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La Prévision Macroéconométrique by Dovoedo-A

La Prévision Macroéconométrique

by Dovoedo-A
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Book cover type: Paperback
  • ISBN13: 9786131548116
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Publication Date:
  • Pages: 56
  • Original Price: USD 38.0
  • Language: French
  • Edition: N/A
  • Item Weight: 96 grams
  • BISAC Subject(s): General

Ce travail porte sur les aspects empiriques de la prévision macroéconomique. Il fait la synthèse des procédures utilisées par les prévisionnistes pour corriger les prévisions initiales fournies par les modèles macroéconométriques à équations simultanées qu'ils utilisent. Il présente ensuite succinctement et illustre concrètement l'approche alternative crédible constituée par la modélisation autorégressive vectorielle (VAR) bayésienne, lancée dans les années 80 par Robert Litterman, mais encore peu connue et utilisée malgré son moindre coût et ses meilleures performances. Cette approche repose sur l'adoption d'une loi a priori simple et flexible pour les coefficients du modèle VAR utilisé. L'application de la méthodologie VAR bayésienne à la prévision de trois variables macroéconomiques au Sénégal, à savoir le PIB réel, le déflateur du PIB et la masse monétaire, permet de vérifier ses incontestables avantages.

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