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Eingleichungsmodelle zur Prognose des deutschen Außenhandels

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  • Strauß, Hubert

Abstract

Sowohl die deutschen Exporte als auch die Importe von Waren und Dienstleistungen weisen im Zeitraum 1974?1999 bezüglich der zugrunde liegenden Aktivitätsvariablen eine langfristige Elastizität von jeweils rund 1,5 auf. Die Langfristelastizität in Bezug auf den realen Außenwert der D-Mark fällt mit rund ?0,5 für die Exporte und 0,1 für die Importe dagegen recht unterschiedlich aus. Die kurzfristige Anpassungsdynamik ist durch eine größtenteils kontemporäre Reaktion auf konjunkturelle Änderungen gekennzeichnet, während Wechselkursänderungen einige Quartale benötigen, um voll zu wirken. Dies ergeben Schätzungen nach dem Fehlerkorrekturmodell. Ein Vergleich zeigt, dass die Industrieproduktion im Ausland einen höheren Erklärungsgehalt für die Entwicklung der Ausfuhr hat als das ausländische Bruttoinlandsprodukt und daher auch genauere Prognosen ermöglicht.

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  • Strauß, Hubert, 2000. "Eingleichungsmodelle zur Prognose des deutschen Außenhandels," Kiel Working Papers 987, Kiel Institute for the World Economy (IfW Kiel).
    • Handle: RePEc:zbw:ifwkwp:987
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    More about this item

    Keywords

    Außenhandelselastizität; Exporte; Importe; realer Wechselkurs; Fehlerkorrekturmodell; Konjunkturprognose;
    All these keywords.

    JEL classification:

    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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