La datation du cycle français: une approche probabiliste

Olivier Damette and Zohra Rabah

Revue française d'économie, 2009, vol. Volume XXIV, issue 4, 135-163

Abstract: This article uses a « Markov-switching » model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by « Bry-Boshan ».

Date: 2009
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Journal Article: La datation du cycle français: une approche probabiliste (2010)
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