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Erreurs de prévision ex ante et ex post

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  • Pierre Malgrange
  • Silvia Mira d'Ercole

Abstract

[ger] Fehler bei Ex-ante- und Ex-post-Progaosen, . von Pierre Malgrange und Silvia Mira d'Ercole.. . Ziel dieses Aufsatzes ist es, eine Bestandsaufnahme der Ex-post-Frognosen vorzunehmen, die das Metric-Modell liefert. Es stellt sich die Frage, ob im Falle Frankreichs das gewöhnlich erhaltene Ergebnis zutrifft, dem zufolge die Ex-ante-Prognosen bei unvollkommener Kenntnis des Wertes der exogenen Variablen eine höhere Genauigkeit als dieEx-post-Progaosen aufweisen. [fre] Erreurs de prévision ex ante et ex post, . par Pierre Malgrange, Silvia Mira d'Ercole.. . L'objet de cette note est de faire le point sur les prévisions ex post fournies par le modèle Metric. Le résultat habituellement trouvé, selon lequel les prévisions ex ante, avec connaissance imparfaite de la valeur des variables exogènes, sont de meilleure qualité que les prévisions ex post, s'applique-t-il dans le cas français ? [eng] Ex Ante and Ex Post Forecast Errors, . by Pierre Malgrange and Silvia Mira d'Ercole.. . The object of this paper is to review the ex post forecasts provided by the Metric model. Can the result normally found, by which the ex ante forecasts made with an incomplete knowledge of the value of the exogenous variables are of a better quality than the ex post forecasts, be applied to the French case? [spa] Errores de previsión ex ante y ex post, . por Pierre Malgrange y Silvia Mira d'Ercole.. . En esta reseña se presenta un análisis de las previsiones ex post proporcionadas por el modelo Metric. ¿Puede aplicarse al caso francés el resultado obtenido comentemente, según el cual las previsiones ex ante- con conocimiento imperfecto del valor de las variables exógenas - presentan una mejor calidad que las previsiones ex post!

Suggested Citation

  • 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.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1993_num_108_2_5614
    DOI: 10.3406/ecop.1993.5614
    Note: DOI:10.3406/ecop.1993.5614
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    References listed on IDEAS

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    1. Fair, Ray C, 1980. "Estimating the Expected Predictive Accuracy of Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-378, June.
    2. 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.
    3. Michael K. Evans & Yoel Haitovsky & George I. Treyz & Vincent Su, 1972. "An Analysis of the Forecasting Properties of U.S. Econometric Models," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 949-1158, National Bureau of Economic Research, Inc.
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