L'histoire (faussement) naïve des modèles DSGE

URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2015.htmlDocuments de travail du Centre d'Economie de la Sorbonne 2015.66 - ISSN : 1955-611XThe purpose of the article is to analyze and criticize the way how DSGE macroeconomists working in policy-making institutions think about the history of their own modeling practice. Our contribution is, first of all, historiographical: it investigates an original literature, emphasizing in the history of DSGE as it is told by its own practitioners. The results of this analysis is what we will call a “naïve history” of DSGE modeling. Modellers working from this perspective present their models as the achievement of a “scientific progress”, which is linear and cumulative both in macroeconomic theorizing and in the application of formalized methods and econometric techniques to the theory. This article also proposes a critical perspective about the naïve history of the DSGE models, which drawns, by contrast, the main lines of an alternative, “non-naïve” history. of the DSGE models is incomplete and imprecise. It mainly ignores controversies, failures and blind alleys in previous research; as a consequence, the major theoretical and empirical turning points are made invisible. The naïve history also provides an ahistorical account of assessment criteria for modeling (especially for evaluating empirical consistency), which hides the underlying methodological and epistemological debates. Finally, we will claim that the naïve history plays an active and rhetoric role in legitimizing the DSGE models as a dominant tool for policy expertise.L'article propose d'analyser et de critiquer la manière dont les macroéconomistes actifs dans les institutions chargées de la politique économique et se situant dans l'approche DSGE (dynamic stochastic general equilibrium) conçoivent l'histoire de leur propre pratique de modélisation. Notre contribution est avant tout historiographique, traçant les contours d'un corpus original, mettant en évidence l'histoire des modèles DSGE telle qu'elle est racontée par ses protagonistes. Le résultat obtenu peut être qualifié d'historiographie « naïve » des modèles DSGE. Les modélisateurs actifs dans cette approche conçoivent leurs modèles comme le résultat abouti d'un « progrès scientifique », linéaire et continu, concernant à la fois la théorie macroéconomique sous-jacente aux modèles et l'application à ceux-ci des méthodes formelles et des techniques économétriques. Parallèlement à l'analyse du corpus, l'article propose une critique de l'histoire naïve des modèles DSGE, traçant les contours d'une histoire « non-naïve ». L'approche adoptée par les macroéconomistes est historiographiquement et méthodologiquement incomplète et imprécise. Les difficultés et les impasses sont ignorées, rendant invisibles les tournants (théoriques et empiriques) pour la discipline. De même, la présentation anhistorique des critères d'évaluation des modélisations (notamment l'évaluation des « performances empiriques ») occulte l'ensemble des débats méthodologiques et épistémologiques. Enfin, on mettra en évidence comment cette naïveté joue un rôle rhétorique actif, de légitimation des DSGE comme pratique dominante pour l'expertise des politiques économiques

Nos\'e-Hoover Dynamics in Quantum Phase Space

Thermal fluctuations in time-dependent quantum processes are treated by a constant-temperature generalization of Wigner's formulation of quantum mechanics in phase space. To this end, quantum Nos\`e-Hoover dynamics is defined by generalizing the Moyal bracket. Computational applications of the formalism, together with further theoretical developments, are discussed.Comment: 4 pages, no figure

Dimensional Analysis in Selective Laser Melting

This paper aims to use dimensional analysis technique for evaluating the properties of laser sintered components manufactured with Selective Laser Melting (SLM) process from metallic powders. The complexity of SLM does not allow to define an exhaustive mathematical model which involves all governing parameters and, therefore, the dimensional analysis might be a powerful tool for the expression of output parameters as function of dimensionless numbers appropriately defined from the input parameters set. As an example of the developed procedure, the paper explains the construction of a response function for the expression of relative density

An agenda without a plan: Robert E Lucas’s trajectory through the public debate

This article explores Robert E. Lucas’s policy agenda and his engagement with the public debate between the late 1960s and late 1980s. It investigates how he interacted with the public debate by envisioning key principles of his macroeconomic theory and methodology, and how he promoted his policy agenda. An exploration of Lucas’s personal and professional archives sheds light on his participation in policy debates after the publication of his works, illustrating how Lucas built a discreet and cautious way of engaging with the public. Lucas did not propose a detailed program to implement his policy agenda, nor was he actively promoting his policy agenda. The article suggests that Lucas’s originality compared to his contemporaries was his belief on the ability of macroeconomics to scientifically devise binding policy rules that could be integrated in an economic constitution

