IDEAS home Printed from https://ideas.repec.org/r/adr/anecst/y1999i54p91-127.html
   My bibliography  Save this item

Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
  2. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  3. Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  4. Frédérique Bec & Antonin Aviat & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France:A reference chronology," Working Papers hal-03678309, HAL.
  5. Fondeur, Y. & Karamé, F., 2013. "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
  6. Hélène Erkel-Rousse, 2006. "Les enquêtes de conjoncture : de l'analyse conjoncturelle aux études structurelles," Économie et Statistique, Programme National Persée, vol. 395(1), pages 3-11.
  7. Buss, Ginters, 2010. "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper 22147, University Library of Munich, Germany.
  8. Matthieu Cornec & Thierry Deperraz, 2006. "Un nouvel indicateur synthétique mensuel résumant le climat des affaires dans les services en France," Économie et Statistique, Programme National Persée, vol. 395(1), pages 13-38.
  9. Hélène Baron & Guillaume Baron, 2002. "Un indicateur probabiliste de retournement conjoncturel dans la zone euro," Économie et Statistique, Programme National Persée, vol. 359(1), pages 101-121.
  10. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
  11. repec:spo:wpecon:info:hdl:2441/2466 is not listed on IDEAS
  12. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
  13. Éric Dubois, 2006. "Présentation générale," Économie et Prévision, Programme National Persée, vol. 172(1), pages 1-9.
  14. Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
  15. Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, University Library of Munich, Germany.
  16. Françoise Charpin & Hervé Péléraux, 2000. "L'indicateur avancé de l'OFCE," Post-Print hal-01011215, HAL.
  17. Muriel Nguiffo-Boyom, 2006. "Un indicateur de retournement conjoncturel pour la France : une application du modèle à facteur avec changements de régimes," Économie et Prévision, Programme National Persée, vol. 172(1), pages 101-114.
  18. Bruno, Giancarlo & Malgarini, Marco, 2002. "An Indicator of Economic Sentiment for the Italian Economy," MPRA Paper 42331, University Library of Munich, Germany.
  19. Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.
  20. Fabrice Lenglart & Fabien Toutlemonde, 2002. "Mieux appréhender le climat conjoncturel de la zone euro," Économie et Statistique, Programme National Persée, vol. 359(1), pages 69-81.
  21. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
  22. repec:dau:papers:123456789/1483 is not listed on IDEAS
  23. Françoise Charpin & Hervé Péléraux, 2000. "L'indicateur avancé de l'OFCE," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 133-155.
  24. repec:hal:wpspec:info:hdl:2441/2466 is not listed on IDEAS
  25. François Bouton & Hélène Erkel-Rousse, 2002. "Conjonctures sectorielles et prévision à court terme de l'activité : l'apport de l'enquête de conjoncture dans les services," Économie et Statistique, Programme National Persée, vol. 359(1), pages 35-68.
  26. Matthieu Cornec, 2006. "Analyse factorielle dynamique multifréquence appliquée à la datation de la conjoncture française," Économie et Prévision, Programme National Persée, vol. 172(1), pages 29-43.
  27. repec:spo:wpmain:info:hdl:2441/2466 is not listed on IDEAS
  28. Cepii & Cepremap, 2001. "MARMOTTE : a Multinational Model," Working Papers 2001-15, CEPII research center.
  29. Daniel Grenouilleau, 2004. "A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting," European Economy - Economic Papers 2008 - 2015 219, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  30. repec:hal:spmain:info:hdl:2441/2466 is not listed on IDEAS
  31. Daniel Grenouilleau, 2006. "The Stacked Leading Indicators Dynamic Factor Model: A Sensitivity Analysis of Forecast Accuracy using Bootstrapping," European Economy - Economic Papers 2008 - 2015 249, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.