Cette thèse, dont l'objectif est de faire prévaloir l'importance de la macro-économétrie dans l'histoire de la macro-économie, s'articule autour de deux questions centrales : (1) Quelles ont été les forces et les objectif qui ont motivé le développement de la modélisation macro-économétrique et quelle est la nature des outils et des institutions que les macro-économistes ont construit pour observer, comprendre et contrôler l'économie d'après-guerre aux États-Unis , (2) Quels ont été les effets de la construction et de l'utilisation de tels outils dans la production du savoir macro-économique ? En considérant Lawrence R. Klein comme une figure centrale, je parcours la discipline économique des années 1940-1950 en me focalisant sur l'intersection entre l'histoire de la macro-économie et celle de l'économétrie, et ainsi, je propose une nouvelle vision de 'économie du vingtième siècle en tant que discipline "saisie par les outils", dans laquelle la théorie (économique et statistique), l'application, l'expertise et la politique s'incorporent dans un même outil scientifique : un model macro-économétrique. j'expose donc l'histoire de la macro-économie non pas comme le produit des questions idéologiques monolithiques ou purement théoriques, mais plutôt comme le produit des visions épistémologiques et de stratégies de modélisation divergentes qui remontent aux débats entre les approches empiriques de la macro-économie étatunienne et les méthodologies Walrasienne et Marshallienne. Ainsi, je soutiens la thèse que Klein a été le personnage principal dans la création d'une nouvelle manière de produire le savoir macro-économique qui, à travers la construction et l'utilisation d'outils complexes (modèles macro-économétriques) mis en place au sein d'une configuration institutionnelle spécifique (laboratoires économétriques), poursuivait des objectifs explicites de politique économique, et par laquelle les rôles bien définis des experts (équipes scientifiques) étaient intégrées à une nouvelle pratique scientifique : la modélisation macro-économique. / In this disseration, I place macroeconometric modeling at the center of the history of twentieth century macroeconomics, i. e. as e history of macroeconometrics, and ask two central questions : (1) What exactly were the objectives and the forces driving the development of macroeconometric modeling, and what kind of tools and institutions did macroeconomists build to observe, understand, and control the US postwar economy ? (2) What were the effects that the construction and use of these tools had on the production of macroeconomic knowledge ? Taking Lawrence R. Klein as a vehicle, I travel accross the economics discipline of the 1940s and 1950s, and study the intersection between the history of macroeconomics and the history of econometrics, providing a new understanding of twentieth century economics as a "tooled" discipline, in which theory (economy and statistical), application, expertise, and policy become embedded within one scientific tool : a macroeconometric model. Consequently, I present the history of macroeconomics not as the product of monolithic ideological and purely theoretical issues, but rather of divergent epistemological views and modeling strategies that go back to the debates between US-Walrasian and US-Marshallian approaches to empirical macroeconomics in which macroeconometric modeling from the heart of macroeconometrics. My thesis is that Klein what the most important figure in the creation of a new way to produce scientific knowledge that consisted in the construction and use of compex tools (macroeconometric models) within specific institutional configurations (econometric labotories) and for explicit policy and scientific objectives, in which well-defined roles of experts (scientific teams) were embodied within a new scientific practice (macroeconometric modeling).

First of all, general principals of contemporary macroeconometric models are described in this dissertation together with a brief sketch of alternative approaches. Consequently, the macroeconomic model of a monetary policy is formulated in order to describe fundamental relationships between real and nominal economy. The model originated from a linear one by making some of the parameters endogenous. Despite this nonlinearity, I expressed my model in a state space form with time-varying coefficients, which can be solved by a standard Kalman filter. Using outcomes of this algorithm, likelihood function was then calculated and maximized in order to obtain estimates of the parameters. The theory of identifiability of a parametric structure is also described. Finally, the presented theory is applied on the formulated model of the euro area. In this model, the European Central Bank was assumed to behave according to the Taylor rule. The econometric estimation, however, showed that this common assumption in macroeconomic modeling is not adequate in this case. The results from econometric estimation and analysis of identifiability also indicated that the interest rate policy of the European Central Bank has only a very limited effect on real economic activity of the European Union. Both results are influential, as monetary policy in the last two decades has been modeled as interest rate policy with the Taylor rule in most macroeconometric models.