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Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)

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  • Koffi, Siméon

Abstract

La présente étude met en lumière l’effet de la politique budgétaire sur l’économie ivoirienne en mesurant la valeur des différents multiplicateurs keynésiens et en identifiant les origines possibles de la fluctuation du PIB. La méthode quantitative adoptée est l’estimation Bayésienne d’un modèle d’Equilibre Général Dynamique et Stochastique (DSGE) à partir des données de la Direction des Prévisions, des Politiques et des Statistiques Economiques (DPPSE), de la Direction Générale du Budget et des Finances et de la base de données de la Banque Mondiale sur la période 2000Q1-2019Q4. Les résultats montrent que (i) la hausse des dépenses d’investissements publics a un effet positif sur la consommation des ménages, le secteur privé et sur la production nationale. Le multiplicateur keynésien de l’investissement public a été évalué à k_IG = 0,20 ; (ii) la baisse des taux d’imposition est susceptible de relancer l’économie mais son impact demeure faible ; (iii) les dépenses de consommations publiques notamment les dépenses liées au personnel ont un effet négatif sur l’économie ivoirienne.

Suggested Citation

  • Koffi, Siméon, 2021. "Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)," Dynare Working Papers 69, CEPREMAP.
    • Handle: RePEc:cpm:dynare:069
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    References listed on IDEAS

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    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory

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