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Un indicateur probabiliste du cycle d'accélération pour l'économie française

Author

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  • Marie Adanero-Donderis
  • Olivier Darné
  • Laurent Ferrara

Abstract

We describe a new coincident probabilistic cyclical indicator developed by the Banque de France in order to detect, on amonthly basis, the turning points in the French economy?s acceleration cycle. The indicator is based on the methodologyof Markov-switching models and uses the Bank?s monthly business survey as input. A pseudo-real-time validation since1998 shows the indicator?s usefulness in short-term economic analysis. This type of indicator provides original qualitativeinformation that complements standard quantitative tools for estimating GDP growth.

Suggested Citation

  • Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
    • Handle: RePEc:cai:ecoldc:ecop_189_0095
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    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," Sciences Po Economics Publications (main) hal-03373425, HAL.

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