Datation et prévision du cycle économique

• Autorzy: Francis Bismans

Warianty tytułu

Dating and Forecasting the Economic Cycle

• Języki publikacji: FR

Abstrakty

L'objet de cet article est de dater et prévoir les diff érentes phases - expansions et contractions - de l'activité économique. Il présente d'abord les procedures de datation, paramétriques, notamment le modèle à changements de régime, et non paramétriques. Il développe ensuite un modèle probit dynamique, bien adapté à la prévision des points de retournement de la conjoncture. Ces diff érents modèles sont enfi n appliqués, avec succès, sur l'exemple du produit intérieur brut français.(abstrakt oryginalny)

EN

The objective of this paper is to date and to forecast the various stages - expansions and contractions - of economic activity. It first presents dating procedures, both non-parametric and parametric, the latter based on the Markov-switching model. It then develops a dynamic probit model, specifically designed to forecast the turning points of the conjuncture. Finally, these models are successfully applied to a data series of the French GDP.(original abstract)

Słowa kluczowe

EN

Business fluctuations; Markov models; Forecasting; Probit model

PL

Wahania koniunkturalne; Modele Markowa; Prognozowanie; Model probitowy

• Czasopismo: Studia Oeconomica Posnaniensia
• Rocznik: 2014
• Tom: 2
• Numer: nr 12
• Strony: 186--202

Twórcy

autor

Francis Bismans

• Université de Lorraine, France

Bibliografia

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