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Schnellschätzung des RWI/ISLContainerumschlag-Index: Evaluierung und Weiterentwicklung

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  • Döhrn, Roland

Abstract

Etwa 20 Tage nach Ende eines Berichtsmonats wird eine Schnellschätzung des RWI/ISL-Containerumschlag-Index veröffentlicht. Diese basiert jeweils auf Angaben für knapp die Hälfte der in den Index eingehenden Häfen, die rund 70% des abgebildeten Umschlags auf sich vereinigen. Fehlende Angaben werde dabei mit einfachen Verfahren geschätzt. Mit Veröffentlichung jeder Schnellschätzung erscheint ein revidierter Wert für den jeweiligen Vormonat, der die in der Zwischenzeit eingegangenen Daten berücksichtigt. Das Ausmaß, in dem die Schnellschätzung revidiert wird, ist mit rund 0,7 Indexpunkten im Durchschnitt relativ groß. Wesentliche Ursache der Revisionen sind Fehler bei der Fortschreibung fehlender Daten. Der Beitrag stellt ein modifiziertes Fortschreibungsverfahren vor und zeigt, dass es den Revisionsbedarf verringert. Dies gilt insbesondere für Fälle, in denen die Revisionen in der Vergangenheit besonders groß waren.

Suggested Citation

  • Döhrn, Roland, 2019. "Schnellschätzung des RWI/ISLContainerumschlag-Index: Evaluierung und Weiterentwicklung," RWI Materialien 129, RWI - Leibniz-Institut für Wirtschaftsforschung.
    • Handle: RePEc:zbw:rwimat:129
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    References listed on IDEAS

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    1. Mark W. Watson & James H. Stock, 2004. "Combination forecasts of output growth in a seven-country data set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 405-430.
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    JEL classification:

    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution

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