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Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo

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  • Umba, Gilles Bertrand

Abstract

Ce travail a eu pour objectif d’estimer un modèle DSGE en économie ouverte pour la RD Congo en se référant aux techniques bayésiennes pour les données trimestrielles allant de 2002q1 à 2016q4 en vue d’analyser les relations entre les principales variables macroéconomiques et simuler l’impact de quelques principaux chocs sur leur évolution. Les résultats d'estimation du modèle ont été globalement satisfaisants, en particulier en ce qui concerne les tests de convergence de Brooks et Gelman (1998). Les résultats qui ressortent de l’analyse de la décomposition historique ont révélé l’influence des chocs sur le taux de change, sur la production, des chocs de productivité interne et externe comme principaux déterminants de l’évolution du taux directeur et du taux d’inflation domestique. L’analyse de la décomposition historique du taux de dépréciation du taux de change a indiqué l’influence notoire des chocs du taux de change et de politique monétaire dans l’explication da la dépréciation du taux de change durant les trois derniers trimestres de l’année 2016.

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  • Umba, Gilles Bertrand, 2020. "Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo," Dynare Working Papers 57, CEPREMAP.
    • Handle: RePEc:cpm:dynare:057
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    Cited by:

    1. Katuala, Hénock M., 2021. "Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques," Dynare Working Papers 66, CEPREMAP.

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    More about this item

    Keywords

    Économie ouverte; Modèles Dynamiques Stochastiques d’Équilibre Général; Techniques bayésiennes; Macroéconomie Nouvelle Keynésienne;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications

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