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Vingt ans de prévisions macro-économiques : une évaluation sur données françaises

Author

Listed:
  • Didier Borowski
  • Carine Bouthevillain
  • Catherine Doz
  • Pierre Malgrange
  • Pierre Morin

Abstract

[fre] Vingt ans de prévisions macro-économiques : une évaluation sur données françaises, . par Didier Borowski, Carine Bouthevillain, Catherine Doz, Pierre Malgrange, Pierre Morin.. . Cet article rend compte du degré de précision qu'ont pu atteindre les prévisions macro-économiques ces vingt dernières années. L'imprécision tient certes au degré d'incertitude que l'analyse des comportements sur le passé laisse toujours subsister. Elle est aussi à lier aux difficultés de la mesure des grandeurs de la comptabilité nationale. Elle résulte enfin de la complexité des situations que les économistes ont connues depuis plus de vingt ans. Il n'apparaît pas toutefois que l'imprécision des prévisions se soit accrue sur la période, où l'année 1975 a une place particulière. Quelques comparaisons indiquent que le degré de précision des prévisions pour la France se compare favorablement à celui obtenu pour d'autres pays. [eng] Twenty Years of Macro-Economic Forecasts : Analysis From French Data, . by Didier Borowski, Carine Bouthevillain, Catherine Doz, Pierre Malgrange, Pierre Morin.. . This paper gives an idea of how accurate macro-economic forecasts have been over these past twenty years. The inaccuracy is most likely due to the degree of uncertainty that the analysis of behaviour regarding the past is inevitably responsible for. It can also be traced back to the difficulty in measuring quantities in public accounts. Lastly, it is due to the complex situations economists have had to deal with for over twenty years now. However, it does not appear that the level of inaccuracy has been higher over that period, 1975 having been a noteworthy example thereof. When compared with the accuracy rate of forecasts for other countries, France's forecasts are not bad. [ger] Zwanzig Jahre makro-ökonomischer Prognosen : eine Analyse französischer Daten, . von Didier Borowski, Carine Bouthevillain, Catherine Doz, Pierre Malgrange, Pierre Morin.. . In diesem Artikel wird Rechenschaft iiber den Präzisionsgrad abgelegt, der in den makro-ökonomischen Prognosen der vergangenen zwanzig Jahre erreicht werden konnte. Die Unschärfen sind zum Teil auf den Grad der Unbeständigkeit zurückzufiihren, wie er einer Analyse zeitlich zurückliegender Verhaltensweisen immer anhaften wird. Ferner beruhen sie auf den Messschwierigkeiten bezüglich der Werte der volkswirtschaftlichen Gesamtrechnung. Sie hängen ausserdem mit der Komplexität der Situationen zusammen, denen die Wirtschaftswissenschaftler seit mehr als zwanzig Jahren gegenüberstehen. Es hat jedoch nicht den Anschein, als ob sich die Unschärfen der Prognosen in diesem Zeitraum, in dem das Jahr 1975 einen besonderen Stellenwert einnimmt, verstärkt hätten. Einige Vergleiche lassen erkennen, dass der Präzisionsgrad der Frankreich betreffenden Prognosen im Verhältnis zu dem für andere Länder gewonnenen durchaus günstig ausfällt. [spa] Veinte años de previsiones macroeconómicas : un anlisis a partir de datos Franceses, . por Didier Borowski, Carine Bouthevillain, Catherine Doz, Pierre Malgrange y Pierre Morin.. . En el presente artículo se examina el grado de precisión que han alcanzado las previsiones macroeconómicas en los últimos veinte años. La imprecisión se debe sin duda al grado de incertidumbre que déjà subsistir el análisis de los comportamientos del pasado. También se debe a las dificultades que plantea la evaluación de las magnitudes de la contabilidad national. Por último, es el resultado de la complejidad de las situaciones que se vienen planteando a los economistas desde hace más de veinte años. No obstante todo cuanto antecede, la imprecisión de las previsiones no ha aumentado durante este período, en el que 1975 ocupa un lugar destacado. Algunas comparaciones indican que el grado de precisión de las previsiones en Frantia es bastante similar al obtenido por otros países.

Suggested Citation

  • Didier Borowski & Carine Bouthevillain & Catherine Doz & Pierre Malgrange & Pierre Morin, 1991. "Vingt ans de prévisions macro-économiques : une évaluation sur données françaises," Économie et Prévision, Programme National Persée, vol. 99(3), pages 43-65.
  • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1991_num_99_3_5241
    DOI: 10.3406/ecop.1991.5241
    Note: DOI:10.3406/ecop.1991.5241
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    1. Alexandre Mathis & Andrew Brociner, 1994. "Retour vers le futur. Une analyse rétrospective des prévisions de MOSAÏQUE," Revue de l'OFCE, Programme National Persée, vol. 49(1), pages 207-228.
    2. Karine Bouthevillain & Alexandre Mathis, 1995. "Prévisions : mesures, erreurs et principaux résultats," Économie et Statistique, Programme National Persée, vol. 285(1), pages 89-100.
    3. Pierre Malgrange & Silvia Mira d'Ercole, 1993. "Erreurs de prévision ex ante et ex post," Économie et Prévision, Programme National Persée, vol. 108(2), pages 135-138.
    4. Catherine Doz & Pierre Malgrange, 1992. "Modèles VAR et prévisions à court terme," Économie et Prévision, Programme National Persée, vol. 106(5), pages 109-122.
    5. Peaucelle, Irina, 1996. "Prévisions de court terme pour analyser les réformes en Russie (les)," CEPREMAP Working Papers (Couverture Orange) 9610, CEPREMAP.
    6. Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.

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