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L’économétrie dans l’élaboration théorique et l’étude des politiques

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  • Malinvaud, Edmond

    (Institut National de la Statistique et des Études Économiques)

Abstract

Econometric procedures have been conceptualized for numerous and various applications. Through two important types of applications: economic theory and evaluation of economic policy, we discuss what is to be expected from econometrics. First, we examine what could be done without econometrics. Second, we ask ourselves how econometrics can contribute to the progress of knowledge. Third, we examine what econometrics work should be done in the preparation of a policy. In this context, we provide a critical discussion of macroeconomic models. We also discuss the problems related to short-term forecasting and to the building of expertise in macroeconomic policy. Les procédures économétriques ont été progressivement conçues et étudiées en vue d’applications nombreuses et variées. À travers deux grands types d’applications : la construction des théories économiques et la préparation ou l’évaluation des politiques économiques, nous dégageons les traits les plus significatifs des contributions à attendre de l’économétrie. Tout d’abord nous envisageons ce que nous ferions sans l’économétrie. Deuxièmement nous nous demandons de quelle manière l’économétrie intervient pour faire progresser la connaissance scientifique positive en abordant l’agrégation des lois de comportement et les lois d’ajustement pour les modèles et l’analyse de données. Troisièmement nous examinons les conditions de conduite et d’utilisation des investigations empiriques nécessaires à la préparation d’une politique. Dans ce cadre nous portons un regard critique sur les modèles macro-économiques et nous nous arrêtons aux problèmes liés aux prévisions à court terme et à l’expertise en matière de politique macro-économique.

Suggested Citation

  • Malinvaud, Edmond, 1997. "L’économétrie dans l’élaboration théorique et l’étude des politiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 11-25, mars-juin.
  • Handle: RePEc:ris:actuec:v:73:y:1997:i:1:p:11-25
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    Cited by:

    1. Aurélien Goutsmedt & Erich Pinzon-Fuchs & Matthieu Renault & Francesco Sergi, 2017. "Reacting to the Lucas Critique: The Keynesians' Pragmatic Replies," Documents de travail du Centre d'Economie de la Sorbonne 17042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020. "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 153-172.
    3. Goutsmedt, Aurélien & Pinzón-Fuchs, Erich & Sergi, Francesco & Renault, Matthieu, 2019. "Reacting to the Lucas Critique: The Keynesians' Replies," OSF Preprints qxh46_v1, Center for Open Science.
    4. Aurélien Goutsmedt & Erich Pinzón-Fuchs & Matthieu Renault & Francesco Sergi, 2019. "Reacting to the Lucas Critique: The Keynesians' Replies," Post-Print hal-03878386, HAL.

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