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Le modèle OPTIM permet de prévoir, chaque mois, les taux de croissance du PIB de la France et de ses principales composantes, pour le trimestre en cours et le trimestre suivant. Ce modèle mobilise un large éventail de données macro-économiques mensuelles et de données d’enquête,...
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, which also helps to assess the forecasting performance of the revised OPTIM model in the prediction of aggregated GDP. This …
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The forecasting literature has identified three important and broad issues: the predictive content is unstable over … forecasting variables before use. We thus cut-out the low frequency components and show, in simulations and on financial data …
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