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Umstellung der deutschen VGR auf Vorjahrespreisbasis

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  • Tödter, Karl-Heinz

Abstract

Das System der Volkswirtschaftlichen Gesamtrechnungen (VGR) in Deutschland wurde im Frühjahr 2005 von der Festpreisbasis auf das Vorjahrespreiskonzept (Kettenindexkonzept) umgestellt. Dadurch werden Substitutionseffekte besser berücksichtigt und die periodische Umbasierung der Zeitreihen entfällt. Volumenreihen für Quartalsdaten werden nunmehr auf der Basis von durchschnittlichen Vorjahrespreisen mit der Annual Overlap (AO) - Methode ermittelt. Die Umstellung hat eine Reihe von Konsequenzen für die Analyse ökonomischer Zusammenhänge. Im Unterschied zur Festpreisbasis lassen sich auf Vorjahrespreisbasis verkettete Volumenreihen nicht mehr einfach addieren. Dies hat Folgen für die Berechnung von Volumenanteilen und Wachstumsbeiträgen. Weitere Komplikationen ergeben sich bei jahresübergreifenden Rechnungen mit verketteten Quartalsdaten sowie bei saisonbereinigten Daten. In dem vorliegenden Papier werden die auftretenden Probleme beim Umgang mit ökonomischen Zeitreihen auf Vorjahrespreisbasis diskutiert. Das Kettenindexkonzept wird erklärt und anhand einer Modellrechnung mit dem Festpreiskonzept verglichen. Die notwendigen Anpassungen bei der Berechnung von Volumenanteilen und Wachstumsbeiträgen werden erläutert. Die Arbeit beleuchtet auch den Zusammenhang des Kettenindexkonzepts zu mikroökonomisch fundierten Indizes. Die Umstellung der vierteljährlichen VGR auf AO - verkettete Quartalsdaten hat auch Konsequenzen für die Modellierung und Simulation von ökonomischen Zusammenhängen in makroökonometrischen Strukturmodellen. Komplikationen treten auch beim Umgang mit kumulierten Volumenreihen, wie reale Vermögens- und Kapitalbeständen, auf.

Suggested Citation

  • Tödter, Karl-Heinz, 2005. "Umstellung der deutschen VGR auf Vorjahrespreisbasis," Discussion Paper Series 1: Economic Studies 2005,31, Deutsche Bundesbank.
    • Handle: RePEc:zbw:bubdp1:4225
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    References listed on IDEAS

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    Cited by:

    1. Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33, October.
    2. Wolfgang Nierhaus, 2007. "Previous year price basis: Aggregation and linked difference," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 60(06), pages 29-33, March.
    3. Wolfgang Nierhaus, 2005. "Previous-year price basis: Calculating rules for aggregation," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(22), pages 12-16, November.
    4. Wolfgang Nierhaus, 2006. "Aggregate production and price level: Volume calculations in comparison," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(14), pages 13-18, July.
    5. Wolfgang Nierhaus, 2007. "Vierteljährliche volkswirtschaftliche Gesamtrechnungen für Sachsen mit Hilfe temporaler Disaggregation," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 14(04), pages 24-36, 08.
    6. Wolfgang Nierhaus, 2008. "Price-adjusted GDP and the practice followed by the Institutes in the Joint Economic Analysis," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(09), pages 15-18, May.

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    More about this item

    Keywords

    chain aggregation; non-additivity; quarterly data; annual - overlap; econometric modelling;
    All these keywords.

    JEL classification:

    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • E0 - Macroeconomics and Monetary Economics - - General

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