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Do Ifo Indicators Help Explain Revisions in German Industrial Production?

  • Jan Jacobs
  • Jan-Egbert Sturm

This paper studies the information content of some Ifo indicators. In particular, we investigate whether two Ifo indicators, one on the current business situation, the other on current production development, provide information on revisions of German industrial production. A new feature of our analysis is the construction and use of a real-time dataset. We conclude that the Ifo indicators play a role in explaining revisions, but counterintuitively the business situation indicator performs better than the production indicator.

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File URL: http://www.cesifo-group.de/portal/page/portal/DocBase_Content/WP/WP-CESifo_Working_Papers/wp-cesifo-2004/wp-cesifo-2004-05/cesifo1_wp1205.pdf
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Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number 1205.

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Date of creation: 2004
Date of revision:
Handle: RePEc:ces:ceswps:_1205
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  1. Chris Bajada, 2001. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Working Paper Series 110, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Shaun P. Vahey & Andreas Pick & Don M. Egginton, 2001. ""Keep it real!": A real-time UK macro data set," Economics Bulletin, AccessEcon, vol. 28(18), pages A0.
  3. Dean Croushore & Tom Stark, 1999. "A real-time data set for macroeconomists," Working Papers 99-4, Federal Reserve Bank of Philadelphia.
  4. Ulrich Fritsche & Sabine Stephan, 2000. "Leading Indicators of German Business Cycles: An Assessment of Properties," Macroeconomics 0004005, EconWPA.
  5. Erich Langmantel, 1999. "Das ifo Geschäftsklima als Indikator für die Prognose des Bruttoinlandsprodukts," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 52(16-17), pages 16-21, October.
  6. Schröder, Michael & Hüfner, Felix P., 2002. "Forecasting economic activity in Germany: how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  7. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer, vol. 21(1), pages 243-247, December.
  8. Zarnowitz, Victor, 1992. "Business Cycles," National Bureau of Economic Research Books, University of Chicago Press, number 9780226978901, June.
  9. Wolfgang Nierhaus & Jan-Egbert Sturm, 2003. "Methoden der Konjunkturprognose," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 56(04), pages 7-23, 02.
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