Estimation précoce de la croissance (notice n° 838211)
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| fixed length control field | 01932cam a2200241 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250123141326.0 |
| 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 | Charpin, Françoise |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Estimation précoce de la croissance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2009.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 99 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | RésuméDans ce travail, l’estimation précoce de la croissance provient d’un modèle à facteurs, extraits d’un nombre réduit de séries mensuelles, ces dernières ayant été choisies par l’algorithme de la régression LARS (Least Angle Regression). On suit en cela le travail de Bai et Ng (2008) qui tranche avec le traditionnel modèle à facteurs, basé sur un très grand nombre de séries mensuelles. Les auteurs préconisent de ne retenir que les séries les plus performantes pour prévoir la croissance « the targeted predictors ». Une pseudo analyse en temps réel est mise en œuvre sur la période 2001-2007 pour estimer la croissance française du trimestre en cours et du trimestre suivant. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this paper, nowcasts are provided by a factor model, where factors are extracted from a small number of monthly series, selected using the LARS algorithm (Least Angle Regression). We follow the work of Bai and Ng (2008) which contrasts strongly with the traditional factor model based on a large information set. They recommend selecting only targeted predictors, i.e. the most informative series to forecast growth. A pseudo real time analysis is carried out to estimate French growth over the period 2001-2007. JEL Classification: C22, C53. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | modele à facteurs |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | regression LARS |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | prevision |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | forecasting |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | factor model |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | targeted predictors |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Revue de l'OFCE | 108 | 1 | 2009-02-23 | p. 31-48 | 1265-9576 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-de-l-ofce-2009-1-page-31?lang=fr&redirect-ssocas=7080">https://shs.cairn.info/revue-de-l-ofce-2009-1-page-31?lang=fr&redirect-ssocas=7080</a> |
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