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Un indicateur de croissance à court terme au Royaume-Uni

Author

Listed:
  • Françoise Charpin

    (OFCE - Observatoire français des conjonctures économiques (Sciences Po) - Sciences Po - Sciences Po)

  • Catherine Mathieu

    (OFCE - Observatoire français des conjonctures économiques (Sciences Po) - Sciences Po - Sciences Po)

Abstract

Cet article présente un indicateur de croissance à court terme de l'économie britannique. Celui-ci permet de prévoir le taux de croissance trimestriel du PIB en utilisant des informations conjoncturelles : indices de la production industrielle et des ventes de détail, enquêtes dans l'industrie, le commerce et les services financiers, taux d'intérêt. La démarche consiste dans un premier temps à estimer une équation économétrique donnant le taux de croissance du PIB en fonction de séries conjoncturelles coïncidentes ou avancées. On estime ensuite les équations permettant de prévoir les séries coïncidentes et celles dont l'avance est inférieure à six mois. On peut alors en déduire le taux de croissance du PIB à l'horizon de deux trimestres. Nous concluons la présentation de l'indicateur en vérifiant que son fonctionnement aurait été satisfaisant au cours des quatre dernières années.

Suggested Citation

  • Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," SciencePo Working papers Main hal-01020087, HAL.
    • Handle: RePEc:hal:spmain:hal-01020087
    DOI: 10.3917/reof.089.0231
    Note: View the original document on HAL open archive server: https://hal-sciencespo.archives-ouvertes.fr/hal-01020087v2
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    3. 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.
    4. 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.
    5. Françoise Charpin, 2001. "Un indicateur de croissance à court terme aux États-Unis," Revue de l'OFCE, Presses de Sciences-Po, vol. 79(4), pages 171-189.
    6. Eduardo Salazar & Richard Smith & Martin Weale & Stephen Wright, 1997. "A Monthly Indicator of GDP," National Institute Economic Review, National Institute of Economic and Social Research, vol. 161(1), pages 84-89, July.
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