Forecasting the French GDP
24 Aug 2015In this thesis, we explore several short-term forecasting methods to predict the quarterly French GDP growth rate. We consider various forecasting horizons ranging from 1 to 8 month before official figure releases, and present various specifications to adress structural change and model uncertainty. We compare the performances of the most interesting models in a pseudo real-time forecasting exercise, based on a dataset containing 51 predictors.