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Réévaluation des modèles d'estimation précoce de la croissance

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  • Françoise Charpin

Abstract

In the number 108 of the OFCE review, nowcasting factor models of French growth were proposed and assessed in pseudo real time over the period 2001-2007. The financial crisis has reduced their accuracy. The new basis of the French quarterly accounts published mid-may 2011 modifies also the results noticeably because it concerns GDP growth over the whole estimation period. Thus, it is the opportunity to reassess these models presented in Charpin (2009). It is also the occasion to confront them to other models by comparing their performance in pseudo real time over the period 2001 Q1 ? 2011 Q1. JEL classification: C22, E32, E37.

Suggested Citation

  • Françoise Charpin, 2011. "Réévaluation des modèles d'estimation précoce de la croissance," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 129-142.
    • Handle: RePEc:cai:reofsp:reof_118_0129
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    Keywords

    forecasting; factor model;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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