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Les importations et l'inflation en RDC de 1980 à  2016.


par Prince PIVA ASALOKO
Université de Kisangani - Licence en sciences économiques 2019
  

précédent sommaire

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BIBLIOGRAPHIE

Ouvrage

1. BOURBONNAIS, R., Econométrie, 9e édition, duo, 2015, paris.

2. BIKAI, J. et KENKOUO G. Analyse et évaluation de canaux de transmission de la politique monétaire dans la CEMAC : une approche SVAR, 2015.

3. CLERG D., l'inflation, paris, syros, 1994.

4. STOCK J.H. et M.W. WATSON, Forecasting Inflaction, Journal of Monetary Economics, Vol. 44, 1999.

5. M. Freedman, le recours aux indicateurs et à l'indice de condition monétaire at Canada, banque du Canada, 1996.s

6. DIARISSO et SAMBA, les conditions monétaires dans l'UEMOA : confection d'un indice communautaire, BCAO, note information et statistique N°501

7. AGENOR P. R. (2008), « ciblage d?inflation et définition d?objectifs monétaires : quels critères de choix pour les pays en développement ? », Quatrième colloque BCEAO - Universités - centres de recherche : politique monétaire et stabilité des prix dans l?UEMOA : contraintes et défis, volume II - intervention orale, août.

8. ALLEGRET J. et GOUX J. (2003), « Trois essais sur les anticipations d?inflation », in Documents de travail - Working Papers n°03-01, GATE, Mai.

Note de cours

9. BOLITO, R., cours de la macroéconomique, FSEG, UNIKIS, L1 économie, 20162017,

10. LUBANZA, N. cours d'informatique, FSEG, UNIKIS, L1 économie, 20162017,

Mémoire et article

11. Caleb MUKADI « RDC : l'inflation n'est que monétaire ? », article, 2010

12. LIOTO GANDI,l'analyse de quelques aspects de la politique monétaire de la banque centrale du Congo et ses effets sur l'économie nationale, FSEG, UPLG, 2010

13. Henry N. MUGANZA Les indicateurs avances de l'inflation en RDC, article, 2014

14. NGANDU LISIMO, la politique de l'autorité face à la dépréciation du CDF : enjeux et conséquences, FSEG, UNIKIN, 2014

Webographie

Besoin de financement http://www.fao.org/tiews/french/basedocs/DRCen, STM. Consulté en Août 2018, 15h18,

Annexes

Analyses de la stationnarité des variables

Null Hypothesis: D(LINF) has a unit root

 

Exogenous: None

 
 

Lag Length: 0 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-6.846802

 0.0000

Test critical values:

1% level

 

-2.632688

 
 

5% level

 

-1.950687

 
 

10% level

 

-1.611059

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 


Null Hypothesis: D(LIMP) has a unit root

 

Exogenous: None

 
 

Lag Length: 0 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-4.893660

 0.0000

Test critical values:

1% level

 

-2.632688

 
 

5% level

 

-1.950687

 
 

10% level

 

-1.611059

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 


Null Hypothesis: D(TCH) has a unit root

 

Exogenous: None

 
 

Lag Length: 0 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-3.116378

 0.0028

Test critical values:

1% level

 

-2.632688

 
 

5% level

 

-1.950687

 
 

10% level

 

-1.611059

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 
 
 
 
 
 


Null Hypothesis: D(TC) has a unit root

 

Exogenous: None

 
 

Lag Length: 0 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-5.622891

 0.0000

Test critical values:

1% level

 

-2.632688

 
 

5% level

 

-1.950687

 
 

10% level

 

-1.611059

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 
 
 
 
 
 


Null Hypothesis: D(LMM) has a unit root

 

Exogenous: Constant

 
 

Lag Length: 0 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-4.304575

 0.0017

Test critical values:

1% level

 

-3.632900

 
 

5% level

 

-2.948404

 
 

10% level

 

-2.612874

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 
 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller Test Equation

