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The main purpose of the paper is to illustrate the use of a dummy variableinterpretation of the predictive Chow test against structural change. After describing howthe predictive Chow test against structural change in linear regression models can be viewedas a test on the coefficients of a set of dummy variables, it is shown that these canprovide useful additional information on the importance and timing of structural changes.Then, the approach is illustrated by applying it to a version of the St. Louis equation (inrate-of-change form) estimated over the period 1953/I-1976/IV: we detect some instability inthe 1970's but find it is rather localized, being linked mainly to two quarters (1973/IV and1975/III)

Variables binaires et tests prédictifs contre les changements structurels