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Règles monétaires et prévisions d’inflation en économie ouverte

Author

Listed:
  • Michel Boutillier

    (MODEM, Université Paris X-Nanterre)

  • Michel Guillard

    (EPEE, Université d’Evry)

  • Auguste Mpacko-Priso

    (OEE et MODEM, Paris X-Nanterre (EPEE, Université d’Evry à l’époque de ce travail))

Abstract

Dans cet article, on construit un modèle macroéconomique à anticipations rationnelles adapté au fonctionnement des économies européennes avant le passage à la monnaie unique, mais susceptible de pouvoir être appliqué au cas de la zone Euro dans son ensemble. Les différentes équations du modèle sont issues de comportements d’optimisation intertemporels en économie ouverte, à l’exception de la règle monétaire qui s’inspire des travaux portant sur la règle de Taylor. Le modèle est ensuite estimé par deux méthodes sur données allemandes et françaises et les résultats sont comparés, dans le cas français, à ceux d’un exercice d’étalonnage.

Suggested Citation

  • Michel Boutillier & Michel Guillard & Auguste Mpacko-Priso, 2000. "Règles monétaires et prévisions d’inflation en économie ouverte," Documents de recherche 00-12, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Handle: RePEc:eve:wpaper:00-12
    as

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    References listed on IDEAS

    as
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