Definition and Analysis of Uncertainty Contributors in the Dimensional Measurement of Bronze Sintered Samples

The paper concerns the definition and estimation of uncertainty elements. This topic is matched with Direct Metal Selective Laser Sintering used for manufacturing the samples. The UNI ENV ISO 14253-2: 2003 standard deals with uncertainty sources in dimensional measurement. This paper treats just those ones regarding measurement procedure, measurement equipment and workpiece. The aim of this paper is estimating combined standard uncertainty. Measurement repeatability, workpiece fixing and number of points for the definition of geometric elements arise from measurement procedure. Measurement equipment uncertainty is connected with Maximum Permissible Error. As far as workpiece uncertainty components, surface roughness, form error and temperature are checked

Robert Lucas and the Twist of Modeling Methodology. On some Econometric Methods and Problems in New Classical Macroeconomics

URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2015.htmlDocuments de travail du Centre d'Economie de la Sorbonne 2015.88 - ISSN : 1955-611XThe purpose of this contribution to the epistemology and history of recent macroeconomics is to construct a clear understanding of econometric methods and problems in New Classical macroeconomics. Most historical work have focused so far on theoretical or policy implication aspects of this research program set in motion by Robert Lucas in the early seventies. On the contrary, the empirical and econometric works of New Classical macroeconomics have received little attention. I focus especially on the contributions gathered in Rational Expectations and Econometric Practice, edited in 1981 by Lucas and Thomas Sargent. The main claim of this article is that the publication of this book must be regarded as a turn in macroeconomics, that would bring macroeconometric modeling methodology closer to Lucas's conception of models. The analysis of the New Classical macroeconometrics through the Lucas methodology allow us to propose an original historical account of the methods presented in Rational Expectations and Econometric Practice, but also of the problems that flawed this approach.L'objectif de cette contribution à l'épistémologie et à l'histoire de la pensée économique est de proposer une compréhension claire des méthodes et des problèmes économétriques de la nouvelle macroéconomie classique. La plupart des travaux historiques à ce sujet se sont focalisés sur les aspects théoriques ou sur les implications de politique économique de ce programme de recherche, lancé par Robert Lucas au début des années soixante-dix. En revanche, le travail empirique et économétrique de la nouvelle macroéconomie classique a reçu peu d'attention par les historiens. L'article s'intéresse plus particulièrement aux contributions rassemblées dans Rational Expectations and Econometric Practice, ouvrage collectif de 1981 dirigé par Lucas et Thomas Sargent. La principale thèse de l'article est que la publication de ce livre entérine un tournant dans la modélisation macroéconométrique, en étroite résonance avec la conception méthodologique de Lucas sur les modèles. L'analyse de la macroéconométrie des nouveaux classiques par le prisme de la méthodologie lucasienne nous permet de proposer une vision historique originale des méthodes présentées dans Rational Expectations and Econometric Practice, tout comme des problèmes qui ont entravé le développement de cette approche

Porosity evolution in aluminum alloy 2024 bop and butt defocused welding by Yb-YAG disk laser

In many industrial applications, in order to obtain good results in laser welding processes, it may not be sufficient to use a focused beam on the upper surface, so a defocused beam is required instead. This study aims to investigate which advantages a defocused beam may offer in welding aluminum alloy 2024 using Yb:YAG disk laser. A characterization of laser beam geometry is preliminary necessary, in order to correlate bead features and effective specific energy provided. Porosity content decrease and enhanced penetration depth have been obtained with defocused beam; welding behavior has been related to magnesium loss via EDS analysis. Considering the shape of the cross sections of the bead in butt welding, the relation between key-hole instability and porosity formation has also been discussed. For the alloy in exam, the welding range to perform structurally sound and defect-free welds is found to be tight