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Agriculture et croissance économique dans les pays de l'UEMOA ( Union économique et monétaire ouest-africaine )

( Télécharger le fichier original )
par Anata KOSSI
Université de Lomé Togo - Master en économie du développement 2012
  

précédent sommaire

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ANNEXES

Annexe 1 : Répartition du PIB (en millions de dollars us) par secteur dans les pays de l'UEMOA de 2000 à 2008

PAYS

COMPOSANT

2000

2001

2002

2003

2004

2005

2006

2007

2008

Bénin

PIB

2359,124

2499,268

2807,652

3557,225

4050,864

4358,007

4705,08

5511,878

6642,999

Agriculture

34,9%

34,5%

33,8%

32,1%

32,3%

32,3%

32,4%

31,4%

32,5%

Industrie

12,9%

13,3%

13,6%

13,7%

13,3%

13,3%

13,0%

13,0%

12,6%

Services

44,6%

44,5%

44,6%

46,1%

45,9%

46,0%

46,3%

47,2%

46,7%

Burkina Faso

PIB

2617,082

2791,542

3238,527

4324,903

5028,985

5426,181

5770,831

6756,541

7949,051

Agriculture

30,9%

36,3%

32,9%

32,9%

31,0%

33,0%

32,0%

29,1%

28,9%

Industrie

20,0%

15,7%

19,7%

20,4%

19,6%

18,5%

18,9%

21,7%

21,9%

Services

43,9%

42,1%

40,5%

39,9%

41,4%

40,8%

41,3%

41,0%

41,3%

Côte
d'Ivoire

PIB

10681,54

10735,45

11493,88

13737,6

15701,38

16353,97

17369,04

19788,98

23406,21

Agriculture

23,8%

24,3%

25,7%

25,5%

22,9%

22,8%

22,9%

23,9%

23,2%

Industrie

26,3%

23,7%

22,9%

21,7%

22,7%

25,9%

25,9%

25,3%

25,7%

Services

45,9%

41,5%

41,0%

42,0%

41,7%

41,4%

41,7%

41,2%

41,5%

Guinée-Bissau

PIB

215,474

198,9887

203,6142

238,9249

269,8847

301,112

307,5377

357,2123

404,4169

Agriculture

57,4%

55,1%

56,4%

56,1%

58,9%

59,3%

57,5%

58,6%

58,4%

Industrie

12,0%

12,5%

12,9%

12,6%

11,7%

11,5%

12,4%

11,9%

11,9%

Services

28,2%

30,7%

29,1%

29,4%

27,8%

27,6%

28,8%

28,1%

28,2%

Mali

PIB

2655,439

3017,629

3189,056

4221,53

4982,27

5486,319

6122,647

7145,363

8599,358

Agriculture

33,5%

35,0%

29,9%

35,3%

34,2%

34,6%

33,2%

32,6%

33,8%

Industrie

19,3%

21,5%

25,4%

20,1%

21,6%

22,2%

22,0%

20,4%

18,3%

Services

39,6%

35,8%

35,7%

35,7%

34,8%

35,6%

35,7%

37,3%

37,6%

Niger

PIB

1666,176

1813,61

2065,358

2639,892

2897,006

3369,007

3646,726

4246,875

5210,073

Agriculture

36,7%

40,9%

41,9%

44,1%

40,2%

42,5%

42,9%

40,8%

43,3%

Industrie

12,5%

12,0%

11,5%

11,5%

11,9%

11,0%

11,3%

13,8%

13,3%

Services

45,6%

41,3%

39,8%

38,7%

41,1%

39,8%

39,4%

39,1%

37,7%

Sénégal

PIB

4679,605

4877,602

5333,862

6859,594

8031,344

8707,815

9358,335

11283,38

13287,5

Agriculture

16,9%

16,3%

13,6%

15,1%

13,7%

14,6%

13,0%

11,8%

13,1%

Industrie

20,5%

21,7%

22,3%

21,4%

21,7%

20,5%

20,1%

20,3%

20,3%

Services

50,8%

50,3%

51,8%

51,3%

52,1%

51,8%

53,4%

54,2%

53,1%

Togo

PIB

1294,136

1332,204

1472,404

1673,507

1935,432

2081,565

2197,207

2540,842

2877,338

Agriculture

34,9%

37,5%

38,0%

35,8%

36,3%

39,8%

37,6%

38,5%

38,6%

Industrie

18,2%

17,1%

18,1%

18,4%

17,2%

17,5%

16,3%

17,4%

17,1%

Services

39,5%

37,7%

36,4%

37,5%

37,8%

35,0%

38,1%

37,1%

36,7%

UEMOA

PIB

26168,57

27266,3

29804,35

37253,18

42897,17

46083,98

49477,41

