The importance of tax system structure for economic growth in OECD countries - Extreme Bounds Analysis Abstract The thesis examines the importance of tax system structures for economic growth in OECD countries. It aims to find out whether a revenue-neutral tax reform can promote economic growth. In other words, its objective is to identify taxes which are most harmful for economic growth and suggest tax policy implications accordingly. The extreme bounds analysis is employed to examine the robustness of relationship between particular taxes and the growth rate. This method consists in running a number of regressions and observing how the coefficients respond to various model alterations. The results suggest that taxes levied on personal income have a robust negative impact on economic growth. On the other hand, consumption and property taxes appear to be non-significant predictors of economic growth. The policy implication is drawn that a revenue-neutral tax reform shifting the tax burden from personal income towards consumption and property is likely to boost the economy. JEL classification: H21, H24, H27, O11, O47 Key words: tax system structure, economic growth, extreme bounds analysis, tax reform

The central issue of this thesis is investigating the eventuality of systemic break- downs in the international financial system through examining systemic depen- dence between bank and insurance sectors. Standard models of systemic risk often use correlation of stock returns to evaluate the magnitude of intercon- nectedness between financial institutions. One of the main drawbacks of this approach is that it is oriented towards observations occurring along the central part of the distribution and it does not capture the dependence structure of outlying observations. To account for that, we use methodology which builds on the Extreme Value Theory and is solely focused on capturing dependence in extremes. The analysis is performed using the data on stock prices of the EU largest banks and insurance companies. We study dependencies in the pre- crisis and post-crisis period. The objective is to discover which sector poses a higher systemic threat to the international financial stability. Also, we try to find empirical evidence about an increase in interconnections in recent post- crisis years. We find that in both examined periods systemic dependence in the banking sector is higher than in the insurance sector. Our results also in- dicate that extremal interconnections in the respective sectors increased,...

Gävle kommun har planer på att exploatera Gävle stad söderut. Planerna finns enligt översiktsplanen Gävle Stad 2025 för bland annat områdena Järvsta och Ersbo. Dessa områden avvattnas mot Järvstabäcken. Detta examensarbete är en utredning av Järvstabäckens avrinningsområde med hänsyn till avrinningsområdets beskaffenhet, klimatförändringar och planerad exploatering. Utifrån dessa faktorer analyseras riskpunkter för översvämning inom avrinningsområdet. Utredningen av avrinningsområdet har genomförts via fältbesök, litteraturstudier och modellering i MIKE FLOOD.   Problematiken kring avrinningsområdet ligger i att Järvstabäcken redan är högt belastad. Med utökade exploateringsområden för bostäder och handelsområden i Hemlingby och Järvsta förväntas Järvstabäcken belastas ytterligare. Ersbo industriområde förväntas även påverka dagvattenflödena då mer andel hårdgjorda ytor tas i anspråk vid utökat handelsområde i kombination med planerad snötipp på industriområdet. Snötippen förväntas påverka flödet under smältperioden.   Riskpunkter för översvämningar återfinns i lågpunkter och passager under E4, Södra Kungsvägen, Upplandsleden och Bomhusvägen. I dessa punkter bör fördröjning av dagvattnet anläggas för att öka kontrollen över flödena och minska risken och kostnaderna för återställande av byggnader och infrastruktur vid översvämning. Riskpunkter i anslutning till befintlig bebyggelse och planerade bostadsområden bör prioriteras för utredning. / Gävle municipality's plans to exploit the city to the south are under the general plan for the areas Järvsta and Ersbo, these areas are dewatered to Järvsta stream. This thesis is an investigation of the Järvsta stream regarding flood risk areas within the basin with consideration to the planned development areas. Investigation of the catchment area has been carried out through field visits, literature studies and modeling with MIKE FLOOD. The problem with Järvsta stream is that it is already heavily loaded. With increased development areas for housing and commercial areas in Hemlingby and Järvsta expected Järvsta stream to be even more loaded in case of extreme rainfall. Ersbo industrial area is also expected to affect surface water flows, hence higher proportion paved surface in combination with the planned landfill for snow in the industrial area expect to impact the flow frequencies. The landfill for snow in Ersbo affects the flow frequencies during the melt period. Risk Points of flooding is found in low points and passages under E4, Södra Kungsvägen, Upplandsleden and Bomhusvägen. These points should delay stormwater to increase control over flows and reduce the risk of flooding and cost of restoration of the buildings and infrastructure. Risk points adjacent to the existing residential areas and planned residential areas should be prioritized for investigation.

