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Un indicateur de croissance à court terme au Royaume-Uni

Listed author(s):
  • Françoise Charpin

    (Observatoire français des conjonctures économiques)

  • Catherine Mathieu

    (Observatoire français des conjonctures économiques)

Cet article présente un indicateur de croissance à court terme de l’économie britannique. Celui-ci permet de prévoir le taux de croissance trimestriel du PIB en utilisant des informations conjoncturelles : indices de la production industrielle et des ventes de détail, enquêtes dans l’industrie, le commerce et les services financiers, taux d’intérêt. La démarche consiste dans un premier temps à estimer une équation économétrique donnant le taux de croissance du PIB en fonction de séries conjoncturelles coïncidentes ou avancées. On estime ensuite les équations permettant de prévoir les séries coïncidentes et celles dont l’avance est inférieure à six mois. On peut alors en déduire le taux de croissance du PIB à l’horizon de deux trimestres. Nous concluons la présentation de l’indicateur en vérifiant que son fonctionnement aurait été satisfaisant au cours des quatre dernières années.

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File URL: http://spire.sciencespo.fr/hdl:/2441/1782/resources/9-89.pdf
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Paper provided by Sciences Po in its series Sciences Po publications with number info:hdl:2441/1782.

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Date of creation: Apr 2004
Publication status: Published in Revue de l'OFCE, 2004, pp.231-251
Handle: RePEc:spo:wpmain:info:hdl:2441/1782
Contact details of provider: Web page: http://www.sciencespo.fr/

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  1. repec:spo:wpecon:info:hdl:2441/1926 is not listed on IDEAS
  2. Éric Heyer & Hervé Péléraux, 2004. "Un indicateur de croissance infra-annuelle pour l'économie française," Revue de l'OFCE, Presses de Sciences-Po, vol. 88(1), pages 203-218.
  3. Françoise Charpin, 2002. "Un indicateur de croissance à court terme de la zone euro," Revue de l'OFCE, Presses de Sciences-Po, vol. 83(4), pages 229-242.
  4. repec:sae:niesru:v:161:y::i:1:p:84-89 is not listed on IDEAS
  5. Eduardo Salazar & Richard Smith & Martin Weale & Stephen Wright, 1997. "A Monthly Indicator of GDP," National Institute Economic Review, National Institute of Economic and Social Research, vol. 161(1), pages 84-89, July.
  6. Françoise Charpin, 2001. "Un indicateur de croissance à court terme aux États-Unis," Revue de l'OFCE, Presses de Sciences-Po, vol. 79(4), pages 171-189.
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