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Dating the French Business Cycle: a Probabilistic Reading
[La datation du cycle français : une approche probabiliste]

Author

Listed:
  • Olivier Damette

    (UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12, ERUDITE - Equipe de Recherche sur l’Utilisation des Données Individuelles en lien avec la Théorie Economique - UPEM - Université Paris-Est Marne-la-Vallée - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12)

  • Zohra Rabah

    (BETA - Bureau d'Économie Théorique et Appliquée - INRA - Institut National de la Recherche Agronomique - UNISTRA - Université de Strasbourg - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique)

Abstract

This article uses a « Markov-switching » model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by « Bry-Boshan ».

Suggested Citation

  • Olivier Damette & Zohra Rabah, 2009. "Dating the French Business Cycle: a Probabilistic Reading [La datation du cycle français : une approche probabiliste]," Post-Print hal-03718354, HAL.
    • Handle: RePEc:hal:journl:hal-03718354
    DOI: 10.3917/rfe.094.0135
    as

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