IDEAS home Printed from https://ideas.repec.org/a/cai/rferfe/rfe_094_0135.html
   My bibliography  Save this article

La datation du cycle français : une approche probabiliste

Author

Listed:
  • Olivier Damette
  • Zohra Rabah

Abstract

This article uses a « Markov-switching » model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by « Bry-Boshan ».

Suggested Citation

  • Olivier Damette & Zohra Rabah, 2009. "La datation du cycle français : une approche probabiliste," Revue française d'économie, Presses de Sciences-Po, vol. 0(4), pages 135-163.
  • Handle: RePEc:cai:rferfe:rfe_094_0135
    as

    Download full text from publisher

    File URL: http://www.cairn.info/load_pdf.php?ID_ARTICLE=RFE_094_0135
    Download Restriction: free

    File URL: http://www.cairn.info/revue-francaise-d-economie-2009-4-page-135.htm
    Download Restriction: free
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: a reference chronology," SciencePo Working papers Main hal-03373425, HAL.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cai:rferfe:rfe_094_0135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jean-Baptiste de Vathaire (email available below). General contact details of provider: https://www.cairn.info/revue-francaise-d-economie.htm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.