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Étalonnages à l'aide d'enquêtes de conjoncture : de nouveaux résultats

Author

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  • Éric Dubois
  • Emmanuel Michaux

Abstract

The authors propose two methodological improvements in calibration, i.e., the econometric relationships between qualitative data from business surveys and quantified macroeconomic data. The first consists in estimating different calibrations for each month in the quarter, in order to make the best statistical use of the information available when each monthly survey is published. The second consists in implementing a more ?systematic? estimation method based on an algorithm recently presented by Krolzig and Hendry. The latter allows an ?automatic? reproduction of the London School of Economics econometric methodology. The results obtained empirically validate the theoretical contribution of both methods.

Suggested Citation

  • Éric Dubois & Emmanuel Michaux, 2006. "Étalonnages à l'aide d'enquêtes de conjoncture : de nouveaux résultats," Economie & Prévision, La Documentation Française, vol. 172(1), pages 11-28.
    • Handle: RePEc:cai:ecoldc:ecop_172_0011
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    Citations

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    Cited by:

    1. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    2. Luboš Marek & Stanislava Hronová & Richard Hindls, 2019. "Možnosti odhadů krátkodobých makroekonomických agregátů na základě výsledků konjunkturních průzkumů [Possibilities of Estimations of Short-term Macroeconomic Aggregates Based on Business Survey Res," Politická ekonomie, Prague University of Economics and Business, vol. 2019(4), pages 347-370.

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