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Un indicateur de croissance à court terme de la zone euro

Author

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  • Françoise Charpin

Abstract

The paper shows how to exploit monthly data rapidly available to forecast the growth of real GDP two quarters ahead using econometric equations. The procedure consists of two steps. First, we estimate an equation giving the quarterly GDP growth according to coincident and leading series. Second, we estimate monthly equations permitting to forecast the coincident and the leading series which lead is less than six months. It allows us to deduce the GDP growth for the current and next quarters. We verify that the instrument would have produced acceptable forecasts over the last three years.

Suggested Citation

  • Françoise Charpin, 2002. "Un indicateur de croissance à court terme de la zone euro," Revue de l'OFCE, Presses de Sciences-Po, vol. 83(4), pages 229-242.
    • Handle: RePEc:cai:reofsp:reof_083_0229
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    1. repec:hal:spmain:info:hdl:2441/1926 is not listed on IDEAS
    2. repec:hal:wpspec:info:hdl:2441/1926 is not listed on IDEAS
    3. repec:spo:wpecon:info:hdl:2441/1926 is not listed on IDEAS
    4. repec:spo:wpmain:info:hdl:2441/1926 is not listed on IDEAS
    5. repec:spo:wpmain:info:hdl:2441/6407 is not listed on IDEAS
    6. Éric Heyer & Hervé Péléraux, 2004. "Un indicateur de croissance infra-annuelle pour l'économie française," Revue de l'OFCE, Presses de Sciences-Po, vol. 88(1), pages 203-218.
    7. repec:hal:spmain:info:hdl:2441/6407 is not listed on IDEAS
    8. Cotrie, Gladys & Craigwell, Roland & Maurin, Alain, 2009. "A review of leading composite indicators: making a case for their use in Caribbean economies," MPRA Paper 33390, University Library of Munich, Germany, revised 2009.
    9. repec:hal:wpspec:info:hdl:2441/1782 is not listed on IDEAS
    10. Catherine Mathieu & Françoise Charpin, 2004. "A new leading indicator of UK quarterly GDP growth," Working Papers hal-00972860, HAL.
    11. Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," Revue de l'OFCE, Presses de Sciences-Po, vol. 89(2), pages 231-251.
    12. Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," SciencePo Working papers Main hal-01020087, HAL.
    13. Christophe Blot & Grégory Levieuge, 2008. "Les indicateurs des conditions monétaires permettent-ils de prévoir l'activité économique ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 91-116.
    14. Catherine Mathieu & Françoise Charpin, 2004. "A new leading indicator of UK quarterly GDP growth," SciencePo Working papers Main hal-00972860, HAL.
    15. repec:hal:spmain:info:hdl:2441/1782 is not listed on IDEAS
    16. repec:spo:wpecon:info:hdl:2441/1782 is not listed on IDEAS
    17. Françoise Charpin, 2005. "OFCE quaterly GDP growth indicators," Documents de Travail de l'OFCE 2005-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    18. repec:spo:wpmain:info:hdl:2441/1782 is not listed on IDEAS

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