BIBLIOGRAPHIE
I. OUVRAGES
ALIMONTI, P., La politique budgétaire, analyse du
mode de financement et impact sur la liquidité, Bruxelles, Labor,
1981.
ARME D. et L'HRTY Y., « Transfert sociaux locaux
et retour à l'emploi », Economie et Statistique, PUF,
Paris, 2002.
BENASSY, Q.A., Politiques Economiques, Belin, paris,
2002.
BREMOND J. et GELEDAN A., Dictionnaire des Sciences
Economiques et Sociales, Ed Belin, Paris, 2002.
CHANTEPIER, P., et al., La nouvelle politique
économique, l'Etat face à la mondialisation, PUF, Paris,
1999.
DIMOTRIEVITH, N., Les grands cycles de la conjoncture
économique, la Découverte, Paris, 2001.
FORRY, J.P., Analyse des décisions publiques,
Hachette, Paris, 1997.
GEOUR, J.S., Politiques économiques,
Economica, Paris, 1965.
HANNEQUART, A. et GREFFE, X., Economie des interventions
sociales, Paris, Economica,1986.
JAQUET, P., Comprendre la politique
monétaire, t1, Edition du Seuil, Paris, 1983.
MUKUTUBU B.A., et KODILA T.O., « Loi d'Okun en
République démocratique du Congo : évidences empiriques
», Congo, Avril, 2009.
MOSSE, E., Comprendre la politique économique,
t1, Ed. du Seuil, Paris, 1983.
NENE, J.C., Politique économique
comparée, (coll. Thémis), PUF, Paris, 1997.
O.C.D.E., Efficacité de la politique
budgétaire, financement du déficit et contrôle
monétaire, Paris, 1982.
OMAR AKTOUF, Méthodologie des sciences sociales et
approche qualitative des organisations : une introduction à la
démarche classique et une critique, Dunod, 2002.
SAVAGE, R., Indicateur budgétaire et effets de
boule de neige de la dette publique. Leçon de l'expérience belge
et perspective, Bruxelles, 1984.
SNEESS ENS H., Persistance du chômage,
Répartition des revenus et Qualification, dans Economie et
Statistique, n°287, Paris, 1995.
THYS C.L. et BERCKMANS, Effet du financement du
déficit budgétaire en Belgique. Bulletin de documentation,
Bruxelles, Labor, 1980.
WHYNES, R. et BOWLES, R., La théorie
économique de l'Etat, Bruxelles, Labor, 1986.
II. NOTES DE COURS
KAWATA B., Politique économique, cours
inédit, L2, FSEG, UNIKIS, 2011.
NGUBA, M. ; Principes
d'économétrie, cours inédit, L2 FSEG,
UNIKIS, 2009-2010.
III. WEBOGRAPHIE
http://
www.eco.univ-lyon2.fr/ricco/cours/Test_Normalite.pdf
(consulté le 10/04/2011).
http://
www.gate.cnrs.fr/perso/fournier/.../2_Autocorrelation.pdf
(consulté le 7/04/2011)
http://
www.opec.fr (consulté le
12/02/2001).
http://www.aft.gouv.fr (consulté le 12/02/2001)
ANNEXES
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Dependent Variable: TCHM
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Method: Least Squares
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Date: 07/05/11 Time: 17:59
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Sample (adjusted): 1991 2009
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Included observations: 9 after adjustments
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Convergence achieved after 5 iterations
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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C
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33.78817
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3.397794
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9.944150
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0.0001
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TCHE
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0.032117
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0.006107
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5.259476
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0.0019
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AR(1)
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0.221775
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0.077688
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2.854677
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0.0290
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R-squared
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0.850435
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Mean dependent var
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50.08889
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Adjusted R-squared
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0.800581
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S.D. dependent var
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4.520355
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S.E. of regression
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2.018628
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Akaike info criterion
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4.503915
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Sum squared resid
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24.44916
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Schwarz criterion
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4.569656
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Log likelihood
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-17.26762
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F-statistic
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17.05822
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Durbin-Watson stat
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2.280017
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Prob(F-statistic)
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0.003346
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Ramsey RESET Test:
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F-statistic
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0.430631
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Probability
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0.540673
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Log likelihood ratio
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0.743557
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Probability
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0.388524
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Test Equation:
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Dependent Variable: TCHM
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Method: Least Squares
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Date: 07/05/11 Time: 18:07
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Sample (adjusted): 1991 2009
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Included observations: 9 after adjustments
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Convergence achieved after 6 iterations
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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C
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26.71139
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4.202995
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6.355324
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0.0014
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TCHE
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-1.95E-05
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0.005930
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-0.003293
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0.9975
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FITTED^2
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0.009254
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0.002212
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4.183316
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0.0086
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AR(1)
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-0.171579
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0.435170
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-0.394280
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0.7096
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R-squared
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0.862295
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Mean dependent var
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50.08889
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Adjusted R-squared
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0.779673
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S.D. dependent var
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4.520355
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S.E. of regression
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2.121812
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Akaike info criterion
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4.643520
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Sum squared resid
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22.51042
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Schwarz criterion
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4.731175
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Log likelihood
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-16.89584
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F-statistic
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10.43653
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Durbin-Watson stat
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2.194868
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Prob(F-statistic)
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0.013610
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Inverted AR Roots
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-.17
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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0.622629
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Probability
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0.581549
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Obs*R-squared
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2.136658
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Probability
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0.343582
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Test Equation:
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Dependent Variable: RESID
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Method: Least Squares
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Date: 07/05/11 Time: 18:05
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Presample missing value lagged residuals set to zero.
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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C
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3.348336
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4.969020
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0.673842
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0.5373
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TCHE
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-0.006810
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0.009405
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-0.724094
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0.5091
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AR(1)
|
-0.025575
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0.090324
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-0.283149
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0.7911
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RESID(-1)
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-0.222176
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0.453107
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-0.490339
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0.6496
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RESID(-2)
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-0.726290
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0.684116
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-1.061647
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0.3482
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R-squared
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0.237406
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Mean dependent var
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-8.23E-12
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Adjusted R-squared
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-0.525187
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S.D. dependent var
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1.748183
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S.E. of regression
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2.158980
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Akaike info criterion
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4.677329
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Sum squared resid
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18.64477
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Schwarz criterion
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4.786899
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Log likelihood
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-16.04798
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F-statistic
|
0.311315
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Durbin-Watson stat
|
1.635396
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Prob(F-statistic)
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0.857676
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White Heteroskedasticity Test:
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F-statistic
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0.374318
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Probability
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0.702758
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Obs*R-squared
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0.998384
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Probability
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0.607021
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Test Equation:
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Dependent Variable: RESID^2
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Method: Least Squares
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Date: 07/05/11 Time: 18:06
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Sample (adjusted): 1991 2009
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Included observations: 9 after adjustments
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Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
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C
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-5.595549
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12.92739
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-0.432844
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0.6803
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TCHE
|
0.035502
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0.049206
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0.721486
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0.4977
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TCHE^2
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-3.45E-05
|
4.36E-05
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-0.791521
|
0.4588
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R-squared
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0.110932
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Mean dependent var
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2.716573
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Adjusted R-squared
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-0.185425
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S.D. dependent var
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3.416994
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S.E. of regression
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3.720327
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Akaike info criterion
|
5.726702
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Sum squared resid
|
83.04500
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Schwarz criterion
|
5.792443
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|
Log likelihood
|
-22.77016
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F-statistic
|
0.374318
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Durbin-Watson stat
|
2.607913
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Prob(F-statistic)
|
0.702758
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| 
