Tests de rupture: une application au PIB tendanciel français

Hervé Le Bihan

Economie & Prévision, 2004, vol. 163, issue 2, 133-154

Abstract: This paper presents and applies to GDP recently developed tests for structural change, which allow for the endogenous statistical determination of trend growth break dates and numbers of break-points. These tests serve to investigate the existence of breaks in French trend GDP from 1963 to 2001 using both a segmented trend approach and a difference-stationary approach. Only one significant break (the 1974 slowdown) is found. Consequently, trend growth is evaluated at 5.1% prior to 1974 and 2.1% after 1974.

Keywords: test for structural change; trend; cycle; potential GDP (search for similar items in EconPapers)
Date: 2004
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Journal Article: Tests de ruptures: une application au PIB tendanciel français (2004)
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