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Le retour de l'économie keynesienne

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  • Xavier Ragot

    (OFCE (Sciences Po) et PSE (CNRS))

Abstract

La crise économique a généré une profusion de nouvelles recherches en macroéconomie, qui sont peu connues du grand public. La rationalité limitée, l'utilisation des données historiques et des études de cas sont maintenant des outils reconnus. Derrière cette diversification de la profession, la question des rigidités nominales sur le marché des biens et du travail retrouve une place centrale pour comprendre la dynamique européenne et américaine. Les thèmes de la stagnation séculaire, des taux d'intérêt faibles, de la volatilité excessive sur le marché financier, des effets des politiques fiscales et monétaires reposent sur ces rigidités. Si ces travaux retrouvent certaines des intuitions des modèles à prix-fixes du début des années 1980 (Bénassy-Younes-Malinvaud), les modèles récents sont plus complexes pour être confrontés rigoureusement aux donnés. Le retour de l'économie keynésienne indiqué par le titre de cet article est le retour de la question des rigidités nominales sur plusieurs marchés en équilibre général. Classification-JEL: B22,B40,E12

Suggested Citation

  • Xavier Ragot, 2016. "Le retour de l'économie keynesienne," Documents de Travail de l'OFCE 2016-14, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Handle: RePEc:fce:doctra:16014
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    File URL: http://www.ofce.sciences-po.fr/pdf/dtravail/WP2016-14.pdf
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    References listed on IDEAS

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    1. repec:nbr:nberch:13342 is not listed on IDEAS
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    More about this item

    Keywords

    rigidités nominales; équilibre macroéconomique; méthode de la macroéconomie;

    JEL classification:

    • E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
    • E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications

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