Politique monétaire et croissance économique en RDC.

Annexe 1 : Résultats d'estimation du modèle

Dependent Variable: LOG(PIBT) Method: Least Squares Date: 11/18/13 Time: 09:15 Sample: 1981 2010

Included observations: 30

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Variable	Coefficient	Std. Error t-Statistic	Prob.
C	2.84E-09	1.64E-10 17.31587	0.0000
LOG(PIBT-1)	1.000000	1.03E-11 9.69E+10	0.0000
LOG(MASMON)	-1.42E-12	1.37E-12 -1.037137	0.3109
LOG(RESERV)	3.63E-13	2.28E-12 0.158984	0.8751
LOG(CREDOM)	-1.99E-12	1.87E-12 -1.065039	0.2984
LOG(EXPORT)	7.25E-13	3.91E-12 0.185471	0.8546
LOG(TAUDINTER)	4.43E-12	2.32E-12 1.909173	0.0694
LOG(INVPRIV)	-5.50E-12	2.96E-12 -1.854203	0.0772
R-squared	1.000000	Mean dependent var	22.77860
Adjusted R-squared	1.000000	S.D. dependent var	0.322706
S.E. of regression	7.03E-12	Akaike info criterion	-48.30043
Sum squared resid	1.09E-21	Schwarz criterion	-47.92677
Log likelihood	732.5064	F-statistic	8.73E+21
Durbin-Watson stat	0.891198	Prob(F-statistic)	0.000000

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Annexe 2 Test de normalité des erreurs

^{Series: Residuals}

^{Sample 1981 2010}

^{Observations 30}

^{Mean 1.30E-14}

^{Median -2.50E-12}

^{Maximum 1.68E-11}

^{Minimum -8.21E-12}

^{Std. Dev. 6.12E-12}

^{Skewness 0.919379}

^{Kurtosis 3.057589}

^{Jarque-Bera 4.230436}

^Probability 0.120607

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^{-10E-11 -81E-28 10E-11}

Annexe 3 : Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.706831 Probability 0.181977

Obs*R-squared 13.30098 Probability 0.065106

Test Equation:

Dependent Variable: RESID Method: Least Squares

Std. Error t-Statistic Prob.

1.82E-10 0.729937 0.4767

1.10E-11 -0.866757 0.3997

1.33E-12 -0.371644 0.7154

2.16E-12 -0.703121 0.4927

2.07E-12 1.086670 0.2943

4.28E-12 0.303197 0.7659

2.84E-12 -0.232569 0.8192

3.06E-12 0.883622 0.3908

0.264004 2.987751 0.0092

0.330640 -1.211336 0.2445

0.412063 0.436701 0.6685

0.362177 -0.435232 0.6696

0.347351 -0.418201 0.6817

0.327448 -0.485063 0.6346

0.346184 -0.153287 0.8802

Mean dependent var 1.30E-14

S.D. dependent var 6.12E-12

Akaike info criterion -48.41961

Schwarz criterion -47.71901

F-statistic 0.853406

Prob(F-statistic) 0.614077

Date: 02/07/14 Time: 17:31

Variable	Coefficient
C	1.33E-10
LOG(PIBT-1)	-9.54E-12
LOG(MASMON)	-4.95E-13
LOG(RESERV)	-1.52E-12
LOG(CREDOM)	2.25E-12
LOG(EXPORT)	1.30E-12
LOG(TAUDINTER)	-6.61E-13
LOG(INVPRIV)	2.70E-12
RESID(-1)	0.788780
RESID(-2)	-0.400516
RESID(-3)	0.179948
RESID(-4)	-0.157631
RESID(-5)	-0.145263
RESID(-6)	-0.158833
RESID(-7)	-0.053065
R-squared	0.443366
Adjusted R-squared	-0.076159
S.E. of regression	6.35E-12
Sum squared resid	6.05E-22
Log likelihood	741.2942
Durbin-Watson stat	1.590158

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V

Annexe 4 : Equation à court terme

Dependent Variable: D(LOG(PIBT))

Method: Least Squares

Date: 12/02/15 Time: 09:16

Sample(adjusted): 1982 2010

Included observations: 29 after adjusting endpoints

Variable	Coefficien t	Std. Error t-Statistic	Prob.
C	2.758128	2.625610 1.050471	0.3054
D(LOG(MASMON))	0.013941	0.028807 0.483953	0.6334
D(LOG(RESERV))	-0.051714	0.052362 -0.987614	0.3346
D(LOG(CREDOM))	0.062874	0.041733 1.506592	0.1468
D(LOG(EXPORT))	0.174837	0.129821 1.346758	0.1924
D(LOG(TAUDINTER))	-0.047345	0.049824 -0.950240	0.3528
D(LOG(INVPRIV))	-0.029064	0.073272 -0.396655	0.6956
LOG(PIBT(-1))	-0.121133	0.115450 -1.049224	0.0160
R-squared	0.867607	Mean dependent var	0.001533
Adjusted R-squared	0.856809	S.D. dependent var	0.182290
S.E. of regression	0.167389	Akaike info criterion	-0.508045
Sum squared resid	0.588399	Schwarz criterion	-0.130860
Log likelihood	15.36665	F-statistic	1.743882
Durbin-Watson stat	1.859080	Prob(F-statistic)	0.152799