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Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene

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  • Gerit Vogt

Abstract

Die vorliegende Arbeit wurde von Gerit Vogt während seiner Tätigkeit als wissenschaftlicher Mitarbeiter am ifo Institut für Wirtschaftsforschung erstellt und im März 2009 abgeschlossen. Sie wurde im Juli 2009 an der Technischen Universität Dresden als Dissertation angenommen und mit Erfolg verteidigt. Gegenstand der Arbeit ist die Konjunkturprognose in Deutschland. Im Fokus der Ausführungen steht das Bruttoinlandsprodukt als zentrale Konjunktur- und Prognosevariable. Die Arbeit verfolgt im Wesentlichen zwei Ziele. Das erste Ziel ist, ausgehend von der bestehenden Fachliteratur, einen allgemeinen Überblick über die aktuellen Prognoseaktivitäten in Deutschland auf der Bundes- und der Länderebene zu geben. Ein zweites Ziel ist, die vorhandene Literatur mit zwei neuen Ansätzen zu erweitern und damit zum wissenschaftlichen Fortschritt auf diesem Gebiet beizutragen. Zum einen wird untersucht, inwieweit ausgewählte ifo-Konjunkturindikatoren Informationen enthalten, die zur Prognose der gesamtwirtschaftlichen Entwicklung Deutschlands nützlich sind. Hierbei wird ein Ansatz verwendet, der Datenrevisionen explizit berücksichtigt und damit eine realitätsnahe Beurteilung der Indikatoreigenschaften erlaubt. Zum anderen wird ein an der Dresdner Niederlassung des ifo Instituts entwickeltes Verfahren zur Prognose des sächsischen und ostdeutschen Bruttoinlandsprodukts vorgestellt und auf dessen bisherige Treffgenauigkeit eingegangen.

Suggested Citation

  • Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
    • Handle: RePEc:ces:ifobei:36
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    Cited by:

    1. Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
    2. Christian Seiler & Klaus Wohlrabe, 2013. "The Ifo Business Climate and the German Economy," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(18), pages 17-21, October.
    3. Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
    4. Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg, 2010. "Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 53, July.
    5. Gerit Vogt, 2010. "Zur Güte der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 28-32, 02.

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    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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