BIBLIOGRAPHIE
I. OUVRAGES
1. A. Magain, Code des Finances et de la Comptabilité
publique, éd. Comptabilités commerciales et financières,
Bruxelles, 1946
2. Alain BEITONE & Cie, Dictionnaire des sciences
économiques, éd. Armand colin, Paris, 2001
3. BERNIER B et YVES S., Initiation à la
macroéconomie, éd. Dunod, Paris, 2001
4. BIALES, M., LEURION, R. Et RIVAUD, J.L, Notions fondamentales
d'économie, Vanves, éd. Foucher, 2004
5. BIBOMBE MUAMBA, Eléments des finances publiques,
Kinshasa, éd. Biometrix, 1993
6. J. Yves CAPUL & Olivier Garnier, Dictionnaire
d'économique et sociales, Paris 2008
7. J.M. ABOLA, Finances et comptabilité de l'Etat en
République Démocratique du Congo, éd. B.E.S.I.F, 2005
8. Maurice DUVERGER, Cité par Nathalis MBUMBA NZUZI,
La production de l'Etat et les modes de gestion des services, éd. Hater,
Paris 2008
9. P. ALPHONSE MWIKA, le bilan du mouvement populaire de la
révolution, Ed, C.R.P, Kinshasa, p.233
10. Paul LOWENTHAL, Economie et Finances Publiques, éd.
2ème Bruxelles, de Boek, 1996
11. R. UMBA-Di-NDANGI, Finances Publiques, éd. B.E.C.F,
2006
II. ARTICLES ET JOURNAUX OFFICIELS
1. Ann Edwards, « Les rôles et la taille de l'Etat :
théories et études empiriques ». document web
2. Fond Monétaire International, Government Finance
Statistics Yearbook, et estimation du PIB (OCDE, Wolrd Bank) dans World
Development Indicators, 1999
3. Le Potentiel, Croissance économique et
amélioration des recettes publiques en RDC
4. Roland DAUMONT & Cie, Programmation financière,
méthode et application à la tunisie, TMI, Washistown.D.C, 2010
III. PUBLICATIONS ET NOTES DE COURS
1. BARAMBESHA MANIRIHO, Evolution et structure du PIB de la RDC
de 1990 à 2005, ULPGL/GOMA/2007
2. BUABUA wa KAYEMBE MUBADIATE, Notes du cours des finances
publiques, ISC, 2009
3. Joseph LUKOKI MAOKA, Notes du cours d'initiation au travail
scientifique, UNIKIN/SSAP, éd 2004-2005
4. KIBUEY MULAMBA, Note de cours des finances publiques, G3/B
Economie/UNIKIN, 2001-2008
5. LOKOTA EKOTE PANGA, Note de cours de l'économie du
Congo : les déterminants de la crise économique en RDC,
Pré-licence/ISC, 1999-2000
6. MUBAKE MUMEME M., Finances Publiques Approfondies, Cours
dispensé en L2 Eco.Pub/FASEG/UNIKIN, 2001
7. MUBAKE MUMEME M., Notes du cours des fluctuations et
croissance économique, L1 économie, FASEG/UNIKIN, 2009
8. MUBAKE MUMEME, Notes du cours d'Economie
Financière, L2 Sciences Economiques et de gestion,
4ème édition, 2007, FASEG, UNIKIN
IV. INTERNET
1.
http://wiképedia.com
2.
