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Hochfrequente Konjunkturbeobachtung

Author

Listed:
  • Sandra Bilek-Steindl
  • Julia Bock-Schappelwein
  • Christian Glocker

    (WIFO)

  • Serguei Kaniovski
  • Sebastian Koch
  • Richard Sellner

    (Institute for Advanced Studies)

Abstract

In dieser Studie wird eine große Zahl hochfrequenter Indikatoren gesammelt und hinsichtlich ihres Informationsgehaltes im Hinblick auf die Aktivität der österreichischen Volkswirtschaft analysiert. Dies geschieht anhand von Kreuzkorrelationen dieser und anderer häufig verwendeter Indikatoren für verschiedene Referenzreihen, u. a. für das BIP, das verarbeitende Gewerbe, den Bausektor, Teile des Dienstleistungssektors, Investitionen, Konsum, Importe und Exporte. Auf Basis dieser Erkenntnisse werden dynamische Faktormodelle (DFM) für die Referenzreihen spezifiziert. Dies ermöglicht eine Echtzeiteinschätzung und eine Prognose des BIP sowohl durch einen direkten (wöchentlicher WIFO-Wirtschaftsindex – WWWI) als auch durch einen indirekten Ansatz (Cluster dynamischer Faktormodelle – CDFM). Eine Auswahl an hochfrequenten Indikatoren ist auch über den IHS Economic High-Frequency Monitor abrufbar.

Suggested Citation

  • Sandra Bilek-Steindl & Julia Bock-Schappelwein & Christian Glocker & Serguei Kaniovski & Sebastian Koch & Richard Sellner, 2020. "Hochfrequente Konjunkturbeobachtung," WIFO Studies, WIFO, number 66530, April.
    • Handle: RePEc:wfo:wstudy:66530
    Note: With English abstract.
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    File URL: https://www.wifo.ac.at/wwa/pubid/66530
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    Citations

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    Cited by:

    1. Christoph Badelt, 2021. "Österreichs Wirtschaftspolitik in COVID-19-Zeiten und danach. Eine Einschätzung zur Jahreswende 2020/21," WIFO Monatsberichte (monthly reports), WIFO, vol. 94(1), pages 3-23, January.
    2. Christoph Badelt, 2021. "Austria's Economic Policy in the Time of COVID-19 and Beyond. An Assessment at the Turn of the Year 2020-21," WIFO Reports on Austria, WIFO, issue 1, January.

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    Keywords

    TP_COVID;

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