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Etalonnage et estimation d'un modèle de croissance cyclique dans le domaine des fréquences

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  • Fabrice Collard

Abstract

[fre] Cet article propose un modèle de cycle étendu à la croissance endogène, par un mécanisme d'accumulation de capital humain transitant par une activité d'amélioration de la productivité. La spécification particulière retenue permet d'obtenir une solution analytique au problème de croissance permettant de dériver les propriétés spectrales du taux de croissance du produit. Les paramètres structurels du modèle sont alors estimés dans le domaine des fréquences. Ceci permet de mettre en évidence qu'il existe une combinaison de paramètres structurels, pertinente du point de vue économique et statistiquement significative, permettant de rendre compte de la dynamique de l'économie américaine. [eng] Calibration and estimation of a cyclical growth model in the frequency domain. . . This article proposes an augmented business cycle model allowing for endogenous growth, through a human capital accumulation mechanism transiting through a productivity improving sector. The particular specification we use allows to obtain a closed-form solution. This permits to write the analytical spectrum and to study its properties. The deep parameters are then estimated using a frequency domain method. This shows that there exists a combination of parameters, relevant on an economic point of view and statistically significant, that can account for the features of the U.S. economy business cycle.

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Bibliographic Info

Article provided by Presses de Sciences-Po in its journal Revue économique.

Volume (Year): n° 48 (1997)
Issue (Month): 3 ()
Pages: 615-627

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Handle: RePEc:cai:recosp:reco_p1997_48n3_0615

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Web page: http://www.cairn.info/revue-economique.htm

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