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Deficits courants des PECO : comment evaluer les risques de retournement ?

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Author Info
Kenza Benhima
Olena Havrylchyk

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Abstract

Les PECO accumulent depuis plusieurs annees des deficits courants de l'ordre de ceux qui, au Mexique ou en Asie, ont debouche sur des crises financieres. Un retournement brutal est-il probable ? Ce risque ne peut etre mesure au seul vu des deficits, ni meme des engagements exterieurs accumules par chaque pays. Ces derniers doivent etre evalues au regard d'une norme de long terme, definie par les caracteristiques structurelles de l'economie. Introduite dans un modele estime sur 63 pays a revenu intermediaire, cette norme conduit a des resultats differencies, notamment dans les deux pays les plus exposes : en Hongrie, elle augmente la probabilite de retournement, en Estonie, elle l'attenue. Il reste que les risques de sanction exterieure des desequilibres macroeconomiques sont certainement moins grands en Europe centrale et orientale qu'ailleurs : leur participation au marche unique europeen et la perspective de leur adhesion à l'euro conferent aux pays de la region une credibilite de nature a stabiliser les entrees de capitaux.

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File URL: http://www.cepii.fr/francgraph/publications/lettre/resumes/2006/let262.htm
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Publisher Info
Article provided by CEPII research center in its journal La Lettre du CEPII.

Volume (Year): (2006)
Issue (Month): 262 (December)
Pages:
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Handle: RePEc:cii:cepill:2006-262

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Related research
Keywords: Balance courante; systeme des paiements; crise; modeles;

Find related papers by JEL classification:
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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This page was last updated on 2009-11-22.


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