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Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro

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Author Info

  • Adjemian, Stéphane
  • Devulder, Antoine

Abstract

Dans cet article nous présentons de façon détaillée un modèle DSGE canonique et montrons comment celui-ci peut être simulé puis estimé. Nous proposons deux applications sur la base du modèle estimé. Dans la première nous évaluons les conséquences sur le bien être social de la forme de la politique monétaire. On montre que le bien être social est significativement dégradé si la Banque Centrale ne prend pas en compte l’écart de production. Dans la seconde, nous interrogeons le modèle sur la publicité que la Banque Centrale doit faire autour de sa politique. Nous montrons que face à un choc de productivité négatif il est préférable de ne pas annoncer une politique monétaire accommodante, afin de limiter l’ampleur des tensions inflationnistes.

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Bibliographic Info

Paper provided by CEPREMAP in its series Dynare Working Papers with number 7.

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Length: 46 pages
Date of creation: May 2011
Date of revision: Jul 2011
Handle: RePEc:cpm:dynare:007

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