57631,07

68376,95

Agriculture

33,6%

35,0%

34,0%

34,6%

33,7%

34,9%

33,9%

33,3%

34,0%

Industrie

17,7%

17,2%

18,3%

17,5%

17,5%

17,5%

17,5%

18,0%

17,6%

Services

40,9%

39,6%

38,9%

39,1%

39,1%

38,8%

39,5%

39,5%

39,3%

Source : CNUCED

58

Annexe 2 : Tableau de répartition des principales cultures d'exportation (en milliers de tonnes) par produit dans l'UEMOA

Arachides

 

2000

2001

2002

2003

2004

2005

Moyenne

2000-2005

Pourcentage

Bénin

100,9

121,2

125,4

146,2

164,7

141,0

133,2

10,2%

Burkina-Faso

282,8

169,1

301,1

323,6

368,9

379,9

304,2

23,4%

Mali

158,4

-

174,6

120,8

290,0

212,0

159,3

12,2%

Niger

103,7

113,2

82,0

153,7

196,9

144,2

132,3

10,2%

Sénégal

1014,2

-

943,8

265,4

440,7

572,6

539,5

41,4%

Togo

26,0

33,0

35,7

38,2

36,2

36,5

34,3

2,6%

UEMOA

1686,0

436,5

1662,6

1047,9

1497,4

1486,2

1302,8

100,0%

Café

 

2000

2001

2002

2003

2004

2005

Moyenne

2000-2005

Pourcentage

Côte d'Ivoire

379,10

301,10

182,00

136,60

154,10

154,10

192,15

95,1%

Togo

15,20

16,90

17,80

3,80

5,30

4,80

9,83

4,9%

UEMOA

394,30

318,00

199,80

140,40

159,40

158,90

201,98

100,0%

Cacao

 

2000

2001

2002

2003

2004

2005

Moyenne

2000-2005

Pourcentage

Côte d'Ivoire

1412,40

1212,40

1264,70

1336,40

1406,20

1419,30

1341,90

99,5%

Togo

6,60

10,20

7,50

7,60

4,90

5,40

7,03

0,5%

UEMOA

1419,00

1222,60

1272,20

1344,00

1411,10

1424,70

1348,93

100,0%

Coton

 

2000

2001

2002

2003

2004

2005

Moyenne

2000-2005

Pourcentage

Bénin

362,20

336,60

416,40

337,30

330,00

348,80

355,22

19,8%

Burkina-Faso

270,00

275,80

378,50

409,10

461,10

563,00

392,92

21,9%

Côte d'Ivoire

398,70

287,00

393,00

396,10

300,00

344,00

353,13

19,6%

Mali

459,10

242,80

570,90

439,80

608,70

620,70

490,33

27,3%

Niger

3,30

2,40

2,70

8,30

8,40

10,00

5,85

0,3%

Sénégal

14,60

20,40

35,70

40,10

55,00

50,00

35,97

2,0%

Togo

117,40

168,30

186,60

164,10

175,00

175,00

164,40

9,1%

UEMOA

1625,30

1333,30

1983,80

1794,80

1938,20

2111,50

1797,82

100,0%

Source : compilation de l'auteur (donnée de la BCEAO, 2005)

59

Annexe 3 : Evolution comparée des principales cultures vivrières et des cultures d'exportation par année pour chaque pays

Bénin Burkina-Faso Côte d'Ivoire

Sénégal

Mali Niger

Togo

3500,0

3000,0

2500,0

2000,0

1500,0

1000,0

500,0

0,0

Cultures vivrières Cultures d'exportation

2500,0

2000,0

1500,0

1000,0

500,0

0,0

Cultures vivrières Cultures d'exportation

4000,0

3000,0

2000,0

1000,0

0,0

Cultures vivrières Cultures d'exportation

4000,0

3000,0

2000,0

1000,0

0,0

2000 2001 2002 2003 2004 2005

Cultures vivrières Cultures d'exportation

 
 
 
 

9000,0

4000,0

 

10000,0

8000,0

7000,0

3000,0 2000,0 1000,0 0,0

Cultures vivrières

Cultures d'exportation

8000,0 6000,0 4000,0 2000,0

0,0

2000 2001 2002 2003 2004 2005

Cultures vivrières Cultures d'exportation

6000,0 5000,0 4000,0 3000,0 2000,0 1000,0

0,0

2000 2001 2002 2003 2004 2005

Cultures vivrières Cultures d'exportation

Source : auteur

Annexe 4 : Structure des exportations agricoles dans quelques pays de l'UEMOA

Burkina-Faso (valeur en milliards de F CFA)

