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Tests de ruptures : une application au PIB tendanciel français

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  • Hervé Le Bihan

Abstract

[eng] Break Tests : An Application to French Trend GDP by Hervé Le Bihan . This paper presents and applies to GDP recently developed tests for structural change , which allow for the endogenous statistical determination of trend growth break dates and numbers of break-points . These tests serve to investigate the existence of breaks in French trend GDP from 1963 to 2001 using both a segmented trend approach and a difference-stationary approach . Only one significant break (the 1974 slowdown ) is found . Consequently , trend growth is evaluated at 5.1 % prior to 1974 and 2.1 % after 1974 . [fre] Le présent article décrit des procédures de test de changements structurels développées récemment et propose une application de ces tests au Produit Intérieur Brut . En particulier , dans ces tests , les dates et le nombre de ruptures dans le taux de croissance du PIB tendanciel ne sont pas supposés connus a priori et sont déterminés de façon endogène par une procédure statistique . Les résultats des tests menés sur le PIB français sur la période 1963-2001 conduisent à ne retenir comme significative sur la période qu ’ une seule rupture , celle de 1974 , contemporaine du premier choc pétrolier . L ’ évaluation de la croissance tendancielle associée à cet exercice est de 5,1 % avant 1974 et de 2,1 % après 1974 .

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  • Hervé Le Bihan, 2004. "Tests de ruptures : une application au PIB tendanciel français," Économie et Prévision, Programme National Persée, vol. 163(2), pages 133-154.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_2004_num_163_2_7349
    DOI: 10.3406/ecop.2004.7349
    Note: DOI:10.3406/ecop.2004.7349
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    Cited by:

    1. Christophe Cahn & Arthur Saint-Guilhem, 2010. "Potential output growth in several industrialised countries a comparison," Empirical Economics, Springer, vol. 39(1), pages 139-165, August.
    2. Jean-Pierre Allegret & Alain Sand-Zantman, 2009. "Does a Monetary Union protect again shocks? An assessment of Latin American integration," Post-Print halshs-00371069, HAL.
    3. Allegret, Jean-Pierre & Sand-Zantman, Alain, 2009. "Does a Monetary Union protect against external shocks?: An assessment of Latin American integration," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 102-118.
    4. Jean-Pierre Allegret & Alain Sand-Zantman, 2008. "Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR," Post-Print halshs-00269122, HAL.
    5. repec:spo:wpmain:info:hdl:2441/5l6uh8ogmqildh09h61qna0rp is not listed on IDEAS
    6. Clément Bosquet & Michel Fouquin, 2008. "Productivité du travail : la fin du processus de convergence ?," Économie et Statistique, Programme National Persée, vol. 419(1), pages 125-142.
    7. Éric Heyer & Mathieu Plane & Xavier Timbeau, 2010. "Quelle dette publique à l'horizon 2030 en France ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 5-33.
    8. Potier, L. & Saint-Guilhem, A., 2006. "Adjustment scenarios for the US current account balance:an assessment based on different NiGEM calibrations," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 19-47, Winter.
    9. Charbel Macdissi & Jean-François Verne, 2009. "Un essai d'estimation de la production potentielle au Liban," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 143-159.
    10. Jean-Pierre Allegret & Alain Sand-Zantman, 2008. "Monetary Integration Issues in Latin America: A Multivariate Assessment," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 279-308, September.
    11. repec:hal:spmain:info:hdl:2441/5l6uh8ogmqildh09h61qna0rp is not listed on IDEAS

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