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Chocs permanents et transitoires dans le chômage et le PIB : Allemagne versus les pays Européens

Author

Listed:
  • Gaëtan Stephan

    (CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cet article décompose les fluctuations du PIB réel et du taux de chômage entre chocs permanents et transitoires en Europe. Nous estimons un modèle à composantes inobservées à deux variables sur quatre grands pays européens (Allemagne, France, Italie et Royaume-Uni) avec des données trimestrielles depuis 1970. Le modèle autorise une corrélation entre les différents chocs transitoires et permanents ainsi que des changements structurels dans la spécification de la composante permanente du PIB réel et du chômage. Les résultats de cette étude indiquent que les mouvements du PIB réel et du chômage sont dominés par des chocs de nature permanente plutôt que transitoires. Inversement, les fluctuations macroéconomiques en Allemagne présentent un caractère transitoire et persistant.

Suggested Citation

  • Gaëtan Stephan, 2014. "Chocs permanents et transitoires dans le chômage et le PIB : Allemagne versus les pays Européens," Post-Print halshs-01354606, HAL.
    • Handle: RePEc:hal:journl:halshs-01354606
    DOI: 10.3917/redp.245.0789
    as

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