Ces dernières décennies, nous avons assisté à l'émergence du concept de copule en modélisation statistique. Les copules permettent de faire une analyse séparée des marges et de la structure de dépendance induite par une distribution statistique. Cette séparation facilite l'incorporation de lois non gaussiennes, et en particulier la prise en compte des dépendances non linéaires entre les variables aléatoires. La finance et l'hydrologie sont deux exemples de sciences où les copules sont très utilisées. Cependant, bien qu'il existe beaucoup de familles de copules bivariées, le choix reste limité en plus grande dimension: la construction de copules multivariées/en grande dimension reste un problème ouvert aujourd'hui. Cette thèse présente trois contributions à la modélisation et à l'inférence de copules en grande dimension. Le premier modèle proposé s'écrit comme un produit de copules bivariées, où chaque copule bivariée se combine aux autres via un graphe en arbre. Elle permet de prendre en compte les différents degrés de dépendance entre les différentes paires. La seconde copule est un modèle à facteurs basé sur une classe nonparamétrique de copules bivariées. Elle permet d'obtenir un bon équilibre entre flexibilité et facilité d'utilisation. Cette thèse traite également de l'inférence paramétrique de copules dans le cas général, en établissant les propriétés asymptotiques d'un estimateur des moindres carrés pondérés basé sur les coefficients de dépendance. Les modèles et méthodes proposés sont appliqués sur des données hydrologiques (pluies et débits de rivières). / In the last decades, copulas have been more and more used in statistical modeling. Their popularity owes much to the fact that they allow to separate the analysis of the margins from the analysis of the dependence structure induced by the underlying distribution. This renders easier the modeling of non Gaussian distributions, and, in particular, it allows to take into account non linear dependencies between random variables. Finance and hydrology are two examples of scientific fields where the use of copulas is nowadays standard. However, while many bivariate families exist in the literature, multivariate/high dimensional copulas are much more difficult to construct. This thesis presents three contributions to copula modeling and inference, with an emphasis on high dimensional problems. The first model writes as a product of bivariate copulas and is underlain by a tree structure where each edge represents a bivariate copula. Hence, we are able to model different pairs with different dependence properties. The second one is a factor model built on a nonparametric class of bivariate copulas. It exhibits a good balance between tractability and flexibility. This thesis also deals with the parametric inference of copula models in general. Indeed, the asymptotic properties of a weighted least-squares estimator based on dependence coefficients are established. The models and methods have been applied to hydrological data (flow rates and rain falls).

[pt] A partir da década de 90, a metodologia de Valor em Risco (VaR) se difundiu pelo mundo, tanto em instituições financeiras quanto em não financeiras, como uma boa prática de mensuração de riscos. Um dos fatos estilizados mais pronunciados acerca das distribuições de retornos financeiros diz respeito à presença de caudas pesadas. Isso torna os modelos paramétricos tradicionais de cálculo de Valor em Risco (VaR) inadequados para a estimação de VaR de baixas probabilidades, dado que estes se baseiam na hipótese de normalidade para as distribuições dos retornos. Sendo assim, o objetivo do presente trabalho é investigar o desempenho de modelos baseados na Teoria dos Valores Extremos para o cálculo do VaR. Os resultados indicam que os modelos baseados na Teoria dos Valores Extremos são adequados para a modelagem das caudas, e consequentemente para a estimação de Valor em Risco quando os níveis de probabilidade de interesse são baixos. / [en] Since the 90 decade, the use of Value at Risk (VaR) methodology has been disseminated among both financial and non-financial institutions around the world, as a good practice in terms of risks management. The existence of fat tails is one of the striking stylized facts of financial returns distributions. This fact makes the use of traditional parametric models for Value at Risk (VaR) estimation unsuitable for the estimation of low probability events. This is because traditional models are based on the conditional normality assumption for financial returns distributions. The main purpose of this dissertation is to investigate the performance of VaR models based on Extreme Value Theory. The results indicates that Extreme Value Theory based models are suitable for low probability VaR estimation.

