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Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)

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  • Umba, Gilles Bertrand

Abstract

Le présent travail a pour objectif d’examiner l’impact des chocs externes sur l’activité économique en RD Congo. En utilisant un modèle d’équilibre général dynamique et stochastique, l’auteur simule quatre principaux types de chocs externes à savoir : (i) le choc sur la prime de risque ; (ii) le choc sur l’inflation mondiale ; (iii) le choc de productivité mondiale ; (iv) le choc de politique monétaire au niveau mondial. Les données de fréquence trimestrielle ont été utilisées pour la période allant de janvier 2005 à décembre 2017. Les résultats suggèrent que les chocs externes amenant à un ralentissement de la demande mondiale ont un impact sensible sur l’activité économique au niveau local. Par ailleurs, le choc sur le taux d’intérêt au niveau mondial ne semble pas influencer, au moins directement, l’activité économique intérieure. Ceci pourrait se justifier par une faible ouverture financière du pays, le commerce international étant le principal canal de transmission des chocs externes.

Suggested Citation

  • Umba, Gilles Bertrand, 2020. "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers 63, CEPREMAP.
    • Handle: RePEc:cpm:dynare:063
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Choc externes; Cycle économique; Macroéconomie nouvelle keynésienne;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
    • F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
    • O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa

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