 

Dependent Variable: D(LMM,2)

 
 

Method: Least Squares

 
 

Date: 08/05/19 Time: 22:42

 
 

Sample (adjusted): 1982 2016

 
 

Included observations: 35 after adjustments

 
 
 
 
 
 
 
 
 
 
 

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

 
 
 
 
 
 
 
 
 
 

D(LMM(-1))

-0.721380

0.167584

-4.304575

0.0001

C

0.686993

0.279786

2.455425

0.0195

 
 
 
 
 
 
 
 
 
 


Null Hypothesis: DB has a unit root

 

Exogenous: Constant, Linear Trend

 

Lag Length: 9 (Automatic - based on SIC, maxlag=9)

 
 
 
 
 
 
 
 
 
 
 
 
 

t-Statistic

  Prob.*

 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller test statistic

-7.202242

 0.0000

Test critical values:

1% level

 

-4.339330

 
 

5% level

 

-3.587527

 
 

10% level

 

-3.229230

 
 
 
 
 
 
 
 
 
 
 

*MacKinnon (1996) one-sided p-values.

 
 
 
 
 
 
 
 
 
 
 

Augmented Dickey-Fuller Test Equation

 

Dependent Variable: D(DB)

 
 

Method: Least Squares

 
 

Date: 08/05/19 Time: 22:44

 
 

Sample (adjusted): 1990 2016

 
 

Included observations: 27 after adjustments

 
 
 
 
 
 
 
 
 
 
 

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

 
 
 
 
 
 
 
 
 
 

DB(-1)

-1.973067

0.273952

-7.202242

0.0000

D(DB(-1))

1.432773

0.243098

5.893806

0.0000

D(DB(-2))

1.091097

0.207194

5.266068

0.0001

D(DB(-3))

0.963881

0.192016

5.019807

0.0002

D(DB(-4))

0.466411

0.173752

2.684351

0.0170

D(DB(-5))

0.663322

0.158320

4.189760

0.0008

D(DB(-6))

0.347596

0.130985

2.653713

0.0181

D(DB(-7))

0.338270

0.120890

2.798154

0.0135

D(DB(-8))

0.199186

0.113300

1.758039

0.0991

D(DB(-9))

0.254166

0.100655

2.525112

0.0233

C

-18.38841

2.469483

-7.446258

0.0000

@TREND("1980")

0.566357

0.078976

7.171217

0.0000

 
 
 
 
 
 
 
 
 
 

Estimation du VECM

Vector Error Correction Estimates

 
 
 
 

Date: 08/05/19 Time: 22:50

 
 
 
 

Sample (adjusted): 1982 2016

 
 
 
 

Included observations: 35 after adjustments

 
 
 

Standard errors in ( ) & t-statistics in [ ]

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Cointegrating Eq: 

CointEq1

CointEq2

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

LINF(-1)

 1.000000

 0.000000

 
 
 
 
 
 
 
 
 
 
 

LIMP(-1)

 0.000000

 1.000000

 
 
 
 
 
 
 
 
 
 
 

LMM(-1)

 0.318820

 1.284899

 
 
 
 
 

 (0.10672)

 (0.38209)

 
 
 
 
 

[ 2.98731]

[ 3.36278]

 
 
 
 
 
 
 
 
 
 
 

TCH(-1)

-0.003897

-0.021216

 
 
 
 
 

 (0.00554)

 (0.01982)

 
 
 
 
 

[-0.70389]

[-1.07044]

 
 
 
 
 
 
 
 
 
 
 

TC(-1)

-0.283792

-2.629368

 
 
 
 
 

 (0.36508)

 (1.30706)

 
 
 
 
 

[-0.77734]

[-2.01166]

 
 
 
 
 
 
 
 
 
 
 

DB(-1)

-2.185389

-7.330622

 
 
 
 
 

 (0.33504)

 (1.19950)

 
 
 
 
 

[-6.52282]

