Synchronisation Et Dterminants De La Synchronisation : Une Approche Aconomtrique
Keywords:
Cycle #xE9;conomique, Synchronisation, D#xE9;terminant, mod#xE8;le ADL
Abstract
Dans ce travail nous avons étudié les facteurs déterminant la synchronisation entre l’économie tunisienne et les économies française, italienne et allemande (principaux partenaires). Les composantes cycliques sont extraites par le filtre HP. L’approche de Harding et Pagan (2006) a été adoptée pour étudier la synchronisation des cycles. Les résultats montrent une synchronisation moyenne autour de 50%. Pour étudier les déterminants de la synchronisation nous avons étudié les trois facteurs principaux. Le facteur commercial (Les échanges bilatéraux), le facteur financier (les taux d’intérêts), et le facteur commun (le prix du pétrole et l’indice de production des Etats-Unis). L’étude se fait par une approche économétrique basée sur le modèle ADL (Autorégressif à etard échelonné) qui nous permet d’estimer les effets à long terme de ces facteurs sur la ynchronisation des activités économiques. Les résultats montrent des effets négatifs à long terme es échanges bilatéraux et des effets positifs des facteurs commun sur la corrélation des luctuations économiques de la Tunisie et ses principaux partenaires.
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2012-08-11
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