This thesis assesses the use of the measured motions of a semisubmersible oil platform as a basis for estimating on-site wave spectra. The inference method followed is based on the wave buoy analogy, which aims at solving the linear inverse problem: estimate the sea state, given the measured motions and the transfer function of the platform. Directional wave inference obtained from the records of vessels motions is a technique that has seen its application grow signicantly over the last years. As a matter of fact, its applications in ships with forward speed and ship-shaped moored platforms (such as FPSOs) have provided good results. However, little research has been done regarding the use of semisubmersible platforms as wave sensors. This is due to the fact that these platforms are designed to present no signicant responses when excited by waves. Notwithstanding this, the semisubmersible platforms are characterized by measurable small motions. Moreover, if compared with ship-shaped motion-based wave sensors, the responses of the semisubmersibles are in better agreement with the response characteristics estimations obtained by means of linear hydrodynamic models. In addition, the eminently linear characteristics of the responses often lasts even for severe wave conditions. This feature results in that the semisubmersible platforms stand as a promising wave sensor even for extreme sea states, conditions in which other types of sensors (i.e. buoys, radars) may face diculties. Throughout the text, the main results of this work are presented and discussed. These results are mainly based on a dedicated experimental campaign, carried out with a scaled model of the Asgar-B platform, which is a semisubmersible platform located in the Asgard eld oshore Norway. Regarding the sea states tested during the experiential campaign, they were estimated by means of a motion-based Bayesian inference method, which has been developed for more than then years at the EPUSP. In order to allow the adoption of the semisubmersible platforms as a motion based wave sensors, this thesis provides two signicant improvements of the method: rst, a method to obtain an estimation of the linearized equivalent external viscous damping is provided. This analytical methodology allows to reduce the uncertainty of the transfer function of the platform close to the resonances of the motions and, as a consequence, it increases the accuracy of the inference approach. The second relevant contribution is the development of an alternative prior distribution, which is adopted to introduce the prior beliefs regarding the sea state in the Bayesian inference approach. It is shown that although some aspects of this novel approach require further evaluation in future work, the prior distribution developed has potential to improve the accuracy of wave estimates, and, at the same time, it signi cantly simplies the calibration procedures followed by other state-of-the-art Bayesian wave inference methods. Summing up, the inference approach proposed in this work provides the bases to use each semisubmersible oil platform, which stand as the most common type of oil platforms operated oshore Brasil, as a motion based wave sensor, thus contributing to the possible broadening of the Brazilian oceanographic measurement network. / A presente tese investiga a adoção de plataformas de petróleo semi submersíveis como base para inferência das condições de onda através do monitoramento de seus movimentos. O problema em questão consiste na solução do problema inverso de comportamento em ondas; ou seja, uma vez observados os movimentos da unidade flutuante (e conhecidas suas funções de resposta de movimento), estima-se as condições de ondas que os causaram. Este tipo de método já vem sendo empregado há anos para navios em curso e também