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Les cycles économiques de la France : une datation de référence

Author

Listed:
  • Antonin Aviat
  • Frédérique Bec
  • Claude Diebolt
  • Catherine Doz
  • Denis Ferrand
  • Laurent Ferrara

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Eric Heyer
  • Valérie Mignon

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Pierre-Alain Pionnier

Abstract

Cet article propose une datation trimestrielle de référence des périodes de récession et d'expansion de l'économie française depuis 1970, réalisée par le comité de datation des cycles de l'AFSE (Association Française de Science Economique). La méthodologie mise en place repose sur deux piliers : (i) des estimations économétriques à partir d'un ensemble de données pour identifier les périodes candidates, et (ii) une approche narrative qui détaille le contexte économique de l'époque pour finaliser notre datation. De 1970 à nos jours, le comité a identifié quatre périodes de récession économique : les deux chocs pétroliers de 1974-75 et 1980, le cycle d'investissement de 1992-93 et la Grande Récession de 2008-09 engendrée par la crise financière mondiale. Le pic précédant la récession Covid a quant à lui été daté au dernier trimestre 2019.

Suggested Citation

  • Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Les cycles économiques de la France : une datation de référence," Working Papers hal-04159739, HAL.
  • Handle: RePEc:hal:wpaper:hal-04159739
    Note: View the original document on HAL open archive server: https://hal.science/hal-04159739
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    Keywords

    Cycles économiques; économie française; datation; analyse narrative; modèles économétriques;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
    • N14 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Europe: 1913-

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