 

2002

2003

2004

2005

Valeurs

%

Valeurs

%

Valeurs

%

Valeurs

%

Coton

97,2

50,86

119,9

58,63

163,2

60,04

146,9

54,07

Animaux vivants

34,9

18,26

23,2

11,34

27

9,93

36,3

13,36

Cuirs et peaux

18

9,42

18,6

9,10

22,6

8,31

22,9

8,43

Oléagineux

13,1

6,86

14,7

7,19

19,5

7,17

22,1

8,13

Or non monétaire

4,7

2,46

5,2

2,54

7

2,58

9,5

3,50

Fruits, légumes et céréales

2,5

1,31

1,3

0,64

1,5

0,55

1,7

0,63

Autres

20,7

10,83

21,6

10,56

31

11,41

32,3

11,89

Total

191,1

100,00

204,5

100,00

271,8

100,00

271,7

100,00

Source : Gouvernement du Burkina Faso, septembre 2007

Côte d'Ivoire (valeurs en millions de F CFA)

 

2002

2003

2004

Exportations

Montant

%

Montant

%

Montant

%

Produits agricoles

1 408 449,40

81,36

1 176 158,80

67,15

908 252,80

53,13

Matières premières

74 049,90

4,28

88 504,10

5,05

59 091,30

3,46

Produits manufacturés

410,20

0,02

1 122,90

0,06

783,70

0,05

Autres produits industriels

248 306,00

14,34

485 678,00

27,73

741 322,20

43,37

Total

1 731 215,50

100,00

1 751 463,80

100,00

1 709 450,00

100,00

Source : Compilation de l'auteur

Mali (données en pourcentage)

 

2005

2006

2007

2008

2009

Coton

24,2

17,4

14,9

9,8

8,1

Or non monétaire

61,7

72,7

69,4

69

76,3

Animaux vivants

4,8

3,7

5,1

5,6

5

Autres

9,3

6,2

10,6

15,6

10,6

Total

100,0

100,0

100,0

100,0

100,0

Source : BCEAO, 2007

Niger (données en pourcentage)

 

2005

2006

2007

2008

2009

Uranium

2,10

2,00

2,40

1,70

2,30

Or

0,00

0,00

0,00

0,00

0,00

Produits d'élevage

23,40

30,80

27,10

33,30

46,20

Produits de l'agriculture

59,40

56,10

57,50

56,20

48,00

Autres produits

15,10

11,10

13,00

8,80

3,50

Total

100,00

100,00

100,00

100,00

100,00

Source : INS, 2010

Togo (données en pourcentage)

 

2000

2001

2002

2003

2004

Produits agricoles

43

29

39

33

36

Cacao

3

3

4

3

7

Autres produits alimentaires

17

16

20

13

17

Coton

23

10

15

17

12

Phosphate de calcium

24

20

17

9

11

Fer et acier

4

9

8

7

10

Ciments

13

28

25

28

28

Machines et matériel de transport

5

2

2

13

1

Autres

11

12

9

10

14

Total

100

100

100

100

100

Source : Estimations de l'auteur (à partir du graphique I.1 du document WT/TPR/S/166, p.7)

61

Annexe 5 : Tests de stationnarité

PAYS

VARIA- BLES

Tests en niveau

Tests en différence

Décision

première

Seconde

ADF

PP

ADF

PP

ADF

PP

Burkin a Faso

LK

-1.284054

(-3.540328)

-2.990463

(-3.536601)

-2.837915

(-3.544284)

-6.419107*

(-3.540328)

 
 

LK est I(1)

LPIBAGR

-2.159988

(-3.540328)

-2.355972

(-3.536601)

-5.498985*

(-2.948404)

-8.811114*

(-3.540328)

 
 

LPIBAGR
est I(1)

LPIBIND

-0.380741

(-3.540328)

-0.846625

(-3.536601)

-4.730885*

(-3.544284)

-9.179390*

(-3.540328)

 
 

LPIBIND
est I(1)

LPIBRH

-0.849609

(-3.540328)

-1.212091

(-3.536601)

-6.425600*

(-3.544284)

-7.733439*

(-3.540328)

 
 

LPIBIRH
est I(1)

LPIBSER

-1.759846

(-3.540328)

-1.916384

(-3.536601)

-3.520455

(-3.544284)

-6.409837*

(-3.540328)

 
 

