Analyse économétrique et compréhension des erreurs de prévision

Guillaume Chevillon

Revue de l'OFCE, 2005, vol. 95, issue 4, 327-356

Abstract: This article presents recent results regarding the econometric approach to economic forecasting. We aim to establish here what constitutes a "good" forecast. A forecast taxonomy helps understand how to obtain forecasts that prove robust to the most detrimental source of error: structural breaks that affect the data generating process. The concepts of accuracy, precision and certainty applied to forecast models show that evaluation criteria are paramount in the model design stage. An empirical application to forecasting French imports of goods and services provides an illustration. JEL codes : E3, E5, G18, G21.

JEL-codes: E3 E5 G18 G21 (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.cairn.info/load_pdf.php?ID_ARTICLE=REOF_095_0327 (application/pdf)
http://www.cairn.info/revue-de-l-ofce-2005-4-page-327.htm (text/html)
free

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cai:reofsp:reof_095_0327

Access Statistics for this article

More articles in Revue de l'OFCE from Presses de Sciences-Po
Bibliographic data for series maintained by Jean-Baptiste de Vathaire ().