Arbeitspapier
Le pouvoir de prévision des indices PMI
L’évolution de la croissance de l’économie mondiale joue un rôle crucial dans la conduite de la politique monétaire canadienne. À cet égard, les auteurs étudient l’utilité des indices mensuels des directeurs d’achats (PMI) pour la prévision de la croissance du PIB réel à court terme de la zone euro, du Japon, du Royaume-Uni, de la Chine, ainsi que de l’économie mondiale. Les indices PMI mensuels ont comme principal avantage d’être diffusés très rapidement comparativement aux données trimestrielles des comptes nationaux et aux autres indicateurs mensuels. L’objectif des auteurs consiste à déterminer si en plus de leur rapidité de diffusion, ces indices comportent de l’information permettant de prévoir la croissance du PIB réel, au-delà de celle contenue dans d’autres indicateurs généralement suivis. Pour ce faire, ils utilisent des modèles indicateurs simples et vérifient si l’inclusion des indices PMI permet d’améliorer les prévisions intra-échantillon et hors échantillon. Les auteurs concluent que les indices PMI ont un caractère statistiquement significatif et que leur prise en compte améliore considérablement la qualité des prévisions pour toutes les économies.
- Language
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Französisch
- Bibliographic citation
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Series: Bank of Canada Discussion Paper ; No. 2010-3
- Classification
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Wirtschaft
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation: Models and Applications
- Subject
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Business fluctuations and cycles
International topics
Cycles et fluctuations économiques
Questions internationales
Wirtschaftsprognose
Wirtschaftswachstum
Sozialprodukt
Indexierung
Konjunktur
Industriestaaten
- Event
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Geistige Schöpfung
- (who)
-
Godbout, Claudia
Jacob, Jocelyn
- Event
-
Veröffentlichung
- (who)
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Bank of Canada
- (where)
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Ottawa
- (when)
-
2010
- DOI
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doi:10.34989/sdp-2010-3
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Godbout, Claudia
- Jacob, Jocelyn
- Bank of Canada
Time of origin
- 2010
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On the existence and fragility of repo markets
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