VAR et prévisions conjoncturelles

This paper presents a method based on vector autoregression (VAR) modelling technique to issue macroeconomic forecasts for the French economy. The accuracy of an eight variables VAR model forecasts are compared to the "Notes de conjoncture de l'INSEE" forecasts using a backward testing method on quaterly data. The VAR modelling technique appears to provide a usefull tool to forecast French macroeconomic variables as GDP or aggregate consumption.

MoreLess

Year of publication:	1993
Authors:	CLÉMENT, Emmanuelle ; GERMAIN, Jean-Marc
Published in:	Annales d'Economie et de Statistique. - École Nationale de la Statistique et de l'Admnistration Économique (ENSAE). - 1993, 32, p. 113-135
Publisher:	École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)

Online Resource

Check full text access |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005066241