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Bases de données en ligne
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http://www.ers.usda.gov/Data/Macroeconomics Université de Groningen (population, PIB, emploi, etc.) : http://www.ggdc.net National Bureau of Economic Research (données macro-économiques, individuelles, etc.) : http://www.nber.org/data Bases de données diverses : http://eh.net/databases INSEE (le pouvoir d'achat de l'euro et du franc : 1901-2005) : http://www.insee.fr/fr/indicateur/achatfranc.htm Université de Toronto : http://www.chass.utoronto.ca/datalib/other/findints.htm Online-Datenbank HISTAT : http://www.histat.gesis.org |
| A voir sur le web |
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http://www.gesis.org/Datenservice/ZHSF/Historische_Statistik/HISTAT_neu.htm WWW Virtual Library Economic and Business History |
| A lire |
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CONRAD, A. ; MEYER, J. :
"Economic Theory, Statistical Inference and Economic History", Journal
of Economic History, vol. 17, n°4, 1957, pp. 524-544.
CONRAD, A. ; MEYER, J. : "The Economics of Slavery in the Antebellum South", Journal of Political Economy, vol. 66, n°2, 1958, pp. 95-130. FOGEL, R. : "The Reunification of Economic History with Economic Theory", American Economic Review, vol. 55, n°2, 1965, pp. 92-98. FOGEL, R. : Railroads and American Economic Growth : Essays in Econometric History, The Johns Hopkins University Press, Baltimore, 1964. FOGEL, R. : "Historiography and Retrospective Econometrics", History and Theory, vol. 3, n°1, 1970, pp. 245-264. FOGEL, R. : "Economic Growth, Population Theory, and Physiology : The Bearing of Long-Term Processes on the Making of Economic Policy", American Economic Review, vol. 84, n°3, 1994, pp. 369-395. GOLDIN, C. : "Cliometrics and the Nobel", Journal of Economic Perspectives, vol. 9, n°2, 1995, pp. 191-208. GOLDIN, C. : "Exploring the ''Present Through the Past'' : Career and Family Across the Last Century", American Economic Review, vol. 87, n°2, 1997, pp. 396-399. GRANTHAM, G. : "The French Cliometric Revolution : A Survey of Cliometric Contributions to French Economic History", European Review of Economic History, vol. 1, n°3, 1997, pp. 353-405. GREIF, A. : "Cliometrics After 40 Years", American Economic Review, vol. 87, n°2, 1997, pp. 400-403. HECKMAN, J. : "The Value of Quantitative Evidence on the Effect of the Past on the Present", American Economic Review, vol. 87, n°2, 1997, pp. 404-408. MCCLOSKEY, D. : "Does the Past Have Useful Economics ?", Journal of Economic Literature, vol. 14, n°2, 1976, pp. 434-461. MCCLOSKEY, D. : Econometric History, Macmillan, London, 1987. MEYER, J. : "Notes on Cliometrics' Fortieth", American Economic Review, vol. 87, n°2, 1997, pp. 409-411. NORTH, D. : "Beyond the New Economic History", Journal of Economic History, vol. 34, n°1, 1974, pp. 1-7. NORTH, D. : "The New Economic History After Twenty Years", American Behavioral Scientist, vol. 21, n°2, 1977, pp. 187-200. NORTH, D. : "Economic Performance Through Time", American Economic Review, vol. 84, n°3, 1994, pp. 359-368. NORTH, D. : "Cliometrics 40 Years Later", American Economic Review, vol. 87, n°2, 1997, pp. 412-414. PARKER, W. : "From Old to New to Old in Economic History", Journal of Economic History, vol. 31, n°1, 1971, pp. 3-14. TEMIN, P. (édit.) : New Economic History, Penguin Books Ltd, Harmondsworth, 1973. TILLY, R. : "German Economic History and Cliometrics : A Selective Survey of Recent Tendencies", European Review of Economic History, vol. 5, n°2, 2001, pp. 151-187. WHAPLES, R. : "A Quantitative History of the Journal of Economic History and the Cliometric Revolution", Journal of Economic History, vol. 51, n°2, 1991, pp. 289-301. WILLIAMSON, J. : Late Nineteenth-Century American Development : A General Equilibrium History, Cambridge University Press, London, 1974. WRIGHT, G. : "Econometric Studies of History", in : INTRILIGATOR, M. (édit.) : Frontiers of Quantitative Economics, North-Holland, Amsterdam, 1971, pp. 412-459. |
| Lectures Econométriques |
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BEVERIDGE, S. ; NELSON, C. : "A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business Cycle", Journal of Monetary Economics, 7, 1981, pp. 151-174. BOX, G. ; JENKINS, G. : Time Series Analysis. Forecasting and Control, Holden Day, San Francisco, 1976. DICKEY, D. ; FULLER, W. : "Distribution of the Estimators for Autoregressive Time Series with a Unit Root", Journal of the American Statistical Association, 74, 1979, pp. 427-431. DICKEY, D. ; FULLER, W. : "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root", Econometrica, 49, 1981, pp. 1057-1072. ELLIOTT, G. ; ROTHENBERG, T.J. & STOCK, J.H. : "Efficient Tests for an Autoregressive Unit Root", Econometrica, 64, 1996, pp. 813-836. ENGLE, R. ; GRANGER, C. (édit.) : Long-Run Economic Relationships. Readings in Cointegration, Oxford University Press, Oxford, 1991. GRANGER, C. : "Investigation Causal Relations by Econometric Models and Cross-Spectral Methods", Econometrica, 37, 1969, pp. 424-438. GRANGER, C. ; NEWBOLD, P. : "Spurious Regressions in Econometrics", Journal of Econometrics, 2, 1974, pp. 111-120. HAMILTON, J. : Time Series Analysis, Princeton University Press, New Jersey, 1994. HARVEY, A. : Forecasting. Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge, 1989. HODRICK, R. ; PRESCOTT, E. : "Post-War U.S. Business Cycles: An Empirical Investigation", Journal of Money, Credit and Banking, 29, 1997, pp. 1-16. KWIATKOWSKI, D. ; PHILLIPS, P. ; SCHMIDT, P. & SHIN, Y. : "Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root: How Sure are we that Economic Time Series have a Unit Root?", Journal of Econometrics, 54, 1992, pp. 159-178. METZ, R. : Trend, Zyklus und Zufall. Bestimmungsgründe und Verlaufsformen langfristiger Wachstumsschwankungen, Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte: Beihefte Nr. 165, Franz Steiner Verlag, Stuttgart, 2002. NELSON, C. ; PLOSSER, C. : "Trend and Random Walks in Macroeconomic Time Series", Journal of Monetary Economics, 10, 1982, pp. 139-162. NG, S. ; PERRON, P. : "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power", Econometrica, 69, 2001, pp. 1519-1554. PERRON, P. : "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis", Econometrica, 57, 1989, S. 1361-1401 |