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Vorlaufeigenschaften von Ifo-Indikatoren für Westdeutschland

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Author Info
Ulrich Fritsche

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Abstract

Ifo-Indikatoren werden auf ihre Vorlaufeigenschaften, auf Granger-Kausalität, die Stabilität der Vorlaufbeziehung und einen Strukturbruch untersucht. Da die Ifo-Reihen noch nicht auf die neue Gliederung der amtlichen Statistik (WZ 93) umgestellt wurden, wird erstmals die Eignung der verschiedenen Indikatoren nach institutioneller und Verwendungszweckgliederung gemessen an den umbasierten Produktionsindexreihen nach WZ 93 beurteilt. Ebenfalls neu ist, daß zur Beurteilung der Konjunkturkomponente eine normierte Trendabweichung von einem Hodrick-Prescott-Filter benutzt wurde. Die These der Strukturkonstanz ist zurückzuweisen; die Stabilität der Vorlaufbeziehung in den 90er Jahren ist enger geworden. Die Indikatoren mit längerem Vorlauf (Geschäftserwartungen und Produktionspläne) weisen keine nachweisbar geringere Stabilität auf.

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Paper provided by DIW Berlin, German Institute for Economic Research in its series Discussion Papers of DIW Berlin with number 179.

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Length: 30 p.
Date of creation: 1999
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Handle: RePEc:diw:diwwpp:dp179

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Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
L60 - Industrial Organization - - Industry Studies: Manufacturing - - - General
L70 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - General

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  1. Carlson, John A & Parkin, J Michael, 1975. "Inflation Expectations," Economica, London School of Economics and Political Science, vol. 42(166), pages 123-38, May. [Downloadable!] (restricted)
  2. Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  3. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July. [Downloadable!] (restricted)
  4. Bernd Görzig & Joachim Schintke, 1998. "Lange Zeitreihen der Investitionstätigkeit in den Sektoren des verarbeitenden Gewerbes," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 67(3), pages 165-188.
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(explanations, 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.)

  1. Richard Etter & Michael Graff, 2003. "Estimating and Forecasting Production and Orders in Manufacturing Industry from Business Survey Data: Evidence from Switzerland, 1990-2003," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(IV), pages 507-533, December. [Downloadable!]
  2. Hüfner, Felix & Lahl, David, 2003. "What Determines the ZEW Indicator?," ZEW Discussion Papers 03-48, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  3. Hinze, Jorg, 2003. "Prognoseleistung von Fruhindikatoren: Die Bedeutung von Fruhindikatoren fur Konjunk-turprognosen - Eine Analyse fur Deutschland," Discussion Paper Series 26253, Hamburg Institute of International Economics. [Downloadable!]
  4. Hüfner, Felix & Schröder, Michael, 2001. "Unternehmens- versus Analystenbefragungen : zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers 01-04, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  5. J. Breitung & D. Jagodzinski, . "Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland," Sonderforschungsbereich 373 2002-36, Humboldt Universitaet Berlin.
  6. Schröder, Michael & Hüfner, Felix P., 2002. "Forecasting economic activity in Germany : how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  7. Joachim Benner & Carsten-Patrick Meier, 2003. "Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland," Kiel Working Papers 1139, Kiel Institute for the World Economy. [Downloadable!]
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