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Dimension temporelle et taux de change d’équilibre: une application au cas des États-Unis

Author

Listed:
  • Antonia Lopez-Villavicencio

    () (UP13 - Université Paris 13)

  • Jacques Mazier

    () (CEPN - Centre d'Economie de l'Université Paris Nord - UP13 - Université Paris 13 - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique)

  • Jamel Saadaoui

    () (BETA - Bureau d'Économie Théorique et Appliquée - INRA - Institut National de la Recherche Agronomique - UNISTRA - Université de Strasbourg - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique)

Abstract

Dans un cadre théorique unifié introduit par López-Villavicencio et al. [2012], nous analysons les deux principaux modèles de taux de change d’équilibre, à savoir, le taux de change d’équilibre fondamental (FEER) et le taux de change d’équilibre comportemental (BEER). Afin de comprendre les interactions entre ces deux mesures, nous étudions en détail la dimension temporelle. Le cas des États-Unis illustrera notre analyse qui met en avant les changements structurels en matière de compétitivité, la dynamique des positions extérieures nettes et les effets de valorisation pour expliquer les divergences.

Suggested Citation

  • Antonia Lopez-Villavicencio & Jacques Mazier & Jamel Saadaoui, 2012. "Dimension temporelle et taux de change d’équilibre: une application au cas des États-Unis," Post-Print hal-01397577, HAL.
  • Handle: RePEc:hal:journl:hal-01397577
    DOI: 10.3917/reco.633.0535
    Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01397577
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    Cited by:

    1. Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2013. "Désajustements de change, fédéralisme budgétaire et redistribution. Comment s'ajuster en union monétaire," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 57-96.
    2. Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012. "Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Monetary Union," Post-Print halshs-00848886, HAL.
    3. Saadaoui, Jamel, 2012. "Déséquilibres globaux, taux de change d’équilibre et modélisation stock-flux cohérente
      [Global Imbalances, Equilibrium Exchange Rates and Stock-Flow Consistent Modelling]
      ," MPRA Paper 51332, University Library of Munich, Germany.

    More about this item

    Keywords

    Taux de change d'équilibre ; Dimension temporelle ; Données de panel;

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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