[-6.11140]

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Error Correction:

D(LINF)

D(LIMP)

D(LMM)

D(TCH)

D(TC)

D(DB)

 
 
 
 
 
 
 
 
 
 
 
 
 
 

CointEq1

-0.435236

-0.093057

-0.153170

-12.61859

 0.277037

 1.493157

 

 (0.19453)

 (0.05160)

 (0.14986)

 (10.5378)

 (0.55417)

 (0.65492)

 

[-2.23732]

[-1.80355]

[-1.02209]

[-1.19746]

[ 0.49991]

[ 2.27991]

 
 
 
 
 
 
 

CointEq2

 0.119401

 0.022104

 0.072730

 3.705481

-0.106624

-0.368716

 

 (0.05181)

 (0.01374)

 (0.03991)

 (2.80629)

 (0.14758)

 (0.17441)

 

[ 2.30477]

[ 1.60865]

[ 1.82240]

[ 1.32042]

[-0.72249]

[-2.11408]

 
 
 
 
 
 
 

D(LINF(-1))

-0.034012

-0.007593

 0.215557

 3.528189

-0.507492

-0.537826

 

 (0.16978)

 (0.04503)

 (0.13079)

 (9.19706)

 (0.48366)

 (0.57160)

 

[-0.20032]

[-0.16861]

[ 1.64808]

[ 0.38362]

[-1.04927]

[-0.94092]

 
 
 
 
 
 
 

D(LIMP(-1))

-0.911977

-0.047692

-1.014450

-18.27883

-0.656052

 0.313726

 

 (0.73558)

 (0.19510)

 (0.56665)

 (39.8457)

 (2.09544)

 (2.47640)

 

[-1.23981]

[-0.24445]

[-1.79025]

[-0.45874]

[-0.31309]

[ 0.12669]

 
 
 
 
 
 
 

D(LMM(-1))

-0.205367

 0.087210

-0.584333

-7.364135

 1.796277

-0.236775

 

 (0.21516)

 (0.05707)

 (0.16575)

 (11.6549)

 (0.61292)

 (0.72435)

 

[-0.95449]

[ 1.52821]

[-3.52546]

[-0.63185]

[ 2.93070]

[-0.32688]

 
 
 
 
 
 
 

D(TCH(-1))

-0.006934

 0.000861

-0.004662

 0.329762

 0.021207

 0.008050

 

 (0.00366)

 (0.00097)

 (0.00282)

 (0.19849)

 (0.01044)

 (0.01234)

 

[-1.89236]

[ 0.88602]

[-1.65158]

[ 1.66134]

[ 2.03158]

[ 0.65259]

 
 
 
 
 
 
 

D(TC(-1))

 0.026633

 0.045647

-0.001082

 2.112184

-0.179168

-0.159208

 

 (0.08816)

 (0.02338)

 (0.06791)

 (4.77558)

 (0.25114)

 (0.29680)

 

[ 0.30209]

[ 1.95214]

[-0.01593]

[ 0.44229]

[-0.71341]

[-0.53641]

 
 
 
 
 
 
 

D(DB(-1))

-0.173019

-0.011904

 0.051192

 2.233979

 0.024549

-0.066002

 

 (0.05991)

 (0.01589)

 (0.04615)

 (3.24547)

 (0.17068)

 (0.20171)

 

[-2.88781]

[-0.74910]

[ 1.10915]

[ 0.68834]

[ 0.14384]

[-0.32722]

 
 
 
 
 
 
 
 
 
 
 
 
 
 

