VAR et prévisions conjoncturelles

Emmanuelle Clément and Jean-Marc Germain

Annals of Economics and Statistics, 1993, issue 32, 113-135

Abstract: 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.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1993:i:32:p:113-135

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