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Nowcast als Forecast: Neue Verfahren der BIP-Prognose in Echtzeit

In: Neuvermessung der Datenökonomie

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  • Maaß, Christina Heike

Abstract

(Finanz-)politische Entscheidungen werden meist nach Bewertung aktueller und zukünftig erwarteter ökonomischer Entwicklungen getroffen. Dafür benötigen Entscheidungsträger:innen aus der (Wirtschafts-) Politik beziehungsweise aus den Zentralbanken möglichst aktuelle Konjunkturdaten, um bestmöglich Einfluss auf die gegenwärtige Wirtschaftslage ausüben zu können. Da wichtige volkswirtschaftliche Kennzahlen wie das Bruttoinlandsprodukt (BIP) zumeist nur in mehrmonatigen Intervallen und mit Verzögerung veröffentlicht werden, ist der Großteil der etablierten Indikatoren in Zeiten beschleunigter wirtschaftlicher Veränderungen nicht mehr agil genug. Deswegen befassen sich Ökonom: innen tiefgehend mit der Verbesserung des makroökonomischen Monitorings in Echtzeit, um ein Verfahren zu entwickeln, mit dem die Gegenwart und die nahe Vergangenheit prognostiziert werden können. Eine Prognose des gegenwärtigen Zustands beziehungsweise der nahen Zukunft oder Vergangenheit, am Rande der verfügbaren Daten, wird als "Nowcast" bezeichnet. Dieser Begriff setzt sich aus den englischen Wörtern now (jetzt) und forecast (Prognose) zusammen. Er bedeutet das Beobachten der aktuellen Wirtschaftslage in Echtzeit durch Prognose der Gegenwart, wobei die gegenwärtige Prognose immer wieder aktualisiert wird. (...)

Suggested Citation

  • Maaß, Christina Heike, 2021. "Nowcast als Forecast: Neue Verfahren der BIP-Prognose in Echtzeit," Edition HWWI: Chapters, in: Straubhaar, Thomas (ed.), Neuvermessung der Datenökonomie, volume 6, pages 101-127, Hamburg Institute of International Economics (HWWI).
    • Handle: RePEc:zbw:hwwich:281011
    DOI: 10.15460/hup.254.1926
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    References listed on IDEAS

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    1. Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
    2. Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry, 2009. "Nowcasting Is Not Just Contemporaneous Forecasting," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 71-89, October.
    3. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    4. Bureau of Economic Analysis, 2020. "The 2020 Annual Update of the National Income and Product Accounts," Survey of Current Business, Bureau of Economic Analysis, August.
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