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Une évaluation semi-structurelle du potentiel d’activité pour la France

Listed author(s):
  • Éric Heyer
  • Xavier Timbeau

Dans cet article nous proposons une évaluation du niveau d’activité poten-tiel de l’économie française, notion centrale dans le diagnostic de la situation économique. Cette évaluation est réalisée à partir de l’estimation d’un modèle semi-structurel espace-état. On suppose que le potentiel, variable inobservable, suit une marche aléatoire avec tendance alors que l’équation de signal est une équation de retour à 0 de l’écart de croissance et d’écart impacté par des variables exogènes. Parmi ces dernières figurent les conditions financières, un terme de compétitivité, le prix du baril de pétrole, le prix de l’immobilier, l’impulsion budgétaire et enfin l’environnement macroéconomique d’ensemble. L’écart de production estimé est à la fois assez vraisemblable dans l’enchaînement de phases de conjoncture déprimée et de période de surchauffe et stable dans les estimations en quasi temps réel. Une dernière partie conclut et présente les nombreuses voies pour l’extension de cette approche.

(This abstract was borrowed from another version of this item.)

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Article provided by Presses de Sciences-Po in its journal Revue de l'OFCE.

Volume (Year): N° 142 (2015)
Issue (Month): 6 ()
Pages: 75-94

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Handle: RePEc:cai:reofsp:reof_142_0075
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