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La théorie et la modélisation macroéconomiques, d'hier à aujourd'hui

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Michel De Vroey
Pierre Malgrange

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Abstract

Nous retraçons à grands traits l'évolution de la macroéconomie de sa naissance à nos jours, son émergence dans les années 1930, puis la période de règne sans partage de la macroéconomie keynésienne des années 1950 à 1970. L'étape suivante de son évolution est l'offensive menée par Milton Friedman et Robert Lucas contre la macroéconomie keynésienne. Les travaux de ces auteurs ont débouché sur un changement de perspective qui nous paraît mériter d'être épinglé comme une "révolution scientifique" à la Kuhn, l'émergence de la macroéconomie dynamique et stochastique. Avec celle-ci, le centre d'intérêt de la théorie et de la modélisation macroéconomie se déplace. Le thème des défaillances de l'économie de marché, et en particulier du chômage, est délaissé au profit d'un examen des phénomènes du cycle et de la croissance, ceux-ci étant étudiés à partir de l'hypothèse d'un fonctionnement efficace du système. Ces dernières années ont vu l'émergence d'une "nouvelle synthèse néoclassique" rejouant le jeu de la synthèse ancienne avec une combinaison d'éléments keynésiens et classiques, tout en adoptant la méthodologie nouvelle de discipline de l'équilibre et de rationalité des agents. ### [english abstract: An outline of the evolution from the birth up to present days of the macroeconomics is laid out, its emergence during the thirties, then the period of the domination of the Keynesian macroeconomics of the years 1950 to 1970. The following stage of the evolution has been the attack from Milton Friedman and Robert Lucas against Keynesian macroeconomics. We consider the works of these authors deserve the label of a "scientific revolution à la Kuhn", with the emergence of the dynamic and stochastic macroeconomics. Associated with this, the focus of macroeconomics has shifted. Themes linked to market failures, and especially to unemployment disappear, in favour of cycle and growth analysis, these last being studied from the postulate of efficient working of the system. These last years have seen the emergence of a "New Neoclassical Synthesis" mimicking the old synthesis in combining keynesian and classical elements, while adopting the new methodology of equilibrium discipline and of agents rational behaviour.] ###

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Paper provided by PSE (Ecole normale supérieure) in its series PSE Working Papers with number 2006-33.

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Date of creation: 2006
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Handle: RePEc:pse:psecon:2006-33

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  1. Anne Epaulard & Jean-Pierre Laffargue & Pierre Magrange, 2008. "La nouvelle modélisation macroéconomique appliquée à l’analyse de la conjoncture et à l’évaluation des politiques : les modèles dynamiques stochastiques d’équilibre général (DSGE)," Post-Print halshs-00270900_v1, HAL. [Downloadable!]
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