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Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur

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Abstract

Der hier vorgestellte multisektorale Sammelindikator fuer die Schweizer Gesamtkonjunktur weist gegenueber vergleichbaren Fruehindikatoren fuer die Entwicklung des Bruttoinlandprodukts (BIP) eine Reihe von methodischen Innovationen auf und beruecksichtigt eine vergleichsweise grosse Anzahl von Indikatorreihen. Fuer den Stuetzbereich von 1991 bis 2002 erhalten wir auf Quartalsbasis einen stabilen Vorlauf des Sammelindikators von zwei Quartalen vor der Referenzreihe Vorjahreswachstumsrate des BIP, und auch die Niveaus der Wachstumsrate werden gut getroffen. Der neue Sammelindikator zeigt auch rechts vom Ende des Stuetzbereiches gute Prognoseeigenschaften, und zwar sowohl bezueglich des Vorlaufs als auch hinsichtlich der Niveaus der Referenzreihe. Da sich der neue Indikator als dem aktuellen KOF-Konjunkturbarometer gemessen an den derzeit verfuegbaren provisorischen BIPQuartalsdaten auch "out of sample" ueberlegen erweist, haben wir Grund zu der Annahme, dass dies auch in Zukunft so sein duerfte.

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  • Michael Graff, 2005. "Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur," KOF Working papers 05-107, KOF Swiss Economic Institute, ETH Zurich.
    • Handle: RePEc:kof:wpskof:05-107
    DOI: 10.3929/ethz-a-005104844
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    Cited by:

    1. Boriss Siliverstovs, 2011. "The Real-Time Predictive Content of the KOF Economic Barometer," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 147(III), pages 353-375, September.
    2. Boriss Siliverstovs, 2010. "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers 10-249, KOF Swiss Economic Institute, ETH Zurich.
    3. Michael Graff, 2008. "Ein Stimmungsindikator für das Schweizer Kreditgewerbe," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 2(1), pages 59-70, March.

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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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