Un indicateur probabiliste du cycle d'accélération pour l'économie française

Marie Adanero-Donderis, Olivier Darné and Laurent Ferrara

Economie & Prévision, 2009, vol. n° 189, issue 3, 95-114

Abstract: We describe a new coincident probabilistic cyclical indicator developed by the Banque de France in order to detect, on amonthly basis, the turning points in the French economy?s acceleration cycle. The indicator is based on the methodologyof Markov-switching models and uses the Bank?s monthly business survey as input. A pseudo-real-time validation since1998 shows the indicator?s usefulness in short-term economic analysis. This type of indicator provides original qualitativeinformation that complements standard quantitative tools for estimating GDP growth.

Keywords: acceleration cycle; probabilistic indicator; Markov-switching models; surveys (search for similar items in EconPapers)
Date: 2009
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Journal Article: Un indicateur probabiliste du cycle d’accélération pour l’économie française (2009)
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