ANNEXES
TABLE DES TABLEAUX
TABLE DES GRAPHES
TABLE DES MATI ERES
TABLE DES INDEX
A
Actualisation · 12, 18, 76
Agrégats · 20
Ajustement · 27, 40, 42, 44, 48, 50, 55
Akaike (critère de) · 30
Alan Greenspan · 2
Algorithme · 26, 36, 66
Anticipation(s) · v, 5, 14, 19, 24, 40, 44, 45, 46, 56,
57,
65, 67, 69, 72, 76, 78, 90
Anticipé · 18, 48
Arbitrage · v, 2, 8, 12, 17, 18, 53, 56, 57, 58, 59, 60, 61,
68, 75, 76, 96
Argument(s) · 7, 8, 9, 10, 12, 14, 18, 21, 23, 24, 39,
40,
43, 45, 46, 49, 50, 52, 53, 54, 89, 91, 92, 96 Aubert, Adjemian
(2003) · 2, 7, 8, 10, 18, 24, 65, 79 Autocorrélation · 20, 30,
34, 36, 39
Autorité(s) · 2, 6, 7, 9, 12, 14, 19, 21, 23, 25, 59,
61, 66,
68, 70, 71, 72, 78
Avantage(s) · v, 2, 3, 6, 9, 10, 13, 15, 16, 17, 19, 20,
21, 24, 25, 49, 52, 54, 56, 57, 61, 62, 63, 64, 67, 68, 69, 70, 72, 75, 76, 77,
78, 92, 96
B
Baghli et al (2002) · 26, 79
Ball (1997) · 24, 79
Banque · vi, 3, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17,
18,
19, 21, 23, 24, 25, 26, 39, 42, 43, 44, 45, 46, 48, 50,
52, 53, 54, 55, 58, 60, 63, 64, 65, 67, 68, 69, 71, 72,
77, 78, 79, 81, 82, 89, 91, 92
Banque Centrale · vi, 3, 6, 7, 8, 9, 10, 11, 12, 13, 14,
15, 16, 17, 18, 19, 21, 23, 24, 25, 26, 39, 42, 43, 44, 45, 46, 48, 50, 52, 53,
54, 55, 58, 60, 63, 64, 65, 67, 68,
69, 71, 72, 77, 78, 79, 81, 82, 89, 91, 92
Barnett, Engineer (2000) · 12, 13, 19, 57, 64, 68, 69,
79
BCEAO · v, vi, 2, 3, 7, 8, 9, 10, 25, 40, 54, 56, 58, 59, 60,
61, 62, 64, 66, 68, 69, 71, 72, 75, 76, 77, 80, 81, 82 Biais
· 17, 57, 63, 64, 76
Bien-être · v, 19, 20, 50, 64, 65, 72, 76, 77
Budgétaire(s) · 67, 78
C
Calvo (1983) · 20
Canada · 20, 22, 34, 70, 79, 80, 81 Cateau (2008) · 20,
79
Cecchetti, Krause (2006) · 13, 79 CEMAC · vi, 21, 80
Chapitre · 6, 32, 50
Choc(s) · v, 3, 9, 10, 11, 14, 16, 17, 21, 22, 25, 42, 45,
47, 50, 55, 63, 68, 72, 77, 78
Ciblage d'inflation · 9, 17
Ciblage du niveau des prix · v, 2, 3, 7, 8, 10, 13, 15,
16,
17, 21, 24, 45, 48, 50, 52, 54, 55, 56, 60, 61, 63, 64, 66, 68,
69, 70, 71, 72, 73, 76, 78, 88, 91, 97 Cible(s) · v, 2, 3, 4, 6, 7, 8, 9,
10, 11, 12, 13, 14, 15, 17,
18, 19, 20, 21, 22, 23, 24, 39, 41, 42, 44, 45, 46, 48, 49, 50,
53, 54, 55, 56, 58, 60, 62, 63, 64, 67, 68, 69,
70, 71, 72, 75, 76, 77, 80, 89, 92
Cla rida et al (1999) · 19, 79
Classiques · 54, 68
Cobb-Douglas · 27
