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Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen

Author

Listed:
  • Steffen Henzel
  • Robert Lehmann
  • Klaus Wohlrabe

Abstract

Die Kurzfristprognose für das Bruttoinlandsprodukt, also die Prognose des laufenden und folgenden Quartals, nimmt eine gewichtige Stellung in der Erstellung längerfristiger Vorhersagen ein. Regionale Kurzfristprognosen sind aber bis dato kein Bestandteil der wissenschaftlichen Literatur. Im vorliegenden Artikel untersuchen wir, ob regionale Indikatoren in der Lage sind, die Treffsicherheit einer Prognose für das sächsische Bruttoinlandsprodukt in der kurzen Frist zu erhöhen. Insgesamt sind die Ergebnisse für die regionalen Indikatoren sehr heterogen. Wir finden sächsische Indikatoren sowohl am oberen als auch am unteren Ende der Prognose fehlerverteilung. Wesentliche Indikatoren sind der Auslandsumsatz der Industrie, die sächsischen Befragungsindikatoren des ifo Instituts, aber auch der Auftragseingang aus dem sächsischen Fahrzeugbau.

Suggested Citation

  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(04), pages 21-25, August.
    • Handle: RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25
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    References listed on IDEAS

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    More about this item

    Keywords

    Prognoseverfahren; Konjunkturprognose; Regionale Konjunktur; Regionale Entwicklung; Bruttoinlandsprodukt; Sachsen;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • R11 