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Methoden der ifo Kurzfristprognose am Beispiel der Ausrüstungsinvestitionen

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Listed:
  • Anna Billharz
  • Steffen Elstner
  • Marcus Jüppner

Abstract

Konjunkturprognosen sind für die Planung von Unternehmen und des Staats eine wichtige Bezugs- und Argumentationsgrundlage. Der Artikel zeigt anhand des Beispiels der Ausrüstungsinvestitionen die Herangehensweise bei der Prognose eines Verwendungsaggregats des deutschen BIP. Die Prognose umfasst dabei das laufende sowie das kommende Jahr und wird in zwei Schritten erstellt. Zuerst erfolgt die Kurzfristprognose, bei der das aktuelle sowie das folgende Quartal prognostiziert werden. Sie zeichnet sich dadurch aus, dass für diesen Zeitraum schon Informationen in Form von Indikatoren vorliegen. Der restliche Zeitraum wird anhand ökonometrischer Strukturmodelle prognostiziert, wobei dynamische Eigenschaften der betreffenden Zeitreihe und der verschiedenen Bezugszeitreihen fortgeschrieben werden.

Suggested Citation

  • Anna Billharz & Steffen Elstner & Marcus Jüppner, 2012. "Methoden der ifo Kurzfristprognose am Beispiel der Ausrüstungsinvestitionen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(21), pages 24-33, November.
    • Handle: RePEc:ces:ifosdt:v:65:y:2012:i:21:p:24-33
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    References listed on IDEAS

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    Cited by:

    1. Robert Lehmann, 2023. "The Forecasting Power of the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
    2. Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
    3. Robert Lehmann & Andreas Sharik & Michael Weber, 2014. "Der Erklärungsgehalt der regionalen ifo-Indikatoren am Beispiel der Industrie- und Bauumsätze," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(04), pages 18-24, August.
    4. Isabel Hanisch & Elisabeth Wieland & Timo Wollmershäuser, 2015. "Entwicklung der deutschen Investitionstätigkeit imeuropäischen Vergleich: Die Rolle von Preis- undMengeneffekten," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(16), pages 39-50, August.
    5. Christian Seiler & Klaus Wohlrabe, 2013. "Das ifo Geschäftsklima und die deutsche Konjunktur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(18), pages 17-21, October.

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    More about this item

    Keywords

    Konjunkturprognose; Sozialprodukt; Anlageinvestition; Konjunkturindikator; Prognose; Deutschland; Ausrüstungsinvestition; Bruttoinlandsprodukt;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • O10 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - General

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