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VAR et prévisions conjoncturelles

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  • Emmanuelle Clément
  • Jean-Marc Germain

Abstract

This paper presents a method based on vector autoregression (VAR) modelling technique to issue macroeconomic forecasts for the French economy. The accuracy of an eight variables VAR model forecasts are compared to the "Notes de conjoncture de l'INSEE" forecasts using a backward testing method on quaterly data. The VAR modelling technique appears to provide a usefull tool to forecast French macroeconomic variables as GDP or aggregate consumption.

Suggested Citation

  • Emmanuelle Clément & Jean-Marc Germain, 1993. "VAR et prévisions conjoncturelles," Annals of Economics and Statistics, GENES, issue 32, pages 113-135.
    • Handle: RePEc:adr:anecst:y:1993:i:32:p:113-135
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    File URL: http://www.jstor.org/stable/20075928
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    Cited by:

    1. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.

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