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Doz, Catherine; Malgrange, Pierre - 1993 - Rev.

Persistent link: https://www.econbiz.de/10000869960

Prévision de court terme de la croissance du PIB français à l’aide de modèles à facteurs dynamiques : impact de la sélection des variables

Combes, Stéphanie; Doz, Catherine; Fournier, Jean-Marie - 2013

Persistent link: https://www.econbiz.de/10009790022

Short-term forecasting of French GDP growth using dynamic factor models

Bessec, Marie; Doz, Catherine - In: Journal of business cycle measurement and analysis : a … (2013) 2, pp. 11-50

Persistent link: https://www.econbiz.de/10010418856

Prévisions de court terme du PIB : modèles à facteurs dynamiques et non stationnarité

Combes, Stéphanie; Doz, Catherine - 2014

Persistent link: https://www.econbiz.de/10010489221

Modèles VAR et prévisions à court terme

Doz, Catherine - In: Economie & prévision : EP (1992), pp. 109-122

Persistent link: https://www.econbiz.de/10001140137

Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

Persistent link: https://www.econbiz.de/10012244551

Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

The Great Recession and the subsequent period of subdued GDP growth in most advanced economies have highlighted the need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility, and fluctuations in trend GDP growth. In this paper, we...

Persistent link: https://www.econbiz.de/10012227436

Forecasting French GDP with dynamic factor models : a pseudo-real time experiment using factor-augmented error correction models

Combes, Stéphanie; Doz, Catherine - 2018

Persistent link: https://www.econbiz.de/10011996298