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Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel

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  • Marine COUPAUD

    (Université Montesquieu Bordeaux 4 – LAREFI)

Abstract

Les crises de 1997 et 2008 offrent un terrain riche en possibilités d’analyses afin d’étudier l’impact de chocs monétaires et réels sur les pays de l'Asean. Cette étude vise à analyser les réactions des pays membres de l’Asean+3 face à des perturbations de grande envergure et à étudier les phénomènes de contagion qui se sont manifestés lors de ces deux épisodes afin d’en tirer des recommandations de politiques macro-prudentielles dans une problématique de faisabilité d’une union monétaire à moyen terme. Nous parvenons au moyen d’un VAR Structurel à mettre en évidence des phénomènes de contagion pure ainsi qu'une tendance à l'homogénéité des réponses des pays d'Asie du sud-est notamment face à des perturbations de nature financière.

Suggested Citation

  • Marine COUPAUD, 2014. "Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 113-138.
    • Handle: RePEc:tou:journl:v:40:y:2014:p:113-138
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    References listed on IDEAS

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    More about this item

    Keywords

    VAR STRUCTUREL; CONTAGION; CRISE DE LIQUIDITÉ; ASEAN; UNION MONÉTAIRE;
    All these keywords.

    JEL classification:

    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • F22 - International Economics - - International Factor Movements and International Business - - - International Migration
    • O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights

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