Bridge Models for French GDP Growth Using Business-Survey Data (notice n° 468596)
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|---|---|
| fixed length control field | 01442cam a2200205 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121053606.0 |
| 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 | Bessec, Marie |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Bridge Models for French GDP Growth Using Business-Survey Data |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2010.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 91 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper discusses new bridge models for short-term forecasting of French quarterly GDP growth. The only data used are from business surveys in French manufacturing, services, and construction. We consider two alternative methods. The first relies on the general-to-specific (GETS) algorithm applied to blocks of randomly selected variables (Hendry and Krolzig, 2005); the other relies on the combination method popularized by Stock and Watson (2004). We conduct in-sample and out-of-sample assessments of both methods using recursive and rolling regressions. We show that the forecast based on an automatic regression-model selection (GETS) performs better, and that extending the database to business surveys in the service and construction sectors can be useful for short-term GDP forecasting. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | forecast combination |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | model selection |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | GDP forecasting |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | business surveys |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 193 | 2 | 2010-12-13 | p. 77-99 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2010-2-page-77?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2010-2-page-77?lang=en&redirect-ssocas=7080</a> |
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