http://yildizoglu.u-bordeaux4.fr
NNEXE
I. Données Utilisées
|
Années
|
PIB Réel*
|
Recettes publiques**
|
Dépenses publiques**
|
|
1980
|
7015838700.21
|
1489.6
|
1349
|
|
1981
|
7180747677.93
|
1469.6
|
1096.3
|
|
1982
|
7147883003.68
|
1654.8
|
1086.5
|
|
1983
|
7248789931.68
|
1113.1
|
912.3
|
|
1984
|
7650450747.43
|
855.2
|
755.3
|
|
1985
|
7686243454.01
|
900.1
|
869
|
|
1986
|
8048819672.2
|
1031.4
|
852
|
|
1987
|
8264177308.24
|
1011
|
777.5
|
|
1988
|
8303050455.86
|
1291.2
|
694.5
|
|
1989
|
8197929632.79
|
1053.8
|
978.6
|
|
1990
|
7659464144.02
|
1410.3
|
940.4
|
|
1991
|
7014456723.88
|
1264.3
|
458.5
|
|
1992
|
6277938167.16
|
1593.5
|
263.1
|
|
1993
|
5432359502.61
|
1380
|
339.8
|
|
1994
|
5220497655.7
|
299.7
|
147.2
|
|
1995
|
5257041078.19
|
262.2
|
322.9
|
|
1996
|
5203252472.09
|
268.1
|
264.5
|
|
1997
|
4910983356.11
|
341.84
|
274.17
|
|
1998
|
4831221421.25
|
556.54
|
380.1
|
|
1999
|
4624921462.71
|
1365.2
|
645.8
|
|
2000
|
4305797175.65
|
1057.7
|
508.4
|
|
2001
|
4215380704.39
|
326.4
|
322.5
|
|
2002
|
4361586317.8
|
375.9
|
426.7
|
|
2003
|
4614184091.12
|
574.1
|
546.4
|
|
2004
|
4920560759.38
|
841.7
|
768.3
|
|
2005
|
5238595322.58
|
1306.5
|
1049.3
|
|
2006
|
5504936840.26
|
1521.3
|
1232.4
|
|
2007
|
5849359728.8
|
1109.9
|
1495.7
|
Source :
- *BAD - **BCC
II. Test de stationnarité des variables II.1. Test
de racine unitaire sur le PIB a. Avec Trend et intercept
Null Hypothesis: LPIB has a unit root Exogenous: Constant,
Linear Trend Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.911400 0.6199
Test critical values: 1% level -4.356068
5% level -3.595026
10% level -3.233456
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LPIB)
Method: Least Squares
Date: 01/21/11 Time: 16:33
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LPIB(-1) -0.112719 0.058972 -1.911400 0.0691
D(LPIB(-1)) 0.843413 0.135758 6.212611 0.0000
C 2.565039 1.350425 1.899430 0.0707
@TREND(1980) -0.001918 0.001816 -1.056101 0.3024
R-squared 0.652414 Mean dependent var -0.007887
Adjusted R-squared 0.605016 S.D. dependent var 0.057086
S.E. of regression 0.035877 Akaike info criterion -3.676803
Sum squared resid 0.028317 Schwarz criterion -3.483250
Log likelihood 51.79844 F-statistic 13.76458
Durbin-Watson stat 1.997372 Prob(F-statistic) 0.000029
Source : Calculs de l'auteur sur l'Eviews 5
b. Avec intercept
Null Hypothesis: LPIB has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.939946 0.3099
Test critical values: 1% level -3.711457
5% level -2.981038
10% level -2.629906
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LPIB)
Method: Least Squares
Date: 01/21/11 Time: 16:34
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LPIB(-1) -0.059464 0.030652 -1.939946 0.0647
D(LPIB(-1)) 0.799610 0.129591 6.170261 0.0000
C 1.338065 0.690112 1.938909 0.0649
R-squared 0.634793 Mean dependent var -0.007887
Adjusted R-squared 0.603035 S.D. dependent var 0.057086
S.E. of regression 0.035967 Akaike info criterion -3.704272
Sum squared resid 0.029753 Schwarz criterion -3.559107
Log likelihood 51.15553 F-statistic 19.98895
Durbin-Watson stat 1.907833 Prob(F-statistic) 0.000009
Source : Calculs de l'auteur sur l'Eviews 5
c. Sans trend ni intercept
Null Hypothesis: LPIB has a unit root Exogenous: None
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.104214 0.6383
Test critical values: 1% level -2.656915
5% level -1.954414
10% level -1.609329
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LPIB)
Method: Least Squares
Date: 01/21/11 Time: 16:34
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LPIB(-1) -3.50E-05 0.000336 -0.104214 0.9179
D(LPIB(-1)) 0.776156 0.136241 5.696953 0.0000
R-squared 0.575099 Mean dependent var -0.007887
Adjusted R-squared 0.557395 S.D. dependent var 0.057086
S.E. of regression 0.037978 Akaike info criterion -3.629805
Sum squared resid 0.034616 Schwarz criterion -3.533028
Log likelihood 49.18746 Durbin-Watson stat 1.706256
Source : Calculs de l'auteur sur l'Eviews 5
d. Variable stationnaire
Null Hypothesis: DDLPIB has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.801331 0.0087
Test critical values: 1% level -3.737853
5% level -2.991878
10% level -2.635542
