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Un essai d'estimation de la production potentielle au Liban

Author

Listed:
  • Charbel Macdissi
  • Jean-François Verne

Abstract

Cet article propose une estimation de la production potentielle et un modèle d’écart de production au Liban en utilisant plusieurs méthodes statistiques comme la méthode de la tendance linéaire, le filtre d’Hodrick-Prescott et la méthode de la tendance segmentée. Dans la mesure où le Liban enregistre une évolution très erratique de son PIB réel, la méthode de la tendance segmentée, qui consiste à déterminer les dates de rupture de l’évolution du PIB observé autour de sa tendance sur la période 1970-2008, semble être la plus efficace pour estimer le PIB potentiel au Liban. Elle permet, en outre, d’établir un modèle d’écart de production entre le PIB effectif et le PIB potentiel et de confirmer la théorie selon laquelle l’augmentation de l’écart de production (où le PIB effectif est supérieur au PIB potentiel) entraîne des pressions inflationnistes. Cet article montre une stabilité structurelle du modèle de gap de production en recourant à des tests de stabilité des coefficients et de la dynamique de l’erreur de prévision.

Suggested Citation

  • Charbel Macdissi & Jean-François Verne, 2009. "Un essai d'estimation de la production potentielle au Liban," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 143-159.
  • Handle: RePEc:bxr:bxrceb:2013/81311
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    References listed on IDEAS

    as
    1. David T. Coe & C. John McDermott, 1997. "Does the Gap Model Work in Asia?," IMF Staff Papers, Palgrave Macmillan, vol. 44(1), pages 59-80, March.
    2. Paul Conway & Ben Hunt, 1998. "Estimating the potential output of the New Zealand economy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, September.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Estimation; Production potentielle; Inflation; Méthodes statistiques;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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