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La datation du cycle français : une approche probabiliste

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  • Olivier Damette
  • Zohra Rabah

Abstract

[eng] Dating the French Business Cycle : a Probabilistic Reading . 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». [fre] Cet article utilise un modèle à changement de régimes markovien pour dater le cycle français. Il aboutit in fine à une périodisation tout à fait satisfaisante qui détecte effectivement les récessions qu’a connues l’économie française. De plus, il aboutit à une chronologie tout à fait comparable à celle obtenue sur la base des modèles non paramétriques «à la Bry-Boshan» popularisés, notamment, par Harding et Pagan [ 2002].

Suggested Citation

  • Olivier Damette & Zohra Rabah, 2010. "La datation du cycle français : une approche probabiliste," Revue Française d'Économie, Programme National Persée, vol. 24(4), pages 135-163.
    • Handle: RePEc:prs:rfreco:rfeco_0769-0479_2010_num_24_4_1764
    DOI: 10.3406/rfeco.2010.1764
    Note: DOI:10.3406/rfeco.2010.1764
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    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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