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Unternehmens- versus Analystenbefragungen : zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
Hüfner, Felix; Schröder, Michael - 2001
In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen … Umfragen unter Finanzanalysten basierenden ZEW-Konjunkturerwartungen einen signifikanten einmonatigen Vorlauf vor den ifo …-Geschäftserwartungen haben. Wir führen dies auf unterschiedliche Erwartungsbildungen der beiden Gruppen zurück. Die ZEW-Konjunkturerwartungen …
Persistent link: https://www.econbiz.de/10011445667
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Forecasting economic activity in Germany: how useful are sentiment indicators?
Schröder, Michael; Hüfner, Felix P. - 2002
We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic...
Persistent link: https://www.econbiz.de/10010297904
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany
Buchen, Teresa; Wohlrabe, Klaus - 2013
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10009721997
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Heuristic model selection for leading indicators in Russia and Germany
Savin, Ivan; Winker, Peter - 2011
Business tendency survey indicators are widely recognized as a key instrument for business cycle forecasting. Their leading indicator property is assessed with regard to forecasting industrial production in Russia and Germany. For this purpose, vector autoregressive (VAR) models are specified...
Persistent link: https://www.econbiz.de/10010286389
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Konjunkturprognosen: Verfahren, Erfolgskontrolle und Prognosefehler
Grömling, Michael - 2005
The economic forecasts for Germany in the period 2001 to 2003 grossly missed reality. Forecasters estimated an average annual growth rate of 1.6 per cent, but real GDP actually grew by only 0.3 per cent per annum. In 2003 the real GDP in Germany even shrank by 0.1 per cent. Forecasters tend to...
Persistent link: https://www.econbiz.de/10010262887
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Macroeconomic forecasts and the nature of economic shocks in Germany
Döpke, Jörg - 2000
Der Beitrag untersucht die Ursachen von Fehlern der Konjunkturprognose der Gemeinschaftsdiagnose der … Arbeitsgemeinschaft wirtschaftswissenschaftlicher Forschungsinstitute in Deutschland. Die Prognosefehler werden im Rahmen eines …
Persistent link: https://www.econbiz.de/10011476550
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Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
Döpke, Jörg - 2000
Der Beitrag untersucht die Ursachen von Fehlern der Konjunkturprognose der Gemeinschaftsdiagnose der … Arbeitsgemeinschaft wirtschaftswissenschaftlicher Forschungsinstitute in Deutschland. Die Prognosefehler werden im Rahmen eines …
Persistent link: https://www.econbiz.de/10010260630
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Nowcasting real GDP growth : comparison between old and new EU countries
Kočenda, Evžen; Poghosyan, Karen - 2020
We analyze the performance of a broad range of nowcasting and short-term forecasting models for a representative set of twelve old and six new member countries of the European Union (EU) that are characterized by substantial differences in aggregate output variability. In our analysis, we...
Persistent link: https://www.econbiz.de/10012172202
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The role of comovement and time-varying dynamics in forecasting commodity prices
Allayioti, Anastasia; Venditti, Fabrizio - 2024
Commodity prices co-move, but the strength of this co-movement changes over time due to structural factors, like changing energy intensity in production and consumption as well as changing composition of underlying shocks. This paper explores whether econometric models that exploit this...
Persistent link: https://www.econbiz.de/10014486704
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Growth and Inflation Forecasts for Germany : An Assessment of Accuracy and Dispersion
Fritsche, Ulrich; Döpke, Jörg - 2004
Based on a panel of German professional forecasts for 1970 to 2003 we find that growth and inflation forecasts are unbiased and weakly, but not strongly efficient. Besides the effect of diverging forecasting dates, no other substantial differences in forecasting quality are found among...
Persistent link: https://www.econbiz.de/10010260675