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Medienberichte als Konjunkturindikator

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Author Info
Jan Grossarth-Maticek
Johannes Mayr ()

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Abstract

Die Studie untersucht, in wie weit neben den klassischen monatlichen Konjunkturindikatoren, wie dem ifo Geschäftsklimaindex, der Industrieproduktion oder den Auftragseingängen in der Industrie, auch die Medienberichterstattung über die konjunkturelle Entwicklung selbst als Indikator der realen Konjunktur dienen kann. Es werden Indikatoren auf Basis von Medienberichten generiert und bezüglich ihrer Eigenschaft als Prognoseinstrumente der konjunkturellen Entwicklung analysiert. Ein Vergleich mit dem ifo Geschäftsklimaindex zeigt, dass die auf Medienberichte basierenden Indikatoren durchaus Prognosequalitäten für reale gesamtwirtschaftliche Entwicklungen aufweisen können.

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File URL: http://www.cesifo-group.de/DocDL/ifosd_2008_7_3.pdf
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Publisher Info
Article provided by Ifo Institute for Economic Research at the University of Munich in its journal ifo Schnelldienst.

Volume (Year): 61 (2008)
Issue (Month): 07 (09)
Pages: 17-29
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Handle: RePEc:ces:ifosdt:v:61:y:2008:i:07:p:17-29

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Related research
Keywords: Konjunkturindikator; Konjunktur; Kommunikationsmedien; Prognose; Probit-Modell; Deutschland;

Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

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