para navios convertidos em plataformas de petróleo (os chamados FPSOs) com bons resultados. No entanto, o possível emprego de plataformas semi-submersíveis para o mesmo fim foi muito pouco explorado até o momento. Evidentemente, isso decorre da suposição de que, uma vez que essas estruturas são projetadas com o intuito primeiro de atenuar os movimentos decorrentes das ações de ondas, naturalmente elas não seriam bons sensores para esta finalidade. Os resultados apresentados nesta tese, todavia, contrariam tal suposição. De fato, as semi-submersíveis respondem de forma fraca as ondas, porem esta resposta é mensurável. Não apenas isso, mas, em comparação com os cascos de navios, esta resposta adere melhor às previsões dos modelos hidrodinâmicos lineares a partir dos quais as características da plataforma são estimadas. Ademais, o caráter eminentemente linear da resposta muitas vezes perdura inclusive para condições de ondas severas. Isto, por sua vez, torna as semi-submersíveis promissoras inclusive para a estimação de mares extremos, situação nas quais os outros tipos de sensores (boias, radares) enfrentam dificuldades. Nesta tese, a demonstração destes fatos é sustentada por um extenso conjunto de testes experimentais realizados em tanque de ondas com um modelo em escala reduzida de uma plataforma que hoje opera no Mar do Norte. Para tanto, foi empregado um método de inferência Bayesiana para estimação de ondas em navios que vem sendo desenvolvido na EPUSP há mais de dez anos. Para o estudo das semi-submersíveis o trabalho propõe duas melhorias importantes no método: A primeira consiste em um procedimento analítico para prever o amortecimento hidrodinâmico de origem viscosa dos movimentos observados do casco. Este procedimento permite reduzir as incertezas quanto a função de resposta em condições de ressonância dos movimentos com as ondas e, dessa forma, aumentar a confiabilidade do método. A segunda contribuição relevante é a proposição de uma alternativa para a chamada distribuição a priori originalmente empregada pelo método Bayesiano. Demonstra-se que, embora alguns aspectos desta nova metodologia ainda necessitem de uma avaliação adicional em trabalhos futuros, a nova distribuição tem grande potencial para melhorar a precisão das estimativas de ondas, além de simplificar de maneira significativa os procedimentos atuais de calibração do sistema de inferência. Em suma, o método de inferência aqui proposto abre caminho para tornar cada unidade flutuante de óleo e gás do tipo semi-submersível, um dos sistemas de produção mais frequentes nas costas brasileiras, um eventual ponto de monitoramento de ondas, contribuindo então para a possível ampliação de nossas bases de medição oceanograficas.

Student Number :9900127Y - MSc (Eng) dissertation - Faculty of Engineering and the Built Environment / Arterial pulse wave analysis studies the wave shape of the blood pressure pulse. The pulse wave provides more information than the extreme systolic and dia- stolic pressures, measured with a cuff sphygmomanometer. The aim of the research is to investigate the design issues in a pulse wave analysis system, and to compare these to a commercially available system. The system was compared and validated by measuring the pulse wave at the radial artery (wrist) using the non-invasive technique of arterial tonometry. The design conformed to the IEC-601 safety standard to ensure patient safety. The data was compared against the data from the commercial system and analysis was performed in the time and frequency domain. The performance of the design suggests that, in some respects, the design was comparable to the commer- cial system, however, a number of performance characteristics fell short of the commercial system. Suggestions have been made to address these problems in further research.

