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Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker
[Few differences—on the accuracy of international forecasts and forecaster]

Author

Listed:
  • Ullrich Heilemann

    (Universität Leipzig
    Fraunhofer Zentrum für Internationales Management und Wissensökonomie (IMW))

  • Karsten Müller

    (Hochschule Merseburg)

Abstract

Zusammenfassung Die Arbeit untersucht für 19 Länder die Treffsicherheit der Wachstums- und Inflationsprognosen des Internationalen Währungsfond, der Organisation für wirtschaftliche Zusammenarbeit und Entwicklung, der „Gemeinschaftsdiagnose“ sowie der FERI AG, einem privatwirtschaftlichen Prognoseanbieter, im Zeitraum 2001 bis 2015. Die länderweise Treffsicherheit ist absolut und relativ gesehen bescheiden und unterscheidet sich wenig, auch was Wendepunktprognosen und Prognoserevisionen angeht. Auch die Treffsicherheit der vier Institutionen ist sehr ähnlich – ungeachtet ihrer sehr unterschiedlichen Ressourcenausstattung. Die geringen nationalen Unterschiede dürften vor allem den unterschiedlichen Zeitpunkten der Prognose-Erstellung zuzurechnen sein. „Distance does not matter“ – „Heimvorteile“ oder Nachteile der deutschen Prognostiker zeigten sich im Falle Deutschlands nicht. Verglichen mit Ergebnissen für frühere Zeiträume sind kaum Verbesserungen auszumachen. Sie wären speziell – verflechtungsbedingt – von besseren Prognosen für die Vereinigten Staaten und Deutschland und generell besseren Prognosen der konjunkturellen Wendepunkte/Krisen zu erwarten.

Suggested Citation

  • Ullrich Heilemann & Karsten Müller, 2018. "Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker [Few differences—on the accuracy of international forecasts and forecaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 195-233, December.
  • Handle: RePEc:spr:astaws:v:12:y:2018:i:3:d:10.1007_s11943-018-0230-3
    DOI: 10.1007/s11943-018-0230-3
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    3. Tim Köhler & Jörg Döpke, 2023. "Will the last be the first? Ranking German macroeconomic forecasters based on different criteria," Empirical Economics, Springer, vol. 64(2), pages 797-832, February.
    4. Engelke, Carola & Heinisch, Katja & Schult, Christoph, 2019. "How forecast accuracy depends on conditioning assumptions," IWH Discussion Papers 18/2019, Halle Institute for Economic Research (IWH).
    5. Quaas, Georg, 2019. "Ferndiagnose des RWI-Konjunkturmodells [Remote diagnosis of the RWI business cycle model]," MPRA Paper 95292, University Library of Munich, Germany.

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