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Survol de Mésange : un modèle macroéconomique à l'usage du praticien

Author

Listed:
  • Pierre-Yves Cabannes
  • Hélène Erkel-Rousse
  • Caroline Klein
  • Guy Lalanne
  • Olivier Monso
  • Erwan Pouliquen
  • Olivier Simon

Abstract

Les modèles macroéconomiques inspirés de l'approche de la Cowles Commission connaissent une longévité remarquable dans l'administration économique. Ils y ont résisté aux critiques qui leur ont été adressées dans la littérature et ont survécu à l'apparition puis à la montée en puissance d'autres outils d'analyse macroéconomique en raison de leur utilité pour le praticien. Grâce à l'équilibre qu'ils réalisent entre degré d'ancrage à la théorie et qualité d'ajustement aux données, ces outils généralistes contribuent à éclairer un large éventail de questions se posant en milieu opérationnel. En outre, les modélisateurs y ont intégré les progrès de l'économétrie des séries temporelles et les utilisent désormais de manière combinée avec des outils d'analyse complémentaires. Développé par l'Insee et la direction générale du Trésor, Mésange est un modèle de ce type. Il comporte une quarantaine d'équations de comportement estimées économétriquement, pour un total d'environ 500 équations et trois branches modélisées (manufacturière, non manufacturière marchande et non marchande). Il existe sous deux versions, les données en volume étant calculées de deux façons différentes par les comptables nationaux trimestriels : en volumes à prix constants et à prix chaînés, ces derniers correspondant aux données publiées par l'Insee depuis 2007. Deux types d'utilisation sont exposés et illustrés. Dans le premier, l'effet de chocs sur l'économie est étudié à court, moyen et long termes. Les propriétés à long terme du modèle doivent alors être bien connues et maîtrisées. Ceci conduit à privilégier l'utilisation de la version du modèle avec volumes à prix constants. Pour le second type d'utilisation, qui s'attache à la relecture des prévisions conjoncturelles et à l'analyse du passé récent, l'adéquation aux données des comptes publiés est indispensable : on s'appuie alors sur la version du modèle avec volumes à prix chaînés.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Pierre-Yves Cabannes & Hélène Erkel-Rousse & Caroline Klein & Guy Lalanne & Olivier Monso & Erwan Pouliquen & Olivier Simon, 2012. "Survol de Mésange : un modèle macroéconomique à l'usage du praticien," Économie et Statistique, Programme National Persée, vol. 451(1), pages 179-216.
    • Handle: RePEc:prs:ecstat:estat_0336-1454_2012_num_451_1_9744
    DOI: 10.3406/estat.2012.9744
    Note: DOI:10.3406/estat.2012.9744
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    1. Éric Heyer & Mathieu Plane, 2012. "Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 123-140.
    2. bruno Ducoudré & Eric Heyer & Mathieu Plane, 2015. "Que nous apprennent les données macro-sectorielles sur les premiers effets du CICE ? Evaluation opur la période 2014-2015 T2," Documents de Travail de l'OFCE 2015-29, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. repec:spo:wpmain:info:hdl:2441/4vidic0rq7972pur05hahpuiqd is not listed on IDEAS
    4. repec:spo:wpmain:info:hdl:2441/eo6779thqgm5r489m6s8g682l is not listed on IDEAS

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