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Konstruktion von Indikatoren zur Analyse der wirtschaftlichen Aktivität in den Dienstleistungsbereichen

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  • Klaus Wohlrabe

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Abstract

Der Bereich Dienstleistungen macht mehr als 70% der deutschen Bruttowertschöpfung aus, jedoch ist die Konjunkturanalyse- und Prognose in diesem Wirtschaftsbereich noch sehr unterentwickelt. Ein Blick in die Literatur zeigt, dass die Forschung hier noch am Anfang steht und sich bisher diesem Bereich nicht angenommen hat. Der vorliegende Forschungsbericht stellt einen ersten Ansatz zur Schließung dieser Lücke dar. Zunächst wurden Indikatoren für sechs verschiedene Teilbereiche des Dienstleistungssektors auf ihre Prognoseeigenschaften identifiziert. Hier hat sich gezeigt, dass nur sehr wenige potentielle Indikatoren vorliegen und diese teilweise eine erst recht junge Historie haben. Auf Basis dieses Datenbestandes wurden eine statische und dynamische Korrelationsanalyse, Wendepunktprognosen und ein Prognosewettbewerb bzgl. Punktprognosen durchgeführt. Die Ergebnisse sind teilweise erfolgsversprechend, sind jedoch mit Vorsicht zu interpretieren, da der Evaluierungszeitraum teilweise sehr kurz war. Deshalb wurden neben den Einzelindikatoren auch die Eigenschaften von synthetischen Indikatoren untersucht. Diese wurden auf Basis verschiedener Aggregationsmethoden (Korrelationen und ökonometrische Gewichte) der Einzelindikatoren gewonnen. In der Korrelationsanalyse konnten keine signifikanten Verbesserungen erzielt werden, jedoch wurden für die Prognose für alle Referenzreihen teilweise erhebliche Verbesserungen mit den synthetischen Indikatoren erzielt im Vergleich zum besten Einzelindikator.

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Bibliographic Info

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This book is provided by Ifo Institute for Economic Research at the University of Munich in its series ifo Forschungsberichte with number 55 and published in 2011.

Handle: RePEc:ces:ifofob:55

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Keywords: Dienstleistungssektor; Prognose; Wertschöpfung; Konjunkturindikator; Konjunkturforschung;

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. Beate Schirwitz & Christian Seiler & Klaus Wohlrabe, 2009. "Regionale Konjunkturzyklen in Deutschland – Teil II: Die Zyklendatierung," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 62(14), pages 24-31, 07.
  2. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 66(4), pages 537-565, 09.
  3. Klaus Abberger & Klaus Wohlrabe, 2006. "Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 59(22), pages 19-26, November.
  4. C�cile Denis & Kieran Mc Morrow & Werner R�ger, 2002. "Production function approach to calculating potential growth and output gaps - estimates for the EU Member States and the US," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 176, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
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  6. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, Springer, vol. 37(2), pages 287-301, October.
  7. Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
  8. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 631, Bank of Italy, Economic Research and International Relations Area.
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  12. Klaus Wohlrabe, 2009. "Makroökonomische Prognosen mit gemischten Frequenzen," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 62(21), pages 22-33, November.
  13. Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt9mf223rs, Anderson Graduate School of Management, UCLA.
  14. Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics, University of Munich, Department of Economics 11140, University of Munich, Department of Economics.
  15. Wohlrabe, Klaus, 2009. "Forecasting with mixed-frequency time series models," Munich Dissertations in Economics, University of Munich, Department of Economics 9681, University of Munich, Department of Economics.
  16. Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2000. "The use and abuse of "real-time" data in economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 684, Board of Governors of the Federal Reserve System (U.S.).
  17. Christian Seiler & Klaus Wohlrabe, 2010. "RePEc – eine unabhängige Plattform zur wirtschaftswissenschaftlichen Output-Messung," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 63(07), pages 43-48, 04.
  18. Nikolay Robinzonov & Klaus Wohlrabe, 2010. "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo, CESifo, vol. 56(2), pages 192-220, June.
  19. Gerhard Bry & Charlotte Boschan, 1971. "Foreword to "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs"," NBER Chapters, National Bureau of Economic Research, Inc, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages -1 National Bureau of Economic Research, Inc.
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Cited by:
  1. Klaus Wohlrabe, 2012. "Prognose des Dienstleistungssektors in Deutschland," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 65(01), pages 31-39, 01.

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