LPIBSER
est I(1)

Bénin

LK

-2.832776

(-3.540328)

-2.364303

(-3.536601)

-1.892815

(-3.544284)

-2.642827

(-3.540328)

-5.318988*

(-3.548490)

-8.905842*

(-3.544284)

LK est I(2)

LPIBAGR

-3.109168

(-3.540328)

-2.970046

(-3.536601)

-4.573956*

(-3.544284)

-6.261691*

(-3.540328)

 
 

LPIBAGR
est I(1)

LPIBIND

-3.048784

(-3.540328)

-3.227246

(-3.536601)

-4.395197*

(-3.544284)

-6.548269*

(-3.540328)

 
 

LPIBIND
est I(1)

LPIBRH

-2.391268

(-3.540328)

-2.889574

(-3.536601)

-4.275241*

(-3.544284)

-7.048780*

(-3.540328)

 
 

LPIBIRH
est I(1)

LPIBSER

-3.688178

(-3.540328)

-3.344535

(-3.536601)

-4.497050*

(-3.544284)

-6.448710*

(-3.540328)

 
 

LPIBSER
est I(1)

Côte d'Ivoire

LK

-3.068268

(-3.540328)

-1.692413

(-3.536601)

-1.656286

(-3.544284)

-1.761754

(-3.540328)

-3.908947*

(-3.548490)

-5.505319*

(-3.544284)

LK est I(2)

LPIBAGR

-1.700301

(-3.540328)

-1.989242

(-3.536601)

-4.048819*

(-3.544284)

-7.312614*

(-3.540328)

 
 

LPIBAGR
est I(1)

LPIBIND

-2.906821

(-3.540328)

-3.012139

(-3.536601)

-4.463401*

(-3.544284)

-5.835232*

(-3.540328)

 
 

LPIBIND
est I(1)

LPIBRH

-2.218645

(-3.540328)

-2.257771

(-3.536601)

-4.479372*

(-3.544284)

-4.711955*

(-3.540328)

 
 

LPIBIRH
est I(1)

LPIBSER

-2.285411

(-3.540328)

-2.220103

(-3.536601)

-6.053770*

(-3.544284)

-6.134443*

(-3.540328)

 
 

LPIBSER
est I(1)

Mali

LK

-1.754410

(-3.540328)

-1.099988

(-3.536601)

-3.400143

(-3.544284)

-5.132386*

(-3.540328)

 
 

LK est I(1)

LPIBAGR

-2.695411

(-3.540328)

-2.865222

(-3.536601)

-5.035903*

(-3.544284)

-6.618637*

(-3.540328)

 
 

LPIBAGR
est I(1)

LPIBIND

-2.397197

(-3.540328)

-3.367316

(-3.536601)

-4.706440*

(-3.544284)

-6.727455*

(-3.540328)

 
 

LPIBIND
est I(1)

LPIBRH

-2.909446

(-3.540328)

-3.089329

(-3.536601)

-6.351792*

(-3.544284)

-7.488876*

(-3.540328)

 
 

LPIBIRH
est I(1)

LPIBSER

-4.209657*

(-3.540328)

-4.510885

(-3.536601)

-6.431963*

(-3.544284)

-7.713445*

(-3.540328)

 
 

LPIBSER
est I(0)

 

LK

-3.561205*

(-3.540328)

-1.812645

(-3.536601)

-2.044825

(-3.544284)

-1.671938

(-3.540328)

 
 

LK est I(0)

LPIBAGR

-3.916918*

(-3.540328)

-3.119212

(-3.536601)

-6.156922*

(-3.544284)

-8.307219*

(-3.540328)

 
 

LPIBAGR
est I(0)

62

Niger

 

LPIBIND

-1.925615

(-3.540328)

-2.232991

(-3.536601)

-3.110896

(-3.544284)

-5.940419*

(-3.540328)

 
 

LPIBIND
est I(1)

LPIBRH

-1.666129

(-3.540328)

-1.473159

(-3.536601)

-4.518884*

(-3.544284)

-6.129250*

(-3.540328)

 
 

LPIBIRH
est I(1)

LPIBSER

-2.752048

(-3.540328)

-2.768026

(-3.536601)

-4.827803*

(-3.544284)

-6.066536*

(-3.540328)

 
 

LPIBSER
est I(1)

 
 

-0.719611

-0.310634

-1.823024

-1.407041

-5.280931*

-7.788633*

 
 

LK

(-3.540328)

(-3.536601)

(-3.544284)

(-4.234972)

(-3.548490)

(-3.544284)

LK est I(2)