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(DDLPIB)
Method: Least Squares
Date: 01/21/11 Time: 16:37
Sample (adjusted): 1984 2007
Included observations: 24 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
DDLPIB(-1) -1.126877 0.296443 -3.801331 0.0010
D(DDLPIB(-1)) 0.175725 0.212249 0.827916 0.4170
C 0.002123 0.008483 0.250234 0.8048
R-squared 0.496239 Mean dependent var -0.000313
Adjusted R-squared 0.448261 S.D. dependent var 0.055814
S.E. of regression 0.041458 Akaike info criterion -3.411786
Sum squared resid 0.036095 Schwarz criterion -3.264529
Log likelihood 43.94143 F-statistic 10.34320
Durbin-Watson stat 1.979709 Prob(F-statistic) 0.000747
Source : Calculs de l'auteur sur l'Eviews 5
II.2. Test de racine Unitaire sur les Recettes
Publiques
a. Avec trend et intercept
Null Hypothesis: LREC has a unit root Exogenous: Constant, Linear
Trend Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.679108 0.9642
Test critical values: 1% level -4.356068
5% level -3.595026
10% level -3.233456
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LREC)
Method: Least Squares
Date: 01/21/11 Time: 16:38
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LREC(-1) -0.103006 0.151678 -0.679108 0.5042
D(LREC(-1)) -0.150194 0.229046 -0.655739 0.5188
C 0.455558 1.042010 0.437192 0.6662
@TREND(1980) 0.014415 0.011140 1.293984 0.2091
R-squared 0.146791 Mean dependent var 0.011948
Adjusted R-squared 0.030444 S.D. dependent var 0.376256
S.E. of regression 0.370484 Akaike info criterion 0.992626
Sum squared resid 3.019687 Schwarz criterion 1.186179
Log likelihood -8.904140 F-statistic 1.261669
Durbin-Watson stat 1.996322 Prob(F-statistic) 0.311875
Source : Calculs de l'auteur sur l'Eviews 5
b. Avec intercept
Null Hypothesis: LREC has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.315206 0.6069
Test critical values: 1% level -3.711457
5% level -2.981038
10% level -2.629906
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LREC)
Method: Least Squares
Date: 01/21/11 Time: 16:44
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LREC(-1) -0.184242 0.140086 -1.315206 0.2014
D(LREC(-1)) -0.024733 0.210532 -0.117478 0.9075
C 1.180127 0.891561 1.323663 0.1986
R-squared 0.081854 Mean dependent var 0.011948
Adjusted R-squared 0.002016 S.D. dependent var 0.376256
S.E. of regression 0.375876 Akaike info criterion 0.989055
Sum squared resid 3.249512 Schwarz criterion 1.134220
Log likelihood -9.857710 F-statistic 1.025245
Durbin-Watson stat 1.954700 Prob(F-statistic) 0.374527
Source : Calculs de l'auteur sur l'Eviews 5
c. Sans trend ni intercept
Null Hypothesis: LREC has a unit root Exogenous: None
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.046737 0.6888
Test critical values: 1% level -2.656915
5% level -1.954414
10% level -1.609329
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LREC)
Method: Least Squares
Date: 01/21/11 Time: 16:45
Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LREC(-1) 0.000550 0.011763 0.046737 0.9631
D(LREC(-1)) -0.113477 0.202675 -0.559898 0.5807
R-squared 0.011912 Mean dependent var 0.011948
Adjusted R-squared -0.029258 S.D. dependent var 0.376256
S.E. of regression 0.381720 Akaike info criterion 0.985547
Sum squared resid 3.497052 Schwarz criterion 1.082324
Log likelihood -10.81211 Durbin-Watson stat 1.983467
Source : Calculs de l'auteur sur l'Eviews 5
d. Variable Stationnaire
Null Hypothesis: DLREC has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.348285 0.0232
Test critical values: 1% level -3.724070
5% level -2.986225
10% level -2.632604
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(DLREC)
Method: Least Squares
Date: 01/21/11 Time: 16:46
Sample (adjusted): 1983 2007
Included observations: 25 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
DLREC(-1) -1.074121 0.320797 -3.348285 0.0029
D(DLREC(-1)) -0.036989 0.213824 -0.172990 0.8642
C 0.013677 0.079657 0.171699 0.8652
R-squared 0.556033 Mean dependent var 0.008104
Adjusted R-squared 0.515672 S.D. dependent var 0.572074
S.E. of regression 0.398127 Akaike info criterion 1.108077
Sum squared resid 3.487120 Schwarz criterion 1.254342
Log likelihood -10.85097 F-statistic 13.77661
Durbin-Watson stat 1.988791 Prob(F-statistic) 0.000132
