Un fan chart conditionnel du PIB construit à l'aide des enquêtes de conjoncture de l'Insee (notice n° 237312)
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|---|---|
| fixed length control field | 02677cam a2200265 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112064318.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cornec, Matthieu |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Un fan chart conditionnel du PIB construit à l'aide des enquêtes de conjoncture de l'Insee |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2013.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 16 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Les intervalles de confiance, les prévisions en densité et leurs illustrations (les fan charts) permettent de décrire utilement l’incertitude inhérente à toute prévision ponctuelle. Toutefois, les techniques existantes à cet égard présentent plusieurs défauts. Nous proposons une nouvelle méthodologie pour représenter l’incertitude d’une prévision en temps réel, à la fois conditionnelle au contexte économique, non-paramétrique et reproductible. En outre, nous construisons un indice du risque prévisionnel associé à notre fan chart afin de mesurer la difficulté intrinsèque de l’exercice de prévision. Construit à l’aide des soldes d’opinions des enquêtes de conjoncture de l’Insee, notre fan chart du PIB capte la récession de 2008-2009 efficacement en temps réel, tandis que l’indice du risque prévisionnel augmente sensiblement, signe d’une incertitude croissante. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Constructing a Conditional GDP Fan Chart with an Application to French Business Survey Data Interval confidence and density forecasts, notably in the form of “fan charts”, are useful tools to describe the uncertainty inherent to any point forecast. However, the existing techniques in this respect suffer from several drawbacks. We propose a new method to represent uncertainty in real-time that is conditional upon the economic outlook, non-parametric and reproducible. Moreover, we build a Forecasting Risk Index associated with our fan chart to measure the intrinsic difficulty of the forecasting exercise. Using balances of opinion of different business surveys carried out by the French statistical institute INSEE, our GDP fan chart efficiently captures the growth stall during the crisis on a real-time basis. Our Forecasting Risk Index has increased substantially in this period of turbulence, showing signs of growing uncertainty. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | prévision en densité |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | enquêtes de conjoncture |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | régression quantile |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | fan chart |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | density forecast |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | business tendency surveys |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | fan chart |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | quantile regression |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Économie & prévision | 199 | 1 | 2013-09-01 | p. 79-92 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-economie-et-prevision-2012-1-page-79?lang=fr">https://shs.cairn.info/revue-economie-et-prevision-2012-1-page-79?lang=fr</a> |
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