 
 

-3.702585*

-5.311755*

-5.944702*

-11.37968*

 
 
 
 

LPIBAGR

(-3.540328)

(-3.536601)

(-3.544284)

(-3.540328)

 
 

LPIBAGR
est I(0)

 
 

-2.909031

-3.730700*

-5.108489*

-8.248725*

 
 
 
 

LPIBIND

(-3.540328)

(-3.536601)

(-3.544284)

(-3.540328)

 
 

LPIBIND
est I(0)

Sénégal

LPIBRH

-1.576950

(-3.540328)

-1.847043

(-3.536601)

-6.723055*

(-3.544284)

-7.847096*

(-3.540328)

 
 

LPIBIRH
est I(1)

 
 

-0.566639

-0.042352

-5.937780*

-7.155972*

 
 
 
 

LPIBSER

(-3.540328)

(-3.536601)

(-3.544284)

(-3.540328)

 
 

LPIBSER
est I(1)

 
 

-3.458039

-2.067812

-2.072018

-2.050301

-3.540190

-4.359007*

 
 

LK

(-3.540328)

(-3.536601)

(-2.948404)

(-3.540328)

(-3.548490)

(-3.544284)

LK est I(2)

 
 

-4.017421*

-3.495937

-4.884797*

-6.141382*

 
 
 
 

LPIBAGR

(-3.540328)

(-3.536601)

(-2.948404)

(-3.540328)

 
 

LPIBAGR
est I(0)

 
 

-4.257027*

-4.079894*

-5.744414*

-8.181287*

 
 
 
 

LPIBIND

(-3.540328)

(-3.536601)

(-2.948404)

(-3.540328)

 
 

LPIBIND
est I(0)

 
 

-3.771934*

-3.161175

-4.344511*

-5.400451*

 
 
 

Togo

LPIBRH

(-3.540328)

(-3.536601)

(-2.948404)

(-3.540328)

 
 

LPIBIRH
est I(0)

 
 

-2.357694

-2.758901

-4.884728*

-7.420765*

 
 
 
 

LPIBSER

(-3.540328)

(-3.536601)

(-2.948404)

(-3.540328)

 
 

LPIBSER
est I(1)

Note : (*) indique le rejet de l'hypothèse nulle à 5%. Les nombres entre parenthèses correspondent aux valeurs critiques à 5%.

63

Annexe 6 : Résultats des tests de cointégration par pays

Burkina-Faso

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.835768 114.2468

60.06141

0.0000

Atmost 1 * 0.479036 49.21362

40.17493

0.0048

Atmost 2 * 0.341056 25.73897

24.27596

0.0325

Atmost 3 0.194977 10.72280

12.32090

0.0913

Atmost 4 0.077779 2.914942

4.129906

0.1038

Trace test indicates 3 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

Bénin

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.718531 124.2036

60.06141

0.0000

Atmost 1 * 0.664345 78.56521

40.17493

0.0000

Atmost 2 * 0.468052 39.26508

24.27596

0.0003

Atmost 3 * 0.346013 16.54151

12.32090

0.0093

Atmost 4 0.034220 1.253488

4.129906

0.3069

Trace test indicates 4 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

64

Côte d'Ivoire

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.613605 75.64729

60.06141

0.0014

Atmost 1 * 0.455861 41.41504

40.17493

0.0373

Atmost 2 0.266511 19.50724

24.27596

0.1777

Atmost 3 0.193322 8.349302

12.32090

0.2108

Atmost 4 0.016949 0.615398

4.129906

0.4938

Trace test indicates 2 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

Mali

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.653380 90.10681

60.06141

0.0000

Atmost 1 * 0.509112 51.96386

40.17493

0.0022

Atmost 2 * 0.291504 26.34843

24.27596

0.0270

Atmost 3 * 0.253276 13.94245

12.32090

0.0265

Atmost 4 0.090837 3.428302

4.129906

0.0760

Trace test indicates 4 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

Niger

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.649552 95.86880

60.06141

0.0000

Atmost 1 * 0.582094 58.12122

40.17493

0.0003

Atmost 2 * 0.361656 26.71130

24.27596

0.0242

Atmost 3 0.231638 10.55167

12.32090

0.0972

Atmost 4 0.029173 1.065862

4.129906

0.3509

Trace test indicates 3 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

Sénégal

65

Sample (adjusted): 1972 2007

 
 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.534845 67.19611

60.06141

0.0111

Atmost 1 0.438774 39.64227

40.17493

0.0565

Atmost 2 0.257606 18.84751

24.27596

0.2076

Atmost 3 0.179840 8.123989

12.32090

0.2272

Atmost 4 0.027038 0.986765

4.129906

0.3718

Trace test indicates 1 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

Togo

66

Sample (adjusted): 1972 2007

 
 