Coletti, Lalonde, Muir (2008) · 22, 80
Comparé(e) · 10, 16, 24, 50, 62, 98
Conclusion · 2, 3, 4, 6, 7, 8, 9, 10, 11, 13, 16, 22, 24,
25, 26, 46, 52, 59, 61, 67
Consommation · 25, 33, 35, 69, 71, 77
Contra-cyclique · 44, 45, 50, 55
Contrainte(s) · v, 6, 11, 14, 16, 18, 23, 43, 44, 49, 66,
68,
70, 72, 75, 76, 77, 78, 89, 90, 91
Convergence · 9, 26, 28, 30, 67, 78
Corrélogramme · 30, 34, 36, 39
Coulombe (1998) · 70, 80
Courbe d'offre · 8, 17, 24, 66, 76, 99
Court terme · 8, 9, 14, 23, 39, 41, 47, 66, 89
Coûts · 3, 9, 10, 19, 21
Covas & Zhang (2008) · 19, 80
Crédibilité · v, 3, 10, 19, 25, 40, 46, 63,
69, 71, 72, 78 Croce, Khan (2000) · 66, 67, 71, 80
Croissance · 6, 30
D
Décision · 6, 14, 16, 17, 24, 44, 63, 90
Délai · 7, 21
Dérivation · 3, 8
Dérive · 2, 7, 9, 14, 16, 63
Désinflation · 20
Dévaluation · 32, 35, 38
Développement · 6, 8, 66, 67, 78
Dicker-Fuller Augmented · vi, 29
Dilemme · 63
Discrétion · 13, 18
Dittmar, Gavin (2000) · 10, 14, 19, 20, 23, 24, 57, 64, 65
Dittmar, Kydland, Gavin (1999) · 12, 24, 54, 57, 59 Durbin Waston
(test de) · 41, 42, 46, 47
Dynamique · 19, 38, 65
|
Incohérence temporelle · 18, 63, 76, 77
Indépendance · v, 3, 10, 67, 71, 72, 78
Indice · 12, 17, 25, 69, 77
Inflation · v, 2, 3, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16,
17,
|
|
18, 19, 20, 21, 22, 23, 24, 25,
|
26,
|
32,
|
33,
|
34,
|
35,
|
36,
|
|
38, 39, 40, 41, 42, 43, 44, 45,
|
48,
|
49,
|
50,
|
52,
|
53,
|
54,
|
|
55, 56, 57, 58, 59, 60, 61, 62,
|
63,
|
64,
|
65,
|
66,
|
67,
|
68,
|
|
69, 70, 71, 72, 75, 76, 77, 78,
|
80,
|
81,
|
88,
|
89,
|
90,
|
91,
|
|
92, 95, 96, 97, 98
|
|
|
|
|
|
|
|
Inflationnistes (effets) · 9, 35, 67
|
|
|
|
|
|
|
|
Information · v, 14, 30, 40, 69
|
|
|
|
|
|
|
|
Institutionnel · 71, 78
|
|
|
|
|
|
|
|
Institutionnelle (dimension) · 65,
|
71,
|
72,
|
78,
|
96
|
|
|
|
Instrument(s) · 2, 10, 14, 20, 71,
|
72,
|
78
|
|
|
|
|
|
Intérêt (taux) · 2, 14, 21, 22, 67,
|
70,
|
78
|
|
|
|
|
|
Intertemporelle · 14, 70
|
|
|
|
|
|
|
|
Introduction · 76
|
|
|
|
|
|
|
Investissement · 69, 71, 77
J
Jarque-Bera (1987) · 28, 36, 38
K
Kalman (filtre de) · 27, 66
Keynésien(ne) · 18, 79
Kiley (1998) · 17, 81
Kryvtsov, Shukayev, Ueberfeldt (2008) · 19, 72 Kurtosis
· 28, 33, 36, 38
L
Lagrangien (le multiplicateur) · 43, 49, 89, 92
Limites · 65, 66, 69, 78
Lissage · 2, 27
