE
4
3. OBJECTIFS DE L'ETUDE 7
3.1. Objectif général 7
3.2. Objectifs spécifiques 7
Les objectifs spécifiques retenus dans le cadre de ce
travail sont les suivants : 7
4. HYPOTHESES DE RECHERCHE
7
5. INTERET DU SUJET 8
6. STRUCTURE DU TRAVAIL 9
7. DIFFICULTES RENCONTREES
13
14
PREMIERE PARTIE. RESSOURCES MINIERES : UNE SOURCE DE
LA CROISSANCE ECONOMIQUE 14
INTRODUCTION DE LA PREMIÈRE PARTIE 15
CHAPITRE I. ANALYSE THEORIQUE DE LA RELATION
RESSOURCES MINIERES ET CROISSANCE ECONOMIQUE 17
SECTION I. LES CANAUX DE TRANSMISSIONS DES RESSOURCES
MINIERES ET LA CROISSANCE ECONOMIQUE 17
§1. Les origines de la croissance économique
17
§2. Divers canaux de transmissions des ressources
minières 20
2.1. Les ressources naturelles associées à la
malédiction 20
2.2. Analyse conceptuelle de la volatilité des prix des
matières premières 21
2.3. Ressources minières et qualité des
institutions 22
2.4. Fondement empirique des ressources minières et la
croissance économique 23
SECTION II. ETAT DES LIEUX DE L'EXPLOITATION MINIERE EN RDC
28
§1. Catégorisations des richesses 28
1.1. Ressources du sous-sol 28
1.1.1. Description du secteur minier congolais 28
1.1.1. Potentialités minières en R.D.Congo 29
1.1.2.1. Le diamant 31
1.1.2.2. L'Or 33
1.1.2.3. Le coltan (Colombo tantalite) et le Cassitérite
33
1.1.2.4. Le cuivre et le cobalt 34
1. 2. Ressources du sol 34
1. 3. Les ressources pélagiques ou de la mer 34
§2. Utilisation de la rente minière 35
37
CHAPITRE II. RESSOURCES MINIERES ET CROISSANCE
ECONOMIQUE : UNE EVIDENCE EMPIRIQUE AVEREE 37
SECTION I DONNEES ET METHODE UTILISEES 38
§1. Données utilisées pour expliquer la
croissance économique 38
§2. Spécification du modèle
économétrique 40
SECTION II. IMPACT DES RESSOURCES MINIERES SUR LA CROISSANCE
ECONOMIQUE 43
§1. Interprétation des résultats
empiriques 43
§2. Les implications politiques 47
§3. Comment éviter la malédiction des
ressources naturelles en R.D.Congo ? 47
DEUXIEME PARTIE. RESSOURCES MINIERES : UNE SOURCE
D'INSTABILITE ET DES CONFLITS ARMES 50
50
INTRODUCTION DE LA DEUXIÈME PARTIE 51
CHAPITRE III. ANALYSES ECONOMIQUES DES GUERRES
CIVILES ET IMPLICATIONS POLITIQUES 52
SECTION I. ANALYSES ECONOMIQUES DES GUERRES CIVILES
52
§1. Principaux facteurs de risque des conflits
armés 52
1.1. Prépondérance des exportations des
produits primaires 55
1.2. Conditions sociales en RDC 60
§2. Ressources minières facteur des guerres
civiles en RDC 63
SECTION II. IMPLICATIONS POLITIQUES 66
§1. Implication de la réforme du secteur minier
66
§.2. Accord de coopération sino-congolais
68
§3. Inclusivité de la croissance
économique 69
CHAPITRE IV. EVALUATION ET ANALYSE DES RESSOURCES
MINIERES ET GUERRES CIVILES SUR LA CROISSANCE ECONOMIQUE 72
72
SECTION I. COMMENT LES GUERRES CIVILES AFFECTENT-ELLES LA
CROISSANCE ECONOMIQUE ? 72
§1. Méthodologie : estimation par les
méthodes des doubles moindres carrés (2SLS) et des moments
généralisés (GMM) 73
§2. Données d'analyse et Présentations des
résultats 74
2.1. Données d'analyse 74
2.2. Présentations des résultats
74
SECTION II. INTERPRETATION DES RESULTATS EMPIRIQUES
80
§1. Equation de la rente minière 80
§2. Explication de l'équation du taux de
croissance du PIB réel 81
§3. Prise en compte de la dimension de
l'éducation 85
§4. Modélisation de la relation rente
minière-guerres civiles-croissance économique 86
CONCLUSION GENERALE 88
REFERENCES BIBLIOGRAPHIQUES 93
93
ANNEXES 105
ANNEXE 1. ESTIMATION PAR LA MÉTHODE DES MCO
106
ANNEXE 2. TEST DE NORMALITÉ DE RÉSIDUS
ET TEST DE SPÉCIFICATION DU MODÈLE 107
ANNEXE 3. CORRECTION DES HYPTHÈSES
VIOLÉES ET ESTIMATION DE L'ÉQUATION 109
ANNEXE 4. ESTIMATION PAR LES MÉTHODES DES 2SLS
ET GMM 110
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