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Verbraucherumfragen für Konsumprognosen besser nutzen

Author

Listed:
  • Christian Dreger
  • Konstantin A. Kholodilin

Abstract

Mehr als die Hälfte des Bruttoinlandsprodukts im Euroraum wird für den privaten Verbrauch verwendet. Daher kommt der Genauigkeit von Konsumprognosen eine besondere Bedeutung zu. Da der Konsum maßgeblich von den Stimmungen der Akteure beeinflusst wird, weist die Europäische Kommission monatlich das Konsumentenvertrauen aus. Allerdings ist die Prognosequalität dieses Indikators leider nur gering. Im Folgenden wird daher ein Frühindikator für die Konsumausgaben der privaten Haushalte vorgestellt, der die dem Konsumentenvertrauen zugrunde liegenden Informationen besser nutzt. Damit kann die Genauigkeit der Prognose für den privaten Konsum im Euroraum erheblich gesteigert werden.

Suggested Citation

  • Christian Dreger & Konstantin A. Kholodilin, 2011. "Verbraucherumfragen für Konsumprognosen besser nutzen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 78(28), pages 3-8.
  • Handle: RePEc:diw:diwwob:78-28-1
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    More about this item

    Keywords

    Consumer confidence; nowcasting; mixed frequency data;
    All these keywords.

    JEL classification:

    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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