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Ein multisektoraler Sammelindikator für die Schweizer Konjunktur

Der multisektorale Sammelindikator für die Schweizer Gesamtkonjunktur weist gegenüber eine Reihe von methodischen Innovationen auf und berücksichtigt eine vergleichsweise grosse Anzahl von Indikatorreihen. Für den Stützbereich von 1991 bis 2002 erhalten wir auf Quartalsbasis einen stabilen Vorlauf von zwei Quartalen vor der Referenzreihe Vorjahreswachstumsrate des BIP, und auch die Niveaus der Wachstumsrate werden gut getroffen. Der neue Sammelindikator zeigt auch gute "out of sample" Prognoseeigenschaften, und zwar sowohl bezüglich des Vorlaufs als auch hinsichtlich der Niveaus der Referenzreihe.

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Paper provided by KOF Swiss Economic Institute, ETH Zurich in its series KOF Working papers with number 05-107.

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Length: 25 pages
Date of creation: Sep 2005
Date of revision:
Handle: RePEc:kof:wpskof:05-107
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  9. Michael Graff, 2004. "Estimates of the output gap in real time: how well have we been doing?," Reserve Bank of New Zealand Discussion Paper Series DP 2004/04, Reserve Bank of New Zealand.
  10. Christian Gayer, 2005. "Forecast Evaluation of European Commission Survey Indicators," Journal of Business Cycle Measurement and Analysis, OECD Publishing,Centre for International Research on Economic Tendency Surveys, vol. 2005(2), pages 157-183.
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