| Titre | Modèles VAR et prévisions à court terme | |
|---|---|---|
| Auteur | Pierre Malgrange, Catherine Doz | |
 |
Revue | Economie et prévision |
| Numéro | no 106, 1992/5 Développements récents de la macro-économie | |
| Rubrique / Thématique | Développements récents de la macro-économie |
|
| Page | 109-122 | |
| Résumé anglais |
Using VAR Models for Forecasting,
by Catherine Doz and Pierre Malgrange.
The goal of this article is to evaluate the forecasting ability of a VAR model used as a simple "black box". The products of the estimations result in the selection of a VAR model with cointegration relations, as estimated by the Johansen method. It includes the following variables: GDP, consumption, imports, exports and investment. For the years studied and for certain outlooks, the performances of this model are fairly similar to those carried out by forecasting bodies. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1992_num_106_5_5319 |