Cette thèse sur travaux vise à rassembler et unifier les travaux réalisés sur le sujet des évènements météo-océaniques extrêmes depuis 2009, dans le cadre de mon travail à SOGREAH, devenu depuis ARTELIA. À mesure que progressaient ces travaux, un thème central a progressivement apparu : la notion d'évènement, tel qu'une tempête. Ce concept fournit un cadre robuste et pertinent, en particulier dans le cas des extrêmes multivariés (par exemple, la probabilité d'occurrence conjointe des vagues et des niveaux marins), ainsi qu'une meilleure compréhension de la notion de période de retour, très utilisée dans le domaine de l'ingénierie.Les principaux résultats des travaux réalisés au cours de la décennie écoulée sont les suivants :- mise à jour de la méthodologie de détermination des houles ou vents extrêmes :- développement et justification d'un cadre en deux étapes pour la modélisation sup-seuil des extrêmes univariés (méthode du renouvellement), introduisant la notion d'évènement et la séparation des seuils physique et statistique,- proposition d'outils pratiques pour le choix du seuil statistique,- introduction de la méthode du bootstrap paramétrique pour le calcul des intervalles de confiance,- identification d'un comportement problématique de l'Estimateur du Maximum de Vraisemblance et proposition d'une solution : utilisation de distributions à trois paramètres avec l'estimateur des L-moments,- application du cadre POT (Peaks-Over-Threshold) à la Méthode des Probabilités Jointes (JPM) pour la détermination des niveaux marins extrêmes :- distinction entre les valeurs séquentielles et les pics des évènements à l'aide d'indices extrémaux pour les surcotes et les niveaux marins,- construction d'un modèle mixte pour la distribution des surcotes,- raffinements pour le traitement de la dépendance marée-surcote,- application du cadre POT-JPM pour l'analyse conjointe des hauteurs de vagues et des niveaux marins :- proposition d'une procédure alternative d'échantillonnage,- analyse séparée de la marée et de la surcote dans le but de modéliser la dépendance entre la hauteur de vagues et la surcote ; avec incorporation dans la distribution conjointe de la hauteur de vagues et du niveau marin à l'aide d'une opération de convolution 2D1D,- utilisation de copules des valeurs extrêmes,- présentation améliorée du chi-plot,- introduction d'une nouvelle classification pour les analyses multivariées :- Type A : un phénomène unique décrit par différentes grandeurs physiques qui ne sont pas du même type,- Type B : un phénomène fait de différentes composantes, décrits par des grandeurs physiques du même type d'un composant à l'autre,- Type C : plusieurs phénomènes décrits par des grandeurs physiques qui ne sont pas du même type,- interprétation de la signification des évènements multivariés :- lien avec l'échantillonnage,- lien avec les différentes définitions de la période de retour,- dans le cas bivarié : transformation d'une distribution conjointe de variables descriptives de l'évènement vers la distribution des couples de variables séquentielles,- génération de graphes de srotie alternatifs tels que les contours d'iso-densité pour les couples de variables séquentielles,- un package R dédié, artextreme, pour l'implémentation des méthodes ci-dessus / This PhD on published works aims at unifying the works carried out on the topic of extreme metocean events since 2009, while working for SOGREAH then ARTELIA.As these works went along, a leading theme progressively appeared: the notion of event, such as a storm. This concept provides a sound and relevant framework in particular in the case of multivariate extremes (such as joint probabilities of waves and sea levels), as well as a better understanding of the notion of return period, much used for design in the field of engineering.The main results of the works carried out in the last decade are as follows:- updating of the methodology for determining extreme wave heights or wind speeds:- development and justification of a two-step framework for extreme univariate over-threshold modelling introducing the concept of event and the separation of the physical and statistical thresholds,- proposal of practical tools for choosing the statistical threshold,- introduction of the parametric bootstrap approach for computing confidence intervals,- identification of a problematic issue in the behaviour of the Maximum Likelihood Estimator and proposal of a solution: use of 3-parameter distributions along with the L-moments estimator,- application of the POT framework to the Joint Probability Method for determining extreme sea levels:- distinction between sequential values and event peaks through extremal indexes for surge and sea level,- construction of a mixture model for the surge distribution,- refinements for handling tide-surge dependence,- application of the POT-JPM framework for the joint analysis of wave height and sea level:- proposal of an alternative sampling procedure,- separate analysis of tide and surge in order to model the dependence between wave height and surge to be incorporated in the joint distribution of wave height and sea level thanks to a 2D1D convolution operation,- use of extreme-value copulas,- improved presentation of the chi-plot,- introduction of a new classification for multivariate analyses:- Type A: a single phenomenon described by different physical quantities that are not of the same kind,- Type B: a phenomenon made of different components, described by physical quantities of the same kind between one component and another,- Type C: several phenomena described by physical quantities that are not of the same kind,- interpretation of the meaning of multivariate events:- link with the sampling procedure,- link with the different definitions of the return period,- in the bivariate case: transformation of the joint distribution of event-describing variables into the joint distribution of sequential pairs,- generation of alternative output plots such as contours of density for sequential pairs;- a dedicated R package, artextreme, for implementing the methodologies presented above