Littérature · 6, 11
Long terme · 2, 7, 8, 9, 14, 21, 23, 25
Lucas · 8
Hannan et Quinn (critère) · 30
Hétéroscédasticité · 41, 46
Hodrick-Prescott · 27, 37, 66
I
Identification (méthode) · 30, 45, 90 IHPC
· vi, 25, 26, 32, 33, 46, 66, 69, 77, 98 Imperfection · 19
Incertitude · 6, 20, 21, 71, 78
M
Marché · 2, 21, 70
Mémoire · iv
Méthodologie · 25, 75
Modèle · 3, 13, 14, 15, 19, 21, 22, 23, 29, 30, 32,
34, 39,
44, 53, 54, 56, 57, 64, 65, 68, 75, 90, 96
Monétaire(s) · iv, v, 2, 3, 6, 7, 8, 9, 10, 11, 12,
14, 18, 19,
20, 21, 23, 24, 25, 40, 42, 43, 47, 48, 52, 58, 65, 66,
67, 68, 70, 71, 72, 76, 77, 78, 80, 82, 96
E
|
Ecart d'inflation · 26,
|
42,
|
75
|
|
|
|
|
|
|
|
|
Ecart de production · v, 3, 8,
|
12,
|
14,
|
16,
|
17,
|
18,
|
19,
|
20,
|
|
22,
|
23,
|
24,
|
26,
|
36,
|
37,
|
38,
|
39,
|
41,
|
42,
|
43,
|
44,
|
45,
|
47,
|
|
48,
64,
|
49,
65,
|
50,
69,
|
52,
75,
|
53,
77,
|
54,
89,
|
55,
91,
|
56,
92,
|
57,
96
|
58,
|
59,
|
61,
|
62,
|
63,
|
Economie(s) · 2, 7
Empirique(s) · iv, 3, 6, 7, 8, 11, 14, 22, 23, 24, 28, 32,
39,
57, 65, 66, 68, 69, 75, 77, 78
Endogène(s) · 8, 54, 56, 57, 64, 65, 68, 77
Engagement · 64, 72
Engone Mve (2003) · 21, 80
Equilibre · v, 2, 3, 7, 8, 19, 26, 37, 63, 76
|
Erreurs · 20, 41, 42, 47, 70, 77 Espérance ·
28
Euler (équation d') · 43, 44, 89
|
|
|
|
|
|
|
|
|
Existence · v, 10, 16, 20, 24, 27,
|
54,
|
56,
|
61,
|
63,
|
65,
|
68,
|
75,
|
|
76
|
|
|
|
|
|
|
|
|
Exogène(s) · v, 3, 10, 12, 14, 24,
|
27,
|
57,
|
65,
|
66,
|
68,
|
72,
|
78
|
F
Filtre · 27, 37, 66
Fluctuations · 21, 66
Fonction de perte · v, 3, 9, 12, 13, 14, 15, 16, 18, 19,
20,
|
23, 24, 39, 43, 45, 48,
89, 91, 96, 99 Formation · iv, v, 19, 41,
|
49,
42,
|
54,
45,
|
56,
47,
|
57,
48,
|
64,
49,
|
68,
50,
|
75,
53,
|
76,
55,
|
57,
|
69, 75, 92, 96
Free lunch · v, 2, 9, 24, 56, 62, 65, 77, 82
Fréquence · 8, 24, 25, 66, 75
G
Glissement · 25, 33, 34, 36, 38, 66 Goldstein, Khan (1976)
· 26, 87 Gouvernement(s) · 72
H
N
NIS · vi, 25, 26, 80, 82
Nishiyama (2009) · 21, 81
Normalité · 27, 28, 32, 33, 34, 36, 38, 95 Nouvelle
Zélande · 6
Nubukpo (2002) · 3, 8, 11, 81
O
Objectif · v, 2, 3, 6, 7, 9, 10, 11, 12, 13, 14, 17, 23, 25,
26,
32, 40, 41, 42, 48, 52, 54, 57, 63, 64, 66, 67, 68, 70, 71, 72,
75, 76, 97
Offre · v, 3, 8, 10, 11, 14, 15, 16, 17, 20, 21, 23, 24,
