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Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques

Author

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  • Laurent Ferrara

Abstract

In the recent econometric literature, the role of financial variables in predicting macroeconomic fluctuations is ambiguous. Empirical results depend on the kind of variables, econometric models or sample size. However, some stylized facts clearly appear. In this paper, various financial variables are discussed, the main econometric models are briefly presented and a summary of recent results is put forward. Classification JEL : C53, E32, E37, E44

Suggested Citation

  • Laurent Ferrara, 2010. "Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 645-655.
    • Handle: RePEc:cai:recosp:reco_613_0645
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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

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