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L'analyse de la corrélation de l'intermédiation bancaire sur la croissance économique du Rwanda. période 1990-2009. approche économétrique

( Télécharger le fichier original )
par Jean Léon SHUMBUSHO
Université Libre de Kigali (ULK) - Licence en Economie 2010
  

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ANNEXES

Annexe 1 : Les données utilisées dans le modèle économétrique (en miilards de Frw)

Année

PIB réel

M2

Marge d'intermédiation
bancaire

1990

632.7

32

1.25

1991

611.3

34

1.09

1992

651.7

38

0.77

1993

591.2

38

0.95

1994

310.7

32

1.13

1995

411.2

63

0.62

1996

473.5

70

2.06

1997

552.5

90

1.81

1998

598.4

92

3.66

1999

987.0

98

4.33

2000

1070.0

120

4.18

2001

1160.0

131

5.44

2002

1314.0

147

6.28

2003

1342.0

168

9.16

2004

1436.8

185

9.29

2005

1571.4

218

13.34

2006

1716.4

286

16.42

2007

1848.7

375

24.25

2008

2063.5

384

33.29

2009

2187.0

402

24.17

Source : BNR, Département de recherche et analyse économique

Annexe 2 : Tableaux des lags LPIBr

LAG

AKAIKE

SCHWARZ

TR&I

INT

NONE

TR&I

INT

NONE

0

-0.357

-0.124

-0.225

-0.208

-0.025

-0.176

1

-0.247

0.037

-0.066

-0.050

0.186

0.032

2

-0.330

0.231

0.121

-0.085

0.427

0.268

3

-0.807

0.387

0.287

-0.518

0.628

0.480

4

-2.718

-1.352

-0.873

-2.387

-1.069

-0.637

5

-2.562

-1.989

-1.835

-2.197

-1.669

-1.561

6

-2.318

-2.222

-1.921

-1.927

-1.875

-1.617

7

-1.981

-1.956

-1.785

-1.577

-1.593

-1.461

LM2

LAG

AKAIKE

SCHWARZ

TR&I

INT

NONE

TR&I

INT

NONE

0

-1.038

-1.703

-0.673

-0.888

-0.503

-0.623

1

-0.912

-0.509

-0.575

-0.714

-0.361

-0.476

2

-0.918

-0.337

-0.409

-0.672

-0.140

-0.261

3

-0.843

-0.255

-0.293

-0.553

-0.014

-0.101

4

-1.722

-1.177

-0.534

-1.392

-0.893

-0.298

5

-2.172

-1.593

-1.645

-1.807

-1.273

-1.371

6

-2.244

-1.527

-1.431

-1.853

-1.179

-1.127

7

-2.583

-1.680

-1.796

-2.179

-1.316

-1.472

LMi

LAG

AKAIKE

SCHWARZ

TR&I

INT

NONE

TR&I

INT

NONE

0

0.532

1.142

1.131

0.681

1.241

1.181

1

0.375

1.042

1.096

0.573

1.190

1.195

2

0.545

0.987

1.202

0.789

1.183

1.349

3

0.497

1.019

1.293

0.786

1.259

1.487

4

-0.491

1.252

1.409

-0.160

1.534

1.645

5

-0.519

-0.053

1.479

-0.154

0.267

1.754

6

-0.657

0.235

1.574

-0.266

0.583

1.878

7

-1.739

0.264

0.900

-1.335

0.627

1.224

Annexe 3 : La stationnarité à niveau pour le PIB LPIB-MODEL3

ADF Test Statistic -6.025170 1% Critical Value* -4.7315

5% Critical Value -3.7611

10% Critical Value -3.3228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LPIB) Method: Least Squares

Date: 11/30/10 Time: 10:33 Sample(adjusted): 1995 2009 Included observations: 15 after adjusting endpoints

Variable

Coefficient

Std. Error t-Statistic

Prob.

LPIB(-1)

-1.079918

0.179235 -6.025170

0.0003

D(LPIB(-1))

0.271305

0.092476 2.933789

0.0189

D(LPIB(-2))

0.344366

0.081359 4.232682

0.0029

D(LPIB(-3))

0.330339

0.078936 4.184911

0.0031

D(LPIB(-4))

0.405305

0.077625 5.221316

0.0008

C

6.135777

0.970330 6.323389

0.0002

@TREND(1990)

0.110666

0.020982 5.274420

0.0008

R-squared

0.883421

Mean dependent var

0.130097

Adjusted R-squared

0.795987

S.D. dependent var

0.118207

S.E. of regression

0.053392

Akaike info criterion

-2.717603

Sum squared resid

0.022805

Schwarz criterion

-2.387180

Log likelihood

27.38202

F-statistic

10.10383

Durbin-Watson stat

2.430372

Prob(F-statistic)

0.002279

Annexe 4 : La stationnarité à niveau pour la marge d'intermédiation bancaire LMi-MODEL3

ADF Test Statistic -4.023158 1% Critical Value* -4.5348

5% Critical Value -3.6746

10% Critical Value -3.2762

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LMI)

Method: Least Squares

Date: 12/06/10 Time: 10:42

Sample(adjusted): 1991 2009

Included observations: 19 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LMI(-1)

-0.816521

0.202955

-4.023158

0.0010

C

-0.557454

0.207347

-2.688504

0.0161

@TREND(1990)

0.179731

0.043965

4.088043

0.0009

R-squared

0.512729

Mean dependent var

 

0.156007

Adjusted R-squared

0.451820

S.D. dependent var

 

0.396771

S.E. of regression

0.293766

Akaike info criterion

 

0.531875

Sum squared resid

1.380778

Schwarz criterion

 

0.680997

Log likelihood

-2.052809

F-statistic

 

8.417957

Durbin-Watson stat

2.401697

Prob(F-statistic)

 

0.003178

Annexe 5 : La stationnarité de variable M2 en première différence LM2-MODEL 3

ADF Test Statistic -5.052866 1% Critical Value* -4.5743

5% Critical Value -3.6920

10% Critical Value -3.2856

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LM2,2)

Method: Least Squares

Date: 11/30/10 Time: 10:51

Sample(adjusted): 1992 2009

Included observations: 18 after adjusting endpoints

Variable

Coefficient

Std. Error t-Statistic

Prob.

D(LM2(-1))

-1.268381

0.251022 -5.052866

0.0001

C

0.159468

0.095782 1.664908

0.1167

@TREND(1990)

0.001462

0.007952 0.183859

0.8566

R-squared

0.631467

Mean dependent var

-0.000519

Adjusted R-squared

0.582329

S.D. dependent var

0.268974

S.E. of regression

0.173831

Akaike info criterion

-0.510456

Sum squared resid

0.453257

Schwarz criterion

-0.362061

Log likelihood

7.594108

F-statistic

12.85095

Durbin-Watson stat

2.041374

Prob(F-statistic)

0.000560

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