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L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle

Author

Listed:
  • FERRARA, L.

Abstract

Deux indicateurs sont proposés, le premier (IPCA, indicateur probabiliste du cycle d’accélération) visant à détecter les phases de ralentissement et d’accélération de l’ensemble de l’activité économique, le second (IPRI, indicateur probabiliste de récession industrielle) les épisodes de baisse du niveau de l’activité dans le secteur industriel.

Suggested Citation

  • Ferrara, L., 2008. "L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle," Bulletin de la Banque de France, Banque de France, issue 171, pages 43-51.
    • Handle: RePEc:bfr:bullbf:2008:171:03
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    File URL: https://publications.banque-france.fr/sites/default/files/medias/documents/bulletin-de-la-banque-de-france_171_2008-03.pdf
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    Citations

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    Cited by:

    1. Bationo, Rakissiwinde & Hounkpodote, Hilaire, 2009. "Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien [Estimated Changes in Prices of Coffee and Coc," MPRA Paper 26980, University Library of Munich, Germany, revised Nov 2010.
    2. Jean-François Verne, 2021. "Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate," International Econometric Review (IER), Econometric Research Association, vol. 13(3), pages 71-88, September.

    More about this item

    Keywords

    Cycles économiques; points de retournement; cycle d’accélération; indicateurs probabilistes; modèles à chaîne de Markov.;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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