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Prediction Qualities of the Ifo Indicators on a Temporal Disaggregated German GDP

  • Christian Seiler

This paper compares the German Gross Domestic Product between 1991 and 2008 with the Ifo business indicators. Because GDP is published quarterly but the Ifo indicators monthly, the most analyses compare these variables by merging the indicators to quarterly data. In this paper an alternative way is shown: GDP will be disaggregated with ECOTRIM, a software package from Eurostat, to get monthly data. Furthermore, a spline-based disaggregation approach is discussed. The results of the analyses demonstrate a high connection between the disaggregated GDP and the Ifo indicators.

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File URL: http://www.cesifo-group.de/portal/page/portal/DocBase_Content/WP/WP-Ifo_Working_Papers/wp-ifo-2005-2010/IfoWorkingPaper-67.pdf
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Paper provided by Ifo Institute for Economic Research at the University of Munich in its series Ifo Working Paper Series with number Ifo Working Paper No. 67.

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Date of creation: 2009
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Handle: RePEc:ces:ifowps:_67
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  1. Ulrich Fritsche, 1999. "Vorlaufeigenschaften von Ifo-Indikatoren für Westdeutschland," Discussion Papers of DIW Berlin 179, DIW Berlin, German Institute for Economic Research.
  2. repec:ces:ifosdt:v::y:2007:i::p:26-31 is not listed on IDEAS
  3. Klaus Abberger & Wolfgang Nierhaus, 2007. "Das ifo Geschäftsklima und Wendepunkte der deutschen Konjunktur," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 60(03), pages 26-31, 02.
  4. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  5. S. Illeris & G. Akehurst, 2002. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 22(1), pages 1-3, January.
  6. Jan Jacobs,, 1994. ""Dividing by 4": A feasible quarterly forecasting method?," Working Papers 22, Centre for Economic Research, University of Groningen and University of Twente.
  7. Victor Ginsburgh, 1973. "A further note on the derivation of quarterly figures consistent with annual data," ULB Institutional Repository 2013/1781, ULB -- Universite Libre de Bruxelles.
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