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Wie genau sind die Konjunkturprognosen der Institute für Deutschland?

In: List Forum Band 32

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  • Marcus Kappler

Abstract

Economic forecasts are characterised by uncertainties. This article discusses the causes of such uncertainties and calculates empirical forecast intervals for institutional forecasts for several German economic variables. In Addition, it is demonstrated how these intervals can be used to asses the significance of forecast revisions. It turns out that most forecast revisions were not significant and that such revisions usually do not carry important new judgements of the future economic development. Furthermore, it is shown that institutional forecasts outperform forecasts from time series models. However, clear differences among variables in terms of forecast precision emerge.(Original text only available in german language)

Suggested Citation

  • Marcus Kappler, 2006. "Wie genau sind die Konjunkturprognosen der Institute für Deutschland?," List Forum Chapter, in: List Gesellschaft e.V. (ed.), List Forum Band 32, edition 1, volume 3, chapter 10, pages 175-189, List Gesellschaft e.V..
    • Handle: RePEc:lst:lfchap:32-10
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    Cited by:

    1. Birger Antholz, 2006. "Geschichte der quantitativen Konjunkturprognose-Evaluation in Deutschland," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 75(2), pages 12-33.

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