Prévision de court terme de la croissance du PIB français à l’aide de modèles à facteurs dynamiques

Factor models are more and more used in short term forecasting. In this paper, we apply the 2-step methodology of Doz, Giannone, Reichlin (2011) to run pseudo real time forecasts of the French GDPa large database and we compare the results to the observed values of the GDP.