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La prévision macro-économique : précision relative et consensus

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  • Karine Bouthevillain
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    Abstract

    [ger] Die gesamtwirtschaftlichen Prognosen: relative Genauigkeit und Übereinstimmung der Prognosen, . von Karine Bouthevillain.. . In diesem Artikel wird zunächst die relative Genauigkeit der Prognosen untersucht, die von neun Instituten mit französischen und ausländischen Variablen erstellt wurden. Die wichtigsten in der Fachliteratur enthaltenen Ergebnisse werden dabei bestätigt. Im Anschluß daran wird die Leistungsfähigkeit der verschiedenen Prognoseinstitute verglichen, um mögliche Besonderheiten aufzuzeigen. Man gelangt zu der Erkenntnis, daß kein Institut regelmäßig eine größere Leistungsfähigkeit als die anderen aufzuweisen scheint. Abschließend wird die Frage nach der möglichen Kombination der Prognosen und somit nach dem Vorhandensein einer Übereinstimmung erörtert. [spa] Prevision macroeconómica : precision relativa y consenso, . por Karine Bouthevillain.. . En el presente artículo se estudia en primer lugar la precisión relativa de las previsiones referentes a variables francesas y extranjeras efectuadas por nueve organismos, y se confirman los principales resultados puestos de relieve por la literatura del género. Acto seguido, se comparan los resultados de los diversos organismos para determrnar su especif icidad eventual: ninguno parece regularmente más eficaz que los otros. Por último se examina el caso de la combinación de las previsiones y, por consiguiente, aquel del consenso. [fre] La prévision macro-économique : précision relative et consensus, . par Karine Bouthevillain.. . Cet article étudie d'abord la précision relative des prévisions portant sur des variables françaises et étrangères effectuées par neuf organismes, et confirme les principaux résultats mis en évidence par la littérature. On compare ensuite les performances des différents organismes afin de dégager leur éventuelle spécificité : aucun ne semble régulièrement plus performant que les autres. La question de la combinaison de prévisions, et donc celle d'un consensus, est enfin examinée. [eng] The Macro-economic Forecast: Relative Precision and Consensus, . by Karine Bouthevillain.. . This article starts with a study of the relative precision of forecasts based on French and international variables made by nine bodies. It confirms the main results shown by the literature on this subject. The article goes on to compare the performances of the different bodies in order to extract any elements specific to them: none of the bodies seems to perform steadily better than the others. Finally, the question of a consensus derived from combining the forecasts is examined.

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    File URL: http://dx.doi.org/doi:10.3406/ecop.1993.5612
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    File URL: http://www.persee.fr/articleAsPDF/ecop_0249-4744_1993_num_108_2_5612/ecop_0249-4744_1993_num_108_2_5612.pdf?mode=light
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    Bibliographic Info

    Article provided by Programme National Persée in its journal Économie & prévision.

    Volume (Year): 108 (1993)
    Issue (Month): 2 ()
    Pages: 97-126

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    Handle: RePEc:prs:ecoprv:ecop_0249-4744_1993_num_108_2_5612

    Note: DOI:10.3406/ecop.1993.5612
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    Web page: http://www.persee.fr/web/revues/home/prescript/revue/ecop

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    References

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    25. Engle, R. F. & Granger, C. W. J. & Hallman, J. J., 1989. "Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting," Journal of Econometrics, Elsevier, vol. 40(1), pages 45-62, January.
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