OPTIM: a quarterly forecasting tool for French GDP

Karim Barhoumi (), V. Brunhes-Lesage, Laurent Ferrara, Bertrand Pluyaud, B. Rouvreau and Olivier Darné

Quarterly selection of articles - Bulletin de la Banque de France, 2008, issue 13, 31-47

Abstract: The OPTIM model helps to forecast each month the growth rate of French GDP and its main components for the coincident quarter and the quarter ahead. The model uses a wide range of monthly macroeconomic data and survey data, selected by an automatic statistical procedure.

Keywords: GDP forecasting; bridge model; general-to-specifi c approach (Gets). (search for similar items in EconPapers)
JEL-codes: C52 C53 E20 (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:bfr:quarte:2008:13:03

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