IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Voies de la modélisation macro-économétrique?

Listed author(s):
  • Patrick Fève

[eng] Ways of Macroeconometrics Modelling The aim of this paper is to present various routes of macro-econometric modelling and to discuss their advantages and limits. We first review the main properties of macro-econometric models and discuss the main reasons which led to their gradual neglecting, at least in the academic world. We then present the VAR methodology and we show that this approach can suffer from important limits. Next, we present the DSGE approach and discuss some econometric problems. Finally, we study the links between descriptive and structural approaches in macro- modelling. [fre] Patrick Fève Voies de la modélisation macro-économétrique. L'objet de cet article est de présenter les différentes voies de la modélisation macro-économétrique et de discuter des apports et des limites de ces approches. Nous présentons dans un premier temps la modélisation issue de la macro-économie de la synthèse et discutons des raisons de son abandon progressif, du moins à un niveau académique. Nous exposons ensuite les apports de la méthodologie VAR et nous montrons à l'aide d'un exemple numérique certaines limites de cette approche. Puis, nous présentons l'approche structurelle des modèles d'équilibre général intertemporels stochastiques et certains problèmes posés par cette modélisation. Finalement, nous esquissons certaines pistes de rapprochement entre ces différentes voies de la modélisation macro-économétrique.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

File URL:
Download Restriction: no

Article provided by Programme National Persée in its journal Revue française d'économie.

Volume (Year): 20 (2005)
Issue (Month): 1 ()
Pages: 147-179

in new window

Handle: RePEc:prs:rfreco:rfeco_0769-0479_2005_num_20_1_1567
Note: DOI:10.3406/rfeco.2005.1567
Contact details of provider: Web page:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:prs:rfreco:rfeco_0769-0479_2005_num_20_1_1567. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Equipe PERSEE)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.