Included observations: 36 afteradjustments

 
 

Trend assumption: No deterministic trend

 
 

Series: LPIBRH LK LPIBAGR LPIBIND LPIBSER

 
 

Lags interval (in first differences): 1 to 1

 
 

Unrestricted Cointegration Rank Test (Trace)

 
 

Hypothesized Trace

0.05

 

No. of CE(s) Eigenvalue Statistic

Critical Value

Prob.**

None * 0.532048 66.36833

60.06141

0.0133

Atmost 1 0.445204 39.03034

40.17493

0.0649

Atmost 2 0.312560 17.82078

24.27596

0.2616

Atmost 3 0.096404 4.328690

12.32090

0.6634

Atmost 4 0.018692 0.679267

4.129906

0.4694

Trace test indicates 1 cointegratingeqn(s) at the 0.05 level

 
 

* denotes rejection of the hypothesis at the 0.05 level

 
 

**MacKinnon-Haug-Michelis (1999) p-values

 
 

67

Annexe 7 : Résultats de l'estimation du MCE pour le modèle 1

 

Bénin

Burkina- Faso

Côte
d'Ivoire

Mali

Niger

Sénégal

Togo

Coefficients de court terme

D(LK)

0.351379

(1.782867)

-0.793465

(-3.929095)

0.194230

(1.211765)

0.596421

(1.457446)

0.156396

(0.571849)

0.385904

(2.458100)

0.219287

(1.183487)

D(LPIBAGR)

0.378875

(11.22557)

0.333509

(5.483945)

0.061807

(1.044430)

0.341759

(6.309388)

0.320267

(6.457426)

0.190325

(15.69700)

0.283786

(5.304805)

D(LPIBIND)

0.085605

-0.020823

0.188561

0.107467

0.147156

0.241008

0.268459

 

(2.648244)

(-0.199271)

(3.449053)

(2.349319)

(2.448801)

(9.328978)

(6.702161)

D(LPIBSER)

0.464814

(8.665079)

0.513386

(5.532204)

0.380643

(3.508460)

0.192521

(2.530132)

0.374958

(6.394521)

0.542995

(16.94858)

0.175846

(4.140815)

Coefficients de long terme

LPIBRH(-1)

-0.338346

(-2.243412)

-0.338346

(-2.243412)

-0.473134

(-3.241470)

-0.132239

(-1.318283)

-0.089185

(-0.843924)

-0.562883

(-3.655985)

-0.319382

(-2.493225)

LK(-1)

-0.016234

(-0.346308)

-0.016234

(-0.346308)

-0.056046

(-1.603143)

-0.006490

(-0.092044)

-0.059199

(-1.336981)

0.066858

(1.736729)

0.013860

(0.461996)

LPIBAGR(-1)

0.136485

0.136485

0.029037

0.058698

-0.010596

0.100070

0.172525

 

(1.972585)

(1.972585)

(0.508812)

(1.201520)

(-0.148394)

(2.904766)

(2.452923)

LPIBIND(-1)

-0.013418

-0.013418

0.079135

0.067998

0.001297

0.129111

0.119736

 

(-0.285899)

(-0.285899)

(1.249402)

(1.456682)

(0.043655)

(3.327816)

(1.706857)

LPIBSER(-1)

0.201658

(2.743660)

0.201658

(2.743660)

0.314985

(2.149960)

-0.004696

(-0.045308)

0.065645

(1.093325)

0.315054

(3.214811)

-0.021436

(-0.457448)

 

0.30555

0.30555

0.886281

0.195209

0.522898

0.212540

0.563883

C

(2.552726)

(2.552726)

(2.246499)

(0.511261)

(0.810032)

(1.498386)

(1.145514)

R2 Ajusté

0.925461

0.925461

0.761956

0.705188

0.848583

0.985918

0.791710

F

50.66350

50.66350

13.80359

10.56798

23.41709

281.0537

16.20404

Prob(F)

0.000000

0.000000

0.000000

0.000001

0.000000

0.000000

0.000000

DW

1.444656

1.444656

1.930555

2.461656

2.295209

1.854654

2.052703

Les nombres entre parenthèses correspondent aux t de student

68

Annexe 8 : Résultats de l'estimation du MCE pour le modèle 2

 

Burkina-
Faso

Bénin

Côte
d'Ivoire

Mali

Niger

Sénégal

Togo

Coefficients de court terme

 

