Abstracts
Résumé
La relation d’arbitrage inflation-activité réelle a progressivement retenu l’attention des chercheurs depuis l’étude de Phillips (1958). Pourtant, même si, dans le nouveau cadre keynésien d’analyse (NKPC), une quasi-résurrection de la courbe de Phillips a été entrevue, de nombreux aspects de la modélisation restent sujets à controverses dans la littérature actuelle. L’une des principales sources des remises en question du socle NKPC demeure celle associée à la prise en compte des anticipations des agents dans les rouages, à la fois théoriques et empiriques, de la réflexion. Partant de ce constat, cette revue de la littérature propose une synthèse des principaux résultats issus de l’introduction des anticipations dans les récentes modélisations de cette fameuse passerelle entre les sphères nominale et réelle du système économique. L’objectif est de restituer une synthèse des discours classique, monétariste et keynésien autour du thème de l’arbitrage, d’examiner les termes dans lesquels celui-ci est formulé, et de poser les jalons d’une évaluation de sa perméabilité aux débats plus largement « idéologiques » qui agitent l’ensemble de la profession.
Appendices
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