R-squared

 0.527301

 0.356940

 0.717608

 0.220793

 0.388093

 0.309929

Adj. R-squared

 0.404749

 0.190221

 0.644395

 0.018776

 0.229450

 0.131022

Sum sq. resids

 31.17491

 2.193088

 18.50040

 91476.30

 252.9856

 353.3359

S.E. equation

 1.074535

 0.285001

 0.827768

 58.20662

 3.061019

 3.617529

F-statistic

 4.302684

 2.140968

 9.801659

 1.092942

 2.446335

 1.732346

Log likelihood

-47.63750

-1.187196

-38.50562

-187.3614

-84.27757

-90.12409

Akaike AIC

 3.179285

 0.524983

 2.657464

 11.16351

 5.273004

 5.607091

Schwarz SC

 3.534794

 0.880491

 3.012972

 11.51902

 5.628512

 5.962599

Mean dependent

-0.071632

 0.069858

 0.954778

 28.86579

 0.001414

 0.174857

S.D. dependent

 1.392742

 0.316711

 1.388112

 58.76088

 3.487110

 3.880678

 
 
 
 
 
 
 
 
 
 
 
 
 
 

Determinant resid covariance (dof adj.)

 7427.043

 
 
 
 

Determinant resid covariance

 1565.274

 
 
 
 

Log likelihood

-426.7039

 
 
 
 

Akaike information criterion

 27.81165

 
 
 
 

Schwarz criterion

 30.47796

 
 
 
 

Number of coefficients

 60

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

ESTIMATION DU VECM PARTIEL

Vector Error Correction Estimates

 
 
 
 

Date: 08/05/19 Time: 22:53

 
 
 
 

Sample (adjusted): 1982 2016

 
 
 
 

Included observations: 35 after adjustments

 
 
 

Standard errors in ( ) & t-statistics in [ ]

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Cointegration Restrictions: 

 
 
 
 

      A(5,1)=0, A(5,2)=0, A(4,1)=0, A(4,2)=0

 
 
 

Convergence achieved after 13 iterations.

 
 
 

Not all cointegrating vectors are identified

 
 
 

LR test for binding restrictions (rank = 2): 

 
 
 

Chi-square(4)

 7.408943

 
 
 
 
 

Probability

 0.115792

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Cointegrating Eq: 

CointEq1

CointEq2

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

LINF(-1)

 0.135154

 1.080568

 
 
 
 
 
 
 
 
 
 
 

LIMP(-1)

-0.065817

-0.284635

 
 
 
 
 
 
 
 
 
 
 

LMM(-1)

-0.036364

-0.002718

 
 
 
 
 
 
 
 
 
 
 

TCH(-1)

 0.000582

 0.001162

 
 
 
 
 
 
 
 
 
 
 

TC(-1)

 0.159596

 0.477164

 
 
 
 
 
 
 
 
 
 
 

DB(-1)

 0.185231

-0.297400

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Error Correction:

D(LINF)

D(LIMP)

D(LMM)

D(TCH)

D(TC)

D(DB)

 
 
 
 
 
 
 
 
 
 
 
 
 
 

CointEq1

-0.307701

 0.044611

-1.145553

 0.000000

 0.000000

-1.257164

 

 (0.17083)

 (0.04689)

 (0.12549)

 (0.00000)

 (0.00000)

 (0.48083)

 

[-1.80122]

[ 0.95131]

[-9.12897]

[NA]

[NA]

[-2.61457]

 
 
 
 
 
 
 

CointEq2

-0.477418

-0.099468

-0.084522

 0.000000

 0.000000

 1.577814

 

 (0.16964)

 (0.04657)

 (0.12461)

 (0.00000)

 (0.00000)

 (0.47747)

 

[-2.81436]

[-2.13603]

[-0.67830]

[NA]

[NA]

[ 3.30452]

 
 
 
 
 
 
 

D(LINF(-1))

-0.008570

-0.010442

 0.228379

 1.948111

-0.463815

-0.541302

 

 (0.16473)

 (0.04519)

 (0.12771)

 (9.35011)

 (0.48850)

 (0.57017)

 

[-0.05203]

[-0.23108]

[ 1.78831]

[ 0.20835]

[-0.94946]

[-0.94938]

 
 
 
 
 
 
 

D(LIMP(-1))

-0.880694

-0.024345

-0.903234

-8.395955

-1.009086

 0.061399

 

 (0.69271)

 (0.19003)

 (0.53703)

 (39.3189)

 (2.05424)

 (2.39765)

 

[-1.27138]

[-0.12811]

[-1.68191]

[-0.21353]

[-0.49122]

[ 0.02561]

 
 
 
 
 
 
 

D(LMM(-1))

-0.245998

 0.089470

-0.615863

-6.289098

 1.749578

-0.210394

 

 (0.21168)

 (0.05807)

 (0.16411)

 (12.0153)

 (0.62774)

 (0.73269)

 

[-1.16212]

[ 1.54069]

[-3.75281]

[-0.52343]

[ 2.78709]

[-0.28716]

 
 
 
 
 
 
 

D(TCH(-1))

-0.007312

 0.000959

-0.004735

 0.372707

 0.019770

 0.007569

 

 (0.00351)

 (0.00096)

 (0.00272)

 (0.19937)

 (0.01042)

 (0.01216)

 

[-2.08167]

[ 0.99567]

[-1.73896]

[ 1.86943]

[ 1.89804]

[ 0.62254]

 
 
 
 
 
 
 

D(TC(-1))

 0.057861

 0.044894

 0.020566

 1.261324

-0.157738

-0.189693

 

 (0.08875)

 (0.02435)

 (0.06880)

 (5.03733)

 (0.26318)

 (0.30717)

 

[ 0.65199]

[ 1.84398]

[ 0.29892]

[ 0.25040]

[-0.59936]

[-0.61754]

 
 
 
 
 
 
 

D(DB(-1))

-0.173808

-0.011641

 0.051149

 2.391184

 0.023341

-0.067600

 

 (0.05808)

 (0.01593)

 (0.04502)

 (3.29650)

 (0.17223)

 (0.20102)

 

[-2.99275]

[-0.73068]

[ 1.13602]

[ 0.72537]

[ 0.13552]

[-0.33629]

 
 
 
 
 
 
 
 
 
 
 
 
 
 

R-squared

 0.554601

 0.351772

 0.730513

 0.193841

 0.375165

 0.312692

Adj. R-squared

 0.439128

 0.183713

 0.660646

-0.015164

 0.213171

 0.134501

Sum sq. resids

 29.37443

 2.210715

 17.65493

 94640.36

 258.3304

 351.9213

S.E. equation

 1.043044

 0.286144

 0.808632

 59.20472

 3.093185

 3.610280

F-statistic

 4.802835

 2.093143

 10.45576

 0.927449

 2.315917

 1.754813

Log likelihood

-46.59644

-1.327288

-37.68702

-187.9564

-84.64345

-90.05389

Akaike AIC

 3.119796

 0.532988

 2.610687

 11.19751

 5.293911

 5.603080

Schwarz SC

 3.475304

 0.888496

 2.966195

 11.55302

 5.649419

 5.958588

Mean dependent

-0.071632

 0.069858

 0.954778

 28.86579

 0.001414

 0.174857

S.D. dependent

 1.392742

 0.316711

 1.388112

 58.76088

 3.487110

 3.880678

 
 
 
 
 
 
 
 
 
 
 
 
 
 

Determinant resid covariance (dof adj.)

 7605.360

 
 
 
 

Determinant resid covariance

 1602.854

 
 
 
 

Log likelihood

-430.4083

 
 
 
 

Akaike information criterion

 28.02333

 
 
 
 

Schwarz criterion

 30.68964

 
 
 
 

Number of coefficients

 60

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 


TEST DE BRUITS BLANCS

RESIDUS DE LA PREMIERE EQUATION

RESIDUS DE LA DEUXIEME EQUATION

RESIDUS DE LA TROISIEME EQUATION

RESIDUS DE LA QUATRIEME EQUATION

RESIDUS DE LA CINQUIEME EQUATION

RESIDUS DE LA SIXIEME EQUATION

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