39, 41, 44, 45, 46, 47, 53, 55, 58, 60, 63, 65, 66, 67, 75, 76, 77, 78, 89, 90,
99
Optimal(es) · v, 2, 4, 6, 7, 8, 10, 11, 13, 16, 17, 19, 30,
34, 49, 56, 63, 76, 92, 97
Optimisation · v, 7, 11, 14, 18, 23, 24, 39, 43, 45, 48,
49,
64, 65, 76, 89, 91, 92, 93, 96, 99
Ordinary Least Square · vi, 41, 46
Output gap · v, 14, 16, 17, 23, 24, 26, 36, 37, 38, 39,
42,
44, 45, 48, 50, 52, 53, 55, 56, 66, 75, 76, 90, 95, 98
P
Parkin (2001) · 17, 19, 21, 22, 23, 54, 57, 59, 63, 70, 81
Persistance · v, 8, 14, 19, 23, 39, 41, 42, 45, 47, 48, 50,
53, 54, 57, 64, 68, 75, 76, 77, 89
Perte · v, 3, 9, 12, 13, 14, 15, 16, 18, 19, 20, 23, 24,
39,
43, 45, 48, 49, 54, 56, 57, 64, 68, 75, 76, 89, 91, 96, 99
Philips-Perron (1989) · 29, 34, 36, 38, 84, 85, 86
Phillips (la courbe de) · v, 3, 9, 14, 19, 20, 23, 39, 41,
44,
46, 47, 53, 54, 57, 64, 65, 68, 75, 78, 80, 81, 84, 85,
86, 89, 90, 96
Poids · 18, 19, 25, 41, 47, 59, 60, 61, 76
Politique(s) · v, 2, 3, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14,
18,
19, 21, 24, 42, 44, 47, 50, 52, 55, 56, 58, 63, 64, 65,
66, 67, 69, 71, 72, 75, 76, 77, 78, 80, 81, 82, 96 Potentiel
· 18, 24, 26, 36, 38, 42, 48, 66
Préférences · 8, 18
Premier ordre (condition) · 24, 43, 45, 49, 89, 90,
92 Prévision · 6, 14, 20
Problématique · 2, 6, 43, 48
Processus · v, 5, 6, 11, 17, 19, 20, 22, 23, 26, 27, 29,
30, 32, 34, 36, 38, 39, 43, 45, 49, 50, 53, 63, 66, 69, 71, 75, 76, 78, 89, 91,
95
Programme · 24, 44, 45, 49, 53, 65, 90, 92, 93
Prospective(s) · 19, 68
Publication · 71
Q
Quadratique · v, 3, 9, 12, 39, 75, 76, 87
R
Racine unitaire · 27, 29, 34, 36, 38
Rationnelle(s) · 5, 8, 14, 24, 40, 63, 65, 68, 69
Recherche(s) · iv, 2, 6, 22, 24, 32, 65, 82 Recommandation(s) · iv,
3, 52, 65, 67, 77, 96
Réel(s) · 20, 30
Régime(s) · v, 3, 6, 8, 10, 11, 13, 16, 17, 18, 19,
21, 22,
23, 24, 32, 39, 45, 49, 50, 52, 53, 54, 55, 56, 57, 58,
60, 63, 64, 70, 71, 75, 76, 88, 89, 91, 92, 97
|
Règle(s) · v, 2, 3, 6, 7,
|
8, 11, 13, 14, 15, 16, 17, 19, 22, 24,
|
|
34,
|
39,
|
40,
|
44,
|
45,
|
49,
|
52,
|
53,
|
54,
|
55,
|
56,
|
57,
|
58,
|
60,
|
|
61,
|
62,
|
63,
|
64,
|
65,
|
66,
|
67,
|
68,
|
69,
|
70,
|
71,
|
72,
|
75,
|
76,
|
|
77,
|
78,
|
82,
|
90,
|
92,
|
99
|
|
|
|
|
|
|
|
|
Responsabilité · 67, 71, 78
Résultats · 3, 7, 11, 12, 16, 17, 18, 21, 22, 23, 32,
34, 36,
38, 39, 41, 43, 45, 46, 48, 50, 53, 55, 58, 60, 65, 66, 75, 92,
