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Une approche dynamique du taux de change reel d'equilibre

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Author Info
Yannick Bineau
Bernard Dupont

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Abstract

Cet article elabore un modele d'evolution du taux de change reel d'equilibre. L'argument central est que son evolution est tout aussi importante que son niveau. La vitesse d'appreciation ou de depreciation du taux de change reel peut avoir autant d'incidences a moyen terme sur une economie que ses deviations larges et durables relativement a ses fondamentaux. Le modele theorique adopte combine deux blocs. Un bloc d'equilibre externe determine le taux de croissance du taux de change reel qui resulte de l'equilibre des comptes exterieurs. Un bloc d'equilibre interne definit le taux de croissance du taux de change reel qui assure l'equilibre entre les revendications salariales et les objectifs des entrepreneurs. L'association de ces deux blocs mene a un modele dynamique au sens ou il concerne uniquement les rythmes de croissance du taux de change reel et ses determinants. Ce modele concilie l'equilibre sur les marches des biens echangeables et des capitaux internationaux et l'equilibre interne. Les politiques de change sont dependantes des interactions entre ces deux blocs.

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File URL: http://www.cepii.fr/francgraph/publications/ecointern/rev96/rev96a.htm
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Publisher Info
Article provided by CEPII research center in its journal Economie Internationale.

Volume (Year): (2003)
Issue (Month): 4Q ()
Pages: 5-22
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Handle: RePEc:cii:cepiei:2003-4ta

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Related research
Keywords: Dynamique du taux de change reel; contrainte exterieure; contrainte interieure; politique de change; modeles; taux de change; croissance; macroeconomie;

Find related papers by JEL classification:
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
F31 - International Economics - - International Finance - - - Foreign Exchange
F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies

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This page was last updated on 2009-12-17.


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