La statistique des valeurs extrêmes est une question majeure dans divers contextes scientifiques. Cependant, bien que la description de la statistique d'un extremum global soit certainement une caractéristique importante, celle-ci ne se concentre que sur une seule variable parmi un grand nombre de variables aléatoires. Une question naturelle qui se pose alors est la suivante: ces valeurs extrêmes sont-elles isolées, loin des autres variables ou bien au contraire existe-t-il un grand nombre d'autres variables proches de ces valeurs extrêmes ? Ces questions ont suscité l'étude de la densité d'état de ces événements quasi-extrêmes. Il existe pour cette quantité peu de résultats pour des variables fortement corrélées, qui est pourtant le cas rencontré dans de nombreux modèles fondamentaux. Deux pistes de modèles physiques de variables fortement corrélées pouvant être étudiés analytiquement se démarquent alors: les positions d’une marche aléatoire et les valeurs propres de matrice aléatoire. Cette thèse est ainsi consacrée à l’étude de statistique d’extrêmes pour ces deux modèles de variables fortement corrélées. Dans une première partie, j’étudie le cas où la collection de variables aléatoires est la position au cours du temps d’un mouvement brownien, qui peut être contraint à être périodique, positif... Ce mouvement brownien est vu comme la limite d’un marcheur aléatoire classique après un grand nombre de pas. Il est alors possible d’interprèter ce problème comme celui d’une particule quantique dans un potentiel ce qui permet d’utiliser des méthodes puissantes issues de la mécanique quantique comme l’utilisation de propagateurs et de l’intégrale de chemin. Ces outils permettent de calculer la densité moyenne à partir du maximum pour les différents mouvements browniens contraints et même la distribution complète de cette quantité pour certains cas. Il est également possible de généraliser cette démarche à l’étude de plusieurs marches aléatoires indépendantes ou avec interaction. Cette démarche permet également d’effectuer une étude temporelle, ainsi que de généraliser à l’étude d’autres fonctionnelle du maximum. Dans la seconde partie, j’étudie le cas où la collection de variables aléatoires est composée des valeurs propres d’une matrice aléatoire. Ce travail se concentre sur l’études des matrices des ensembles gaussiens (GOE, GUE et GSE) ainsi qu’à l’étude des matrices de Wishart. L’étude du voisinage de la valeur propre maximale pour ces deux modèles est faite en utilisant une méthode fondée sur les propriétés des polynômes orthogonaux. Dans le cas des matrices gaussiennes unitaires GUE, j’ai obtenu une formule analytique pour la distribution à partir du maximum ainsi qu’une nouvelle expression de la statistique du gap entre les deux plus grandes valeurs propres en termes d’une fonction transcendante de Painlevé. Ces résultats, et plus particulièrement leurs généralisations aux cas GOE, sont alors appliqués à un modèle de verre de spin sphérique en champs moyen. Dans le cas des matrices de Wishart, l’analyse des polynômes orthogonaux dans le régime de double échelle m’a permis de retrouver les différentes statistiques de la valeur propre minimale et également de prouver une conjecture sur la première correction de taille finie pour des grandes matrices de la distribution de la valeur propre minimale dans la limite dite de «hard edge». / Extreme value statistics plays a keyrole in various scientific contexts. Although the description of the statistics of a global extremum is certainly an important feature, it focuses on the fluctuations of a single variable among many others. A natural question that arises is then the following: is this extreme value lonely at the top or, on the contrary, are there many other variables close to it ? A natural and useful quantity to characterize the crowding is the density of states near extremes. For this quantity, there exist very few exact results for strongly correlated variables, which is however the case encountered in many situations. Two physical models of strongly correlated variables have attracted much attention because they can be studied analytically : the positions of a random walker and the eigenvalues of a random matrix. This thesis is devoted to the study of the statistics near the maximum of these two ensembles of strongly correlated variables. In the first part, I study the case where the collection of random variables is the position of a Brownian motion, which may be constrained to be periodic or positive. This Brownian motion is seen as the limit of a classical random walker after a large number of steps. It is then possible to interpret this problem as a quantum particle in a potential which allows us to use powerful methods from quantum mechanics as propagators and path integral. These tools are used to calculate the average density from the maximum for different constrained Brownian motions and the complete distribution of this observable in certain cases. It is also possible to generalize this approach to the study of several random walks, independent or with interaction, as well as to the study of other functional of the maximum. In the second part, I study the case of the eigenvalues of random matrices, belonging to both Gaussian and Wishart ensembles. The study near the maximal eigenvalues for both models is performed using a method based on semi-classical orthogonal polynomials. In the case of Gaussian unitary matrices, I have obtained an analytical formula for the density near the maximum as well as a new expression for the distribution of the gap between the two largest eigenvalues. These results, and in particular their generalizations to different Gaussian ensembles, are then applied to the relaxational dynamics of a mean-field spin glass model. Finally, for the case of Wishart matrices I proposed a new derivation of the distribution of the smallest eigenvalue using orthogonal polynomials. In addition, I proved a conjecture on the first finite size correction of this distribution in the «hard edge» limit.

