Dating the French Business Cycle: a Probabilistic Reading

La datation du cycle français: une approche probabiliste

Olivier Damette and Zohra Rabah
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Zohra Rabah: BETA - Bureau d'Économie Théorique et Appliquée - INRA - Institut National de la Recherche Agronomique - UNISTRA - Université de Strasbourg - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique

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Abstract: This article uses a « Markov-switching » model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by « Bry-Boshan ».

Date: 2009-12-01
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Published in Revue Française d'Economie, 2009, 24 (4), pp.135-163. ⟨10.3917/rfe.094.0135⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03718354

DOI: 10.3917/rfe.094.0135

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