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Un indicateur de croissance à court terme aux États-Unis

Author

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  • Françoise Charpin

Abstract

The paper shows how to exploit monthly data to forecast the growth of real GDP over the two next quarters. We first notice that the well-known coincident and leading composite indicators don?t permit to obtain a reliable forecast, which is not surprising because they have not been built for that. On the other hand, it is possible to use monthly coincident and leading series, especially those entering these composite indicators, to forecast GDP growth using econometric relations. The procedure consists of two steps. First, we estimate an equation giving the quarterly GDP growth according to coincident and leading series. Second, we estimate monthly VAR models to forecast the coincident variables and the leading ones the lead of which is less than six months. We verify that the instrument would have produced acceptable forecasts over the last ten quarters.

Suggested Citation

  • Françoise Charpin, 2001. "Un indicateur de croissance à court terme aux États-Unis," Revue de l'OFCE, Presses de Sciences-Po, vol. 79(4), pages 171-189.
    • Handle: RePEc:cai:reofsp:reof_079_0171
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    Citations

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    Cited by:

    1. Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," Revue de l'OFCE, Presses de Sciences-Po, vol. 89(2), pages 231-251.
    2. repec:hal:spmain:info:hdl:2441/1926 is not listed on IDEAS
    3. repec:hal:wpspec:info:hdl:2441/1926 is not listed on IDEAS
    4. repec:spo:wpecon:info:hdl:2441/1926 is not listed on IDEAS
    5. Éric Heyer & Hervé Péléraux, 2004. "Un indicateur de croissance infra-annuelle pour l'économie française," Revue de l'OFCE, Presses de Sciences-Po, vol. 88(1), pages 203-218.
    6. Catherine Mathieu & Françoise Charpin, 2004. "A new leading indicator of UK quarterly GDP growth," Working Papers hal-00972860, HAL.
    7. Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," SciencePo Working papers Main hal-01020087, HAL.
    8. Catherine Mathieu & Françoise Charpin, 2004. "A new leading indicator of UK quarterly GDP growth," SciencePo Working papers Main hal-00972860, HAL.
    9. repec:hal:wpspec:info:hdl:2441/1782 is not listed on IDEAS
    10. repec:hal:spmain:info:hdl:2441/1932 is not listed on IDEAS
    11. repec:hal:spmain:info:hdl:2441/1782 is not listed on IDEAS
    12. repec:spo:wpecon:info:hdl:2441/1782 is not listed on IDEAS
    13. Françoise Charpin, 2005. "OFCE quaterly GDP growth indicators," Documents de Travail de l'OFCE 2005-04, Observatoire Francais des Conjonctures Economiques (OFCE).

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