Cette thèse porte sur les impacts réels et potentiels des partis de droite radicale (PDR) sur l'économie et évalue ces impacts - quantitativement et qualitativement - en considérant la politique économique et les performances économiques de 27 pays européens.Nous commençons par discuter les définitions de pdr (chapitre 1) et leur position sur les questions économiques (chapitre 2). Nous en déduisons une taxonomie des positions de ces partis sur les questions économiques et confirmons l'hétérogénéité entre les PDR sur ces questions. Le chapitre 3 résume la littérature sur les déterminants politiques de l'économie, dont nous tirons nos hypothèses. Le chapitre 4 teste ces hypothèses à l’aide d’économétrie sur des données de panel. Nous montrons que la présence de PDR semble avoir des effets sur l’économie mais différent en europe de l’est et de l’ouest. En europe de l'est, les scores électoraux des PDR, ainsi que leur inclusion dans une coalition au pouvoir sont significativement liés à l'augmentation des importations et de la diminution des exportations. En europe de l’ouest, leur inclusion dans une coalition au pouvoir est lié à l’accroissement de l'écart entre les taux de chômage de la main-d'oeuvre autochtone et étrangère.Afin de comprendre les mécanismes qui sous-tendent nos résultats, le chapitre 5 propose une contribution originale à l'approche néo-réaliste d'amable et palombarini (2005). Nous soutenons que la politique économique est le résultat de la régulation politique des conflits sociaux et illustrons notre point de vue avec l'étude de cas de la ligue du nord italienne. / This PhD Thesis discusses the actual and potential impacts of Radical Right Parties (RRPs) on the economy and assesses these impacts – quantitatively and qualitatively – by considering the economic policy and performances of 27 European countries.We start discussing the different definitions of RRPs (Chapter 1) and their position on economic issues (Chapter 2 We derive an original taxonomy of RRPs’ positions on economic matters confirming the heterogeneity between RRPs. In Chapter 3, we critically review the literature on the political determinants of the economy and identify three conceptualisations of the ‘political’ in neo-classical economics: opportunistic, partisan, and institutional models. Chapter 4 tests our main hypotheses by using a dynamic panel data model. Results show no significant and robust evidence in support of an impact on authoritarian (e.g. security) and populist (e.g. deficits) indicators. We find evidence in support of a nativist impact, different in Eastern and Western European countries. In Eastern Europe, RRPs’ electoral scores, as well as their inclusion in a ruling coalition, are a significant predictor of increased imports and decreased exports. In Western Europe, RRPs’ strength and presence in a ruling coalition are a significant predictor of increasing gap in unemployment rates between native and foreign workforce.In order to understand the mechanisms behind our results, Chapter 5 proposes an original contribution to Amable and Palombarini (2005)’s neo-realist approach. We argue that economic policy is the result of the political regulation of social conflict and illustrate our framework with the case study of the Italian Lega Nord.