Source : Calculs de l'auteur sur l'Eviews 5
II.3. Test de Racine Unitaire sur les Dépenses
Publiques a. Avec Trend et Intercept
Null Hypothesis: LDEP has a unit root Exogenous: Constant, Linear
Trend Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.881075 0.1841
Test critical values: 1% level -4.356068
5% level -3.595026
10% level -3.233456
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LDEP) Method: Least Squares
Date: 01/21/11 Time: 16:47 Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LDEP(-1)
|
-0.502401
|
0.174380 -2.881075
|
0.0087
|
|
D(LDEP(-1))
|
0.458569
|
0.204465 2.242771
|
0.0353
|
|
C
|
3.496442
|
1.272725 2.747209
|
0.0118
|
|
@TREND(1980)
|
-0.008445
|
0.012873 -0.655998
|
0.5186
|
|
R-squared
|
0.315769
|
Mean dependent var
|
0.000810
|
|
Adjusted R-squared
|
0.222465
|
S.D. dependent var
|
0.485921
|
|
S.E. of regression
|
0.428475
|
Akaike info criterion
|
1.283471
|
|
Sum squared resid
|
4.039004
|
Schwarz criterion
|
1.477024
|
|
Log likelihood
|
-12.68512
|
F-statistic
|
3.384296
|
|
Durbin-Watson stat
|
1.979143
|
Prob(F-statistic)
|
0.036266
|
Source : Calculs de l'auteur sur l'Eviews 5
b. Avec intercept
Null Hypothesis: LDEP has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.957133 0.0525
Test critical values: 1% level -3.711457
5% level -2.981038
10% level -2.629906
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LDEP) Method: Least Squares
Date: 01/21/11 Time: 16:49 Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LDEP(-1) -0.448023 0.151506 -2.957133 0.0071
D(LDEP(-1)) 0.412466 0.189615 2.175283 0.0401
C 3.008908 1.020320 2.948986 0.0072
R-squared 0.302385 Mean dependent var 0.000810
Adjusted R-squared 0.241723 S.D. dependent var 0.485921
S.E. of regression 0.423136 Akaike info criterion 1.225920
Sum squared resid 4.118010 Schwarz criterion 1.371085
Log likelihood -12.93696 F-statistic 4.984740
Durbin-Watson stat 1.957353 Prob(F-statistic) 0.015907
Source : Calculs de l'auteur sur l'Eviews 5
c. Sans trend ni intercept
Null Hypothesis: LDEP has a unit root Exogenous: None
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.191693 0.6075
Test critical values: 1% level -2.656915
5% level -1.954414
10% level -1.609329
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LDEP) Method: Least Squares
Date: 01/21/11 Time: 16:49 Sample (adjusted): 1982 2007
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LDEP(-1) -0.002715 0.014161 -0.191693 0.8496
D(LDEP(-1)) 0.194061 0.200598 0.967412 0.3430
R-squared 0.038610 Mean dependent var 0.000810
Adjusted R-squared -0.001448 S.D. dependent var 0.485921
S.E. of regression 0.486273 Akaike info criterion 1.469709
Sum squared resid 5.675068 Schwarz criterion 1.566486
Log likelihood -17.10622 Durbin-Watson stat 1.879373
Source : Calculs de l'auteur sur l'Eviews 5
d. Variable Stationnaire
Null Hypothesis: DLDEP has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.055122 0.0046
Test critical values: 1% level -3.724070
5% level -2.986225
10% level -2.632604
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(DLDEP)
Method: Least Squares
Date: 01/21/11 Time: 16:50
Sample (adjusted): 1983 2007
Included observations: 25 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
DLDEP(-1) -1.051767 0.259368 -4.055122 0.0005
D(DLDEP(-1)) 0.301444 0.203918 1.478261 0.1535
C -0.005440 0.096893 -0.056140 0.9557
R-squared 0.457000 Mean dependent var 0.001882
Adjusted R-squared 0.407637 S.D. dependent var 0.629275
S.E. of regression 0.484323 Akaike info criterion 1.500036
Sum squared resid 5.160507 Schwarz criterion 1.646301
Log likelihood -15.75045 F-statistic 9.257843
Durbin-Watson stat 2.019917 Prob(F-statistic) 0.001210
Source : Calculs de l'auteur sur l'Eviews 5
III.1. Test de stabilité des paramètres
III.1. Test de racine autorégressif
Inverse Roots of AR Characteristic Polynomial
|
1.5 1.0 0.5 0.0 -0.5 -1.0 -1.5
|
|
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
III.1.2. Test de CUSUM
84 86 88 90 92 94 96 98 00 02 04 06
CUSUM 5% Significance
III.1.3. Test de CUSUM of squar
84 86 88 90 92 94 96 98 00 02 04 06
CUSUM of Squares 5% Significance
Source : Calculs de l'auteur sur l'Eviews 5
| 
