Advanced Search
MyIDEAS: Login

Un essai d'estimation de la production potentielle au Liban

Contents:

Author Info

  • Charbel Macdissi
  • Jean-François Verne
Registered author(s):

    Abstract

    Cet article propose une estimation de la production potentielle et un modèle d’écart de production au Liban en utilisant plusieurs méthodes statistiques comme la méthode de la tendance linéaire, le filtre d’Hodrick-Prescott et la méthode de la tendance segmentée. Dans la mesure où le Liban enregistre une évolution très erratique de son PIB réel, la méthode de la tendance segmentée, qui consiste à déterminer les dates de rupture de l’évolution du PIB observé autour de sa tendance sur la période 1970-2008, semble être la plus efficace pour estimer le PIB potentiel au Liban. Elle permet, en outre, d’établir un modèle d’écart de production entre le PIB effectif et le PIB potentiel et de confirmer la théorie selon laquelle l’augmentation de l’écart de production (où le PIB effectif est supérieur au PIB potentiel) entraîne des pressions inflationnistes. Cet article montre une stabilité structurelle du modèle de gap de production en recourant à des tests de stabilité des coefficients et de la dynamique de l’erreur de prévision.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/81311/1/ARTICLE%20MACDISSI-VERNE%20OK.pdf
    Download Restriction: no

    Bibliographic Info

    Article provided by ULB -- Universite Libre de Bruxelles in its journal Brussels economic review.

    Volume (Year): 52 (2009)
    Issue (Month): 2 ()
    Pages: 143-159

    as in new window
    Handle: RePEc:bxr:bxrceb:2013/81311

    Contact details of provider:
    Postal: CP135, 50, avenue F.D. Roosevelt, 1050 Bruxelles
    Web page: http://difusion.ulb.ac.be
    More information through EDIRC

    Related research

    Keywords: Estimation; Production potentielle; Inflation; Méthodes statistiques;

    Find related papers by JEL classification:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. David T. Coe & C. John McDermott, 1997. "Does the Gap Model Work in Asia?," IMF Staff Papers, Palgrave Macmillan, vol. 44(1), pages 59-80, March.
    2. Paul Conway & Ben Hunt, 1998. "Estimating the potential output of the New Zealand economy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:bxr:bxrceb:2013/81311. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.