Advanced Search
MyIDEAS: Login to save this paper or follow this series

Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)


Author Info

  • Quaas, Georg
  • Köster, Robert


Das MOGBOT ist ein ökonometrisches Modell für die Zweige der deutschen Volkswirtschaft nach der Gliederung A*10 der Klassifikation WZ 2008 (ergänzt durch das Verarbeitende Gewerbe, Abschnitt C), die den Daten der Volkswirtschaftlichen Gesamtrechnungen nach der Generalrevision 2011 zugrunde liegt. Den hier präsentierten vier Versionen des Modells liegen unterschiedliche ökonometrische Ansätze zugrunde. Es handelt sich um ein an die Zeitreihenanalyse angelehntes Modell (Version A), ein theoriegestütztes strukturelles Regressionsmodell in der Keynes/Klein-Tradition (Version B) und ein VEC-Modell ohne (C1) und mit (C2) exogenen Variablen. Da der Zweck des Modells in erster Linie in der Prognostik gesehen werden muss, wurden alle vier Versionen vor allem unter dem Gesichtspunkt getestet und bewertet, wie sie die (Vierteljahres-) Daten der letzten 18 Jahre mit Hilfe einer dynamischen Lösung des Modells erklären können. Dabei zeigt sich, dass das traditionelle Strukturmodell am besten zu den Daten passt, aber in zwei Fällen wenig plausible Prognosen produziert. Die Ergebnisse des VEC-Modells können verwendet werden, um diese Anomalien zu korrigieren. -- MOGBOT is an econometric model of Germany's branches of trade in the grouping A*10 of the classification scheme WZ 2008 (supplemented by processing trade, section C) according to which the data of the National Account System are reported after the major revision in 2011. The four versions of the model that are presented in this paper follow different econometric approaches. Version A is mainly based on time series analysis and version B is a theory-led structural regression model in the Keynes-Klein tradition. Both are supplemented by two versions of a VEC-model: one without (version C1) and the other with exogenous variables (version C2). Because the primary purpose of the model has to be seen in forecasting, all four versions are mainly tested and assessed from the point of view of how they can explain the (quarterly) data of the last 18 years with a dynamic solution of the model. It turns out that the traditionally designed structural model fits best, but produces implausible forecasts in two cases. The results of the VEC-models can be used to correct these anomalies.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL:
Download Restriction: no

Bibliographic Info

Paper provided by University of Leipzig, Faculty of Economics and Management Science in its series Working Papers with number 106.

as in new window
Date of creation: 2012
Date of revision:
Handle: RePEc:zbw:leiwps:106

Contact details of provider:
Postal: Marschnerstraße 31, 04109 Leipzig
Web page:
More information through EDIRC

Related research

Keywords: Prognose und Simulation; Prognosemodelle; makroökonomische Analyse der ökonomischen Entwicklung; ökonometrische Modelle und ihre Anwendung; Simulationsmethoden; Wirtschaftszweige; deutsche Volkswirtschaft; WZ 2008; Forecasting and Simulation; Forecasting Models; Macroeconomic Analyses of Economic Development; Econometric Models and Applications; Simulation Methods; Branches of Trade; German Economy;

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:


References listed on IDEAS
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.:
as in new window
  1. Grossmann, Volker & Steger, Thomas M. & Trimborn, Timo, 2011. "The Macroeconomics of TANSTAAFL," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-482, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Bretschger, Lucas & Steger, Thomas, 2013. "Globalization, The Volatility Of Intermediate Goods Prices, And Economic Growth," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 17(02), pages 402-430, March.
  3. McKinnon, Ronald & Schnabl, Gunther, 2008. "China's exchange rate impasse and the weak U.S. dollar," Working Papers 73, University of Leipzig, Faculty of Economics and Management Science.
Full references (including those not matched with items on IDEAS)



This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


Access and download statistics


When requesting a correction, please mention this item's handle: RePEc:zbw:leiwps:106. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.