Estimation of Economic Growth in France Using Business Survey Data

Alain Kabundi ()

No 04/69, IMF Working Papers from International Monetary Fund

Abstract: This paper proposes a new way of computing a coincident indicator for economic activity in France using data from business surveys. We use the generalized dynamic factor model à la Forni and others (2000) to extract common components from a large number of survey observations. The results obtained show that the resulting indicator forecasts economic activity with a relatively high degree of accuracy before the release of actual data.

Keywords: Economic growth; France; Forecasting models; Data collection; Data analysis (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-eec and nep-for
Date: 2004-05-12
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