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Les méthodes d'étalonnage au regard de l'économétrie

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  • Patrick Fève

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[fre] Les méthodes d'étalonnage au regard de l'économétrie. . Cet article se livre à un examen critique des méthodes d'étalonnage des modèles macroéconomiques d'équilibre général. Après avoir exposé les principes généraux et la pratique, nous examinons la portée de cette approche au regard des méthodes statistiques dont dispose aujourd'hui l'économètre. Nous proposons alors une voie de réconciliation de la théorie et de la mesure en macroéconomie. Ces méthodes permettent alors de combiner au mieux la spécialisation de plus en plus poussée de l'économétrie des séries temporelles et de la modélisation théorique. [eng] The calibration methods through econometrics. . This paper constitutes a critical inspection of calibration methods of dynamic general equilibrium models. After a presentation of the main principles of calibration and its practise, we study the potential of such methods, in respect to the statistical methods actually avalaible. We propose a reconciliation of the theoretical and statistical approaches in macroeconomics. These methods allow to fully com­bine the specialization of the time series approach and the theoretical modelling.

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  • Patrick Fève, 1997. "Les méthodes d'étalonnage au regard de l'économétrie," Revue Économique, Programme National Persée, vol. 48(3), pages 629-638.
    • Handle: RePEc:prs:reveco:reco_0035-2764_1997_num_48_3_409902
    DOI: 10.3406/reco.1997.409902
    Note: DOI:10.3406/reco.1997.409902
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    1. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.

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