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Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise

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  • Ngah Ntiga, Louis Henri

Abstract

Cette étude met en lumière les effets de la politique budgétaire sur l’activité économique du Cameroun tout en s’intéressant aux chocs et aux fluctuations du cycle économique. Pour cela, nous utilisons un modèle DSGE en faisant recours à l’estimation Bayésienne sur les données trimestrielles couvrant la période 1995q2 - 2020q1. Les données proviennent de diverses sources notamment de la Banque Mondiale, de l’Institut National de la Statistique et du Tableau des Opérations Financières de l’État. Les résultats montrent que le PIB, les dépenses publiques et la consommation sont expliqués majoritairement par les investissements publics et la taxe sur la consommation. Aussi, une baisse de la taxe sur la consommation induit une augmentation du PIB et de la consommation des ménages. Cependant, une politique monétaire restrictive ne permet pas de stimuler la consommation et les investissements privés. Enfin, réduire les impôts sur le capital revient à augmenter la production, la consommation et les investissements publics. L’une des mesures que pourraient envisager les autorités publiques, surtout dans cette période de crise, est l’augmentation continuelle des investissements publiques, une certaine diminution de la taxe sur la consommation et des impôts sur le capital pour booster l’économie camerounaise.

Suggested Citation

  • Ngah Ntiga, Louis Henri, 2022. "Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise," Dynare Working Papers 76, CEPREMAP.
    • Handle: RePEc:cpm:dynare:076
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    References listed on IDEAS

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    Keywords

    Politique budgétaire; Modèle DSGE; Estimation Bayésienne;
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