1.372465

-0.492424

-0.845980

-0.773000

-0.887522

-1.204144

-0.568314

D(LK)

(2.837829)

(-1.004941)

(-1.695829)

(-0.815080)

(-1.371418)

(-1.442596)

(-1.220319)

D(LPIBRH)

1.579949

(5.483945)

2.173657

(11.22557)

0.628283

(1.044430)

1.743509

(6.309388)

1.895223

(6.457426)

4.735268

(15.69700)

1.798350

(5.304805)

D(LPIBIND)

0.098473

(0.434149)

-0.194357

(-2.477773)

-0.294429

(-1.461989)

-0.284310

(-2.862711)

-0.486718

(-3.695980)

-1.015298

(-5.680096)

-0.597145

(-5.069349)

D(LPIBSER)

-0.775173

(-3.045489)

-1.119439

(-8.848868)

0.758168

(1.938855)

-0.250559

(-1.354559)

-0.570066

(-2.882036)

-2.616502

(-12.52083)

-0.271732

(-2.151529)

Coefficients de long terme

LPIBAGR(-1)

-0.601078

(-3.834508)

-0.180443

(-1.038017)

-0.470619

(-2.963477)

-0.249420

(-2.431486)

-0.289329

(-1.757708)

-0.548882

(-3.304032)

-0.517851

(-3.072746)

 

0.486188

0.130011

-0.074121

0.140928

-0.046443

-0.284953

-0.072819

LK(-1)

(3.599512)

(1.185003)

(-0.640234)

(0.897851)

(-0.418939)

(-1.462106)

(-0.977240)

LPIBRH(-1)

0.857387

(2.270752)

0.508597

(1.334532)

-0.326974

(-0.600087)

-0.030346

(-0.129864)

0.408927

(1.647098)

2.547346

(3.180738)

0.881234

(2.798390)

LPIBIND(-1)

0.411840

(1.575990)

0.111355

(1.007521)

0.029946

(0.144238)

-0.082299

(-0.759582)

-0.062440

(-0.875892)

-0.481721

(-2.290888)

-0.286275

(-1.612613)

LPIBSER(-1)

-0.965367

(-3.624988)

-0.433764

(-2.399983)

0.708997

(1.456590)

0.261254

(1.142657)

0.015621

(0.104681)

-1.520199

(-3.072381)

0.017018

(0.143770)

 

1.007239

-0.612151

0.845608

0.475364

-0.712109

-0.198807

-1.071911

C

(1.670749)

(-2.061730)

(0.621469)

(0.551641)

(-0.449742)

(-0.270355)

(-0.856130)

R2 Ajusté

0.482993

0.835763

0.337472

0.693870

0.757226

0.962764

0.552260

F

4.736845

21.35501

3.037478

10.06634

13.47621

104.4240

5.933755

Prob(F)

0.000776

0.000000

0.012148

0.000001

0.000000

0.000000

0.000143

DW

1.973759

1.519071

2.401058

2.227830

2.201991

1.887867

1.638255

Les nombres entre parenthèses correspondent aux t de student

Annexe 9 : Tests de spécification sur le MCE

Modèle 1

Bénin

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 3.361666 Prob. F(2,25) 0.0509

Obs*R-squared 7.841650 Prob. Chi-Square(2) 0.0198

Heteroskedasticity Test: ARCH

F-statistic 4.522738 Prob. F(3,30) 0.0099

Obs*R-squared 10.58844 Prob. Chi-Square(3) 0.0142

Test de CUSUM Test de Jarque-Bera

Burkina-Faso

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.859075 Prob. F(2,25) 0.4357

Obs*R-squared 2.379339 Prob. Chi-Square(2) 0.3043

Heteroskedasticity Test: ARCH

F-statistic 0.196611 Prob. F(3,30) 0.8979

Obs*R-squared 0.655588 Prob. Chi-Square(3) 0.8836

Tests de CUSUM Test de Jarque-Bera

69

Côte d'Ivoire

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.300186 Prob. F(2,25) 0.7433

Obs*R-squared 0.867713 Prob. Chi-Square(2) 0.6480

Heteroskedasticity Test: ARCH

F-statistic 0.101778 Prob. F(3,30) 0.9584

Obs*R-squared 0.342559 Prob. Chi-Square(3) 0.9518

Tests de CUSUM Test de Jarque-Bera

Mali

Heteroskedasticity Test: ARCH

 
 
 

F-statistic Obs*R-squared

0.628485

2.010493

Prob. F(3,30)

Prob. Chi-Square(3)

