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Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis

Author

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  • Claude Diebolt

    () (BETA-CNRS, Faculté des Sciences Economiques et de Gestion, Université Louis Pasteur de Strasbourg; Université de Montpellier I; et Humboldt Universitaet zu Berlin.)

  • Olivier Darné

    () (CERESUR, Faculté de Droit et de Sciences Economiques, Université de La Réunion.)

Abstract

Dans cet article nous étudions la présence de chocs temporaires et permanents, peu fréquents, dans les séries trimestrielles du PIB de l’après seconde guerre mondiale en France, au Royaume-Uni et aux Etats-Unis à partir de l’approche des points atypiques. Nous trouvons que des événements économiques, politiques et monétaires (nationaux et internationaux) sont la source d’importants chocs permanents et/ou temporaires. Nous montrons également que la persistance dans les séries du PIB en France et aux Etats-Unis est liée à la fois à des événements économiques peu fréquents, mais significatifs, et à des innovations permanentes période par période comme l’implique la tendance stochastique de marche aléatoire.

Suggested Citation

  • Claude Diebolt & Olivier Darné, 2005. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis," Working Papers 05-06, Association Française de Cliométrie (AFC).
  • Handle: RePEc:afc:wpaper:05-06
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    References listed on IDEAS

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    Cited by:

    1. Claude Diebolt & Cédric Doliger, 2008. "New international evidence on the cyclical behaviour of output: Kuznets swings reconsidered," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(6), pages 719-737, December.
    2. Claude DIEBOLT & Magali JAOUL-GRAMMARE, 2014. "Économétrie historique des salaires en France: une relecture des années charnières," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 49, pages 1293-1308, Août.
    3. Claude DIEBOLT & Magali JAOUL-GRAMMARE, 2014. "La masse salariale de l'Allemagne: 1810-1989. Nouvelle mesure et analyse cliométrique des chocs," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 49, pages 1269-1292, Août.
    4. Jean-Daniel Boyer & Magali Jaoul-Grammare & Sylvie Rivot, 2017. "Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?," Working Papers 11-17, Association Française de Cliométrie (AFC).
    5. Magali Jaoul-Grammare, 2011. "L’évolution des inégalités dans l’enseignement supérieur universitaire français. L’influence des réformes institutionnelles et des ruptures économiques," Working Papers 11-06, Association Française de Cliométrie (AFC).
    6. Olivier Darné & Claude Diebolt, 2006. "Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945," Working Papers 06-01, Association Française de Cliométrie (AFC).
    7. Jean Luc de Meulemeester & Claude Diebolt & Magali Jaoul-Grammare, 2007. "Aggregate Wage Earnings in Germany: 1810-1989. New Measurement and Cliometric Analysis of Shocks," Working Papers 07-11, Association Française de Cliométrie (AFC).
    8. Diebolt, Claude & Parent, Antoine, 2008. "Bimetallism: The "rules of the game"," Explorations in Economic History, Elsevier, vol. 45(3), pages 288-302, July.
    9. Claude Diebolt & Antoine Parent, 2006. "Were there Anomalies in the Sterling-Franc Exchange Rate Regulation during the Mid-19th Century?," Working Papers 06-08, Association Française de Cliométrie (AFC).

    More about this item

    Keywords

    Chocs temporaires et permanents; Racine unitaire; PIB; Point atypique; Cliométrie;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • N1 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations

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