Réflexions méthodologiques sur la modélisation non structurelle : une approche par les modèles vectoriels autorégressifs (VAR) et leurs extensions dynamiques

摘要

Considering the dynamics in economic systems is a central element of the causality concept in economics. Since the Eighties, econometrics seems to be devoted to an important multidirectional investigation, brought about by the acknowledgement of the relative failure of the estimated macroeconometric models in the Seventies. We propose an epistemological reflexion on the interest and the legitimacy of the evolution of contemporary macroeconometrics, in particular in the field of non structural modelling. It refers to the possible extensions of the models VAR but also to the new macroeconometric methods.