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La datation du cycle français : une approche probabiliste

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  • Olivier Damette
  • Zohra Rabah

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 ».

Suggested Citation

  • Olivier Damette & Zohra Rabah, 2009. "La datation du cycle français : une approche probabiliste," Revue française d'économie, Presses de Sciences-Po, vol. 0(4), pages 135-163.
    • Handle: RePEc:cai:rferfe:rfe_094_0135
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    Cited by:

    1. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: a reference chronology," SciencePo Working papers Main hal-03373425, HAL.

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