Multifrequency Dynamic Factor Analysis Applied to the Dating of the French Economic Cycle (notice n° 468414)
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|---|---|
| fixed length control field | 01337cam a2200217 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121053534.0 |
| 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 | Multifrequency Dynamic Factor Analysis Applied to the Dating of the French Economic Cycle |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2006.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 4 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The author describes a dynamic-factor model to date the French economic cycle on a monthly basis from 1985 to the present, using the methodology proposed by Murasawa and Mariano. The model, estimated using a Kalman filter, assumes a common monthly dynamic between quarterly GDP and other major quantitative indicators of the French economy. The resulting indicator enables us to distinguish seven cyclical phases during the period. Only one recession appears, from September 1992 to May 1993. We also apply the method to business surveys in manufacturing in order to re-examine the “synthetic” business-climate indicator published by INSEE. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | time series |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Kalman filter |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | missing values |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | business surveys |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | factor analysis |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 172 | 1 | 2006-03-01 | p. 29-43 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2006-1-page-29?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2006-1-page-29?lang=en&redirect-ssocas=7080</a> |
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