IDEAS home Printed from https://ideas.repec.org/p/upn/wpaper/2016-03.html
   My bibliography  Save this paper

Modèles multi-agents et stock-flux cohérents : une convergence logique et nécessaire

Author

Listed:
  • Pascal Seppecher

    () (Centre d'Economie de l'Université de Paris Nord (CEPN))

Abstract

Les modèles à base d’agents multiples sont des modèles informatiques macroscopiques peuplés d’un grand nombre de modèles individuels. Dans ces modèles, les relations entre grandeurs agrégées ne sont pas postulées : elles « émergent » du système complexe formé par les interactions des agents individuels qui les peuplent. C’est dans le champ de la macroéconomie, il y a plus de 50 ans, qu’ont été posées les bases de cette approche. Pourtant, ses méthodes restent encore un objet d’étonnement parmi les économistes, qu’ils soient orthodoxes ou non. Cette approche connaît cependant depuis quelques années des succès croissants, surtout depuis le développement de modèles respectant la cohérence des stocks et des flux. Si le rapprochement entre une approche centrée sur les individus et une méthodologie issue d’une macroéconomie post-keynésienne volontiers organiciste peut paraître inattendu, pour nous, il répond à des nécessités logiques et scientifiques. Nous défendons l’idée selon laquelle la combinaison de la cohérence des stocks et des flux et de la multiplicité des agents est une opération essentielle au renouveau de la modélisation macroéconomique.

Suggested Citation

  • Pascal Seppecher, 2016. "Modèles multi-agents et stock-flux cohérents : une convergence logique et nécessaire," CEPN Working Papers 2016-03, Centre d'Economie de l'Université de Paris Nord.
  • Handle: RePEc:upn:wpaper:2016-03
    as

    Download full text from publisher

    File URL: https://cepn.univ-paris13.fr/download-attachment/8765/
    Download Restriction: no

    Other versions of this item:

    References listed on IDEAS

    as
    1. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
    2. Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2010. "Exchange Rate Misalignments at World and European Levels: a FEER Approach," International Economics, CEPII research center, issue 121, pages 25-58.
    3. Saadaoui, Jamel, 2015. "Global imbalances: Should we use fundamental equilibrium exchange rates?," Economic Modelling, Elsevier, vol. 47(C), pages 383-398.
    4. Jamel Saadaoui, 2015. "Does financial openness explain the increase of global imbalances before the crisis of 2008?," International Economics, CEPII research center, issue 143, pages 23-35.
    5. Carton, Benjamin & Hervé, Karine, 2012. "Estimation of consistent multi-country FEERs," Economic Modelling, Elsevier, vol. 29(4), pages 1205-1214.
    6. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On Currency Misalignments within the Euro Area," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 35-48, February.
    7. Jamel Saadaoui & Jacques Mazier & Nabil Aflouk, 2013. "On the determinants of exchange rate misalignments," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1608-1610, December.
    8. Lòpez-Villavicencio, Antonia & Mazier, Jacques & Saadaoui, Jamel, 2012. "Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison," Emerging Markets Review, Elsevier, vol. 13(1), pages 58-77.
    9. Didier Borowski & Cecile Couharde, 2003. "The Exchange Rate Macroeconomic Balance Approach: New Methodology and Results for the Euro, the Dollar, the Yen and the Pound Sterling," Open Economies Review, Springer, vol. 14(2), pages 169-190, April.
    10. C. Couharde & J. Mazier, 2001. "The equilibrium exchange rates of European currencies and the transition to euro," Applied Economics, Taylor & Francis Journals, vol. 33(14), pages 1795-1801.
    11. William R. Cline, 2008. "Estimating Consistent Fundamental Equilibrium Exchange Rates," Working Paper Series WP08-6, Peterson Institute for International Economics.
    12. Jamel Saadaoui, 2011. "Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates," Economics Bulletin, AccessEcon, vol. 31(3), pages 1993-2005.
    13. Se-Eun Jeong & Jacques Mazier, 2003. "Exchange Rate Regimes and Equilibrium Exchange Rates in East Asia," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1161-1182.
    14. repec:hal:cepnwp:halshs-00829460 is not listed on IDEAS
    15. John Williamson, 1994. "Estimating Equilibrium Exchange Rates," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 17.
    16. repec:hal:wpaper:halshs-00829460 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Aur'elien Hazan, 2017. "Stock-flow consistent macroeconomic model with nonuniform distributional constraint," Papers 1708.00645, arXiv.org.

    More about this item

    Keywords

    Modèles multi-agents; modèles stocks flux cohérents;

    JEL classification:

    • B59 - Schools of Economic Thought and Methodology - - Current Heterodox Approaches - - - Other
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:upn:wpaper:2016-03. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Pascal Seppecher). General contact details of provider: http://edirc.repec.org/data/cep13fr.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.