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Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques

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  • Kamel GARFA

    () (MOFID, Université de Sousse, Tunisie)

Abstract

Les cycles économiques des pays d’Afrique du Nord et du Moyen-Orient (MENA) sont-ils similaires ou non et quels sont les facteurs qui les con-ditionnent ? Notre méthode consiste à estimer plusieurs spécifications d’un modèle à facteurs dynamiques. Elle permet d'évaluer les poids respectifs des chocs idiosyncrasiques, des chocs communs et de la transmission des chocs spécifiques (effets "spillovers") dans l'explication des cycles économiques des MENA. Si l'on note un début de convergence au sein de cette région, les pays exportateurs de pétrole connaissent des cycles distincts des autres pays. Les épisodes de symétrie des MENA sont conduits par des facteurs extrarégionaux plus que par des interdépendances intra-régionales. La zone MENA est significativement affectée par les dynamiques économiques des grands pays industrialisés. En retour, le facteur spécifique à la zone MENA ne semble induire aucun effet significatif sur les pays du G7.

Suggested Citation

  • Kamel GARFA, 2013. "Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 225-247.
  • Handle: RePEc:tou:journl:v:38:y:2013:p:225-247
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    References listed on IDEAS

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    More about this item

    Keywords

    MODÈLE DYNAMIQUE FACTORIEL; EFFETS SPILLOVERS; CHOCS COMMUNS; SYMÉTRIE DES CYCLES D'AFFAIRES;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
    • F00 - International Economics - - General - - - General

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