0.6023

0.5702

 
 
 
 

Breusch-Godfrey Serial Correlation LM Test:

 
 

F-statistic Obs*R-squared

1.190254

3.216842

Prob. F(2,25)

Prob. Chi-Square(2)

0.3208

0.2002

Tests de CUSUM Test de Jarque-Bera

70

Niger

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.469177 Prob. F(2,25) 0.6309

Obs*R-squared 1.338523 Prob. Chi-Square(2) 0.5121

Heteroskedasticity Test: ARCH

F-statistic 0.309678 Prob. F(3,30) 0.8182

Obs*R-squared 1.021279 Prob. Chi-Square(3) 0.7961

Tests de CUSUM Test de Jarque-Bera

Sénégal

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.706134 Prob. F(2,25) 0.2020

Obs*R-squared 4.443641 Prob. Chi-Square(2) 0.1084

Heteroskedasticity Test: ARCH

F-statistic 0.613939 Prob. F(3,30) 0.6113

Obs*R-squared 1.966653 Prob. Chi-Square(3) 0.5794

Tests de CUSUM Test de Jarque-Bera

71

Togo

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.124528 Prob. F(2,25) 0.8835

Obs*R-squared 0.364967 Prob. Chi-Square(2) 0.8332

Heteroskedasticity Test: ARCH

F-statistic 0.255271 Prob. F(3,30) 0.8570

Obs*R-squared 0.846319 Prob. Chi-Square(3) 0.8384

Tests de CUSUM Test de Jarque-Bera

Bénin

 

Modèle 2

 
 

Heteroskedasticity Test: ARCH

 
 
 

F-statistic Obs*R-squared

4.612835

10.73278

Prob. F(3,30)

Prob. Chi-Square(3)

0.0091

0.0133

 
 
 
 

Breusch-Godfrey Serial Correlation LM Test:

 
 

F-statistic Obs*R-squared

1.716371

4.467085

Prob. F(2,25)

Prob. Chi-Square(2)

0.2002

0.1071

Tests de CUSUM Test de Jarque-Bera

72

Burkina-Faso

Heteroskedasticity Test: ARCH

F-statistic 0.832781 Prob. F(3,30) 0.4864

Obs*R-squared 2.613784 Prob. Chi-Square(3) 0.4551

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.669567 Prob. F(2,25) 0.5209

Obs*R-squared 1.881152 Prob. Chi-Square(2) 0.3904

Test de CUSUM Test de Jarque-Bera

Côte d'Ivoire

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.921315 Prob. F(2,25) 0.1674

Obs*R-squared 4.929416 Prob. Chi-Square(2) 0.0850

Heteroskedasticity Test: ARCH

F-statistic 0.42376 Prob. F(3,30)

Obs*R-squared 1.382234 Prob. Chi-Square(3)

Test de CUSUM Test de Jarque-Bera

73

Mali

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.454570 Prob. F(2,25) 0.6399

Obs*R-squared 1.298312 Prob. Chi-Square(2) 0.5225

Heteroskedasticity Test: ARCH

F-statistic 0.056307 Prob. F(3,30) 0.9821

Obs*R-squared 0.190372 Prob. Chi-Square(3) 0.9791

Tests de CUSUM Test de Jarque-Bera

Niger

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.369606 Prob. F(2,25) 0.6947

Obs*R-squared 1.062614 Prob. Chi-Square(2) 0.5878

Heteroskedasticity Test: ARCH

F-statistic 0.605901 Prob. F(3,30) 0.6163

Obs*R-squared 1.942376 Prob. Chi-Square(3) 0.5845

Tests de CUSUM Test de Jarque-Bera

74

Sénégal

Breusch-Godfrey Serial Correlation LM Test:

F-statistic Obs*R-squared

2.457419

6.078889

Prob. F(2,25)

Prob. Chi-Square(2)

0.1061

0.0479

Test de Jarque-Bera

 
 
 
 

Heteroskedasticity Test: ARCH

 
 

F-statistic Obs*R-squared

1.031013

3.177807

Prob. F(3,30)

Prob. Chi-Square(3)

0.3929

0.3650

 

Tests de CUSUM

 
 

Togo

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.493098 Prob. F(2,25) 0.2440

Obs*R-squared 3.947991 Prob. Chi-Square(2) 0.1389

Heteroskedasticity Test: ARCH

F-statistic 0.589715 Prob. F(3,30) 0.6265

Obs*R-squared 1.893376 Prob. Chi-Square(3) 0.5948

Tests de CUSUM Test de Jarque Bera

75

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