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Incertitude radicale et choix du modele

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Author Info
Pierre Villa
Abstract

L'information limitee et asymetrique des agents signifie qu'ils ne connaissent que leurs instruments, les variables rapprochees et les variables macroeconomiques. Ils doivent donc faire des conjectures sur la facon de passer du local au global pour tenir compte des effets externes, comme le regime de concurrence et de rationnement lors de la fixation des prix ou le taux de chomage lors de l'etablissement des contrats salariaux. Les anticipations, memes rationnelles, dependent ainsi du regime dans lequel ils imaginent que se situe l'economie. Leurs actions introduisent une incertitude extrinseque portant sur le choix du modele. Les interactions strategiques entre l'Etat, la banque centrale et les marches financiers dependent de leurs croyances sur le vrai modele. Elles engendrent des inefficacites consequences de leurs erreurs de previsions. D'une maniere generale, le vrai modele ne s'impose qu'a la limite et pour certaines fonctions de reaction de la banque centrale. Seule la coordination centralisee permet de decouvrir le vrai modele en temps fini. Les procedures de rationnalite partielle comme les conjectures coherentes ne sont pas une solution.

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Paper provided by CEPII research center in its series Working Papers with number 2004-06.

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Date of creation: May 2004
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Handle: RePEc:cii:cepidt:2004-06

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Related research
Keywords: politique economique; incertitude radicale au sens de Keynes; equilibre avec taches solaires; marches incomplets; information asymetrique; equilibre conjectural coherent;

Find related papers by JEL classification:
H00 - Public Economics - - General - - - General

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  1. Pissarides, C A, 1979. "Job Matchings with State Employment Agencies and Random Search," Economic Journal, Royal Economic Society, vol. 89(356), pages 818-33, December. [Downloadable!] (restricted)
  2. Shapiro, Carl & Stiglitz, Joseph E, 1984. "Equilibrium Unemployment as a Worker Discipline Device," American Economic Review, American Economic Association, vol. 74(3), pages 433-44, June. [Downloadable!] (restricted)
  3. Azariadis, Costas, 1981. "Self-fulfilling prophecies," Journal of Economic Theory, Elsevier, vol. 25(3), pages 380-396, December. [Downloadable!] (restricted)
  4. Pierre Villa, 1997. "Ces taux de change reels qui bifurquent," Working Papers 1997-05, CEPII research center. [Downloadable!]
  5. Frankel, Jeffrey A & Rockett, Katharine E, 1988. "International Macroeconomic Policy Coordination When Policymakers Do Not Agree on the True Model," American Economic Review, American Economic Association, vol. 78(3), pages 318-40, June. [Downloadable!] (restricted)
  6. Grandmont, Jean-Michel & Laroque, Guy, 1986. "Stability of cycles and expectations," Journal of Economic Theory, Elsevier, vol. 40(1), pages 138-151, October. [Downloadable!] (restricted)
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  7. Barro, Robert J, 1974. "Are Government Bonds Net Wealth?," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1095-1117, Nov.-Dec.. [Downloadable!] (restricted)
  8. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April. [Downloadable!] (restricted)
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