93, 99
Rétrospectives · 19
Robust (option) · 41, 46
S
Schwartz (critère) · 30 Sensibilté
· 19, 21, 69 Skewness · 28, 33, 36, 38
Société · 8, 12, 19
Solution · 14, 16, 18, 19, 20, 44, 56, 63, 64, 71, 76, 90
Sous-jacente (inflation) · 25, 66, 71
Spécificités · 6, 21
|
Stationnaire · 2, 6,
|
13,
|
17,
|
29,
|
34,
|
36,
|
38,
|
63,
|
75
|
|
|
|
Stationnarité · 13,
|
17,
|
20,
|
27,
|
28,
|
29,
|
32,
|
34,
|
36,
|
38,
|
64,
|
|
75, 95, 99
|
|
|
|
|
|
|
|
|
|
|
|
Statistique(s) · 22,
|
24,
|
27,
|
28,
|
29,
|
32,
|
33,
|
36,
|
37,
|
38,
|
41,
|
47, 75
Statistiques · vi, 25
Stiglitz · 82
Student (test de) · 41, 46, 47
Svensson (1999) · 2, 3, 6, 7, 8, 9, 10, 11, 12, 13, 14,
15,
|
16, 17, 18,
64, 65, 68,
|
20,
71,
|
21, 22,
75, 82
|
23,
|
24,
|
26,
|
34,
|
54,
|
56,
|
57,
|
63,
|
|
T
Tableau · 13,
|
16,
|
17, 52,
|
53,
|
54,
|
55,
|
56,
|
58,
|
60,
|
63,
|
64
|
Taux d'inflation · v, 3, 7, 8, 9, 10, 11, 13, 14, 15, 16,
17,
18, 19, 20, 21, 24, 25, 26, 34, 35, 36, 38, 39, 40, 44,
|
45, 48, 49, 50,
|
54, 56, 58, 62, 63,
|
66,
|
67,
|
68,
|
70,
|
75,
|
|
76, 77, 92, 95,
|
98
|
|
|
|
|
|
|
Taylor (1993) · 2,
|
8, 24, 26, 80, 82
|
|
|
|
|
|
|
Tendance · 8, 17,
|
27, 29, 32, 34, 36,
|
38,
|
59,
|
61,
|
63,
|
69,
|
75, 77
Ténou (2002) · 3, 8, 11, 24, 40, 82
Théorie(s) · 11, 14, 21, 64, 65, 76 Trajectoire · 3, 8, 34,
37, 38
Transparence · v, 67, 71, 72, 78 Trimestriel(le) · 17,
24, 26, 33, 66, 75
U
UEMOA · v, vi, 26, 33, 69, 80, 82
UMOA · v, vi, 3, 6, 8, 9, 10, 21, 24, 25, 26, 32, 34, 38,
39,
|
40, 41,
64, 65,
Union · 3,
|
43,
68,
10,
|
47,
69,
25,
|
48,
70,
26,
|
50,
75,
35,
|
52,
76,
54,
|
53,
77,
56,
|
54,
78,
59,
|
56,
81,
68,
|
59, 96 69,
|
61,
75,
|
62,
76
|
63,
|
V
Variabilité(s) · v, 2, 8, 9, 12, 14, 17, 18, 22, 24,
50, 52, 53,
54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 68, 75, 76, 77,
96, 98
Variable(s) · 8, 11, 12, 14, 16, 19, 22, 24, 25, 26, 28,
29, 32, 33, 34, 36, 37, 38, 52, 53, 66, 68, 70, 75, 76, 78, 87, 95, 97, 98
Variance(s) · v, 2, 6, 14, 16, 17, 24, 28, 29, 42, 47, 52,
53,
54, 55, 56, 57, 58, 60, 62, 63, 76, 77, 93
Variation(s) · v, 2, 3, 10, 14, 17, 21, 26, 32, 34, 35, 40,
41,
47, 50, 63, 64, 66, 67, 68, 69, 70, 76, 77
Vestin · 12, 19, 20, 57, 64, 78, 82
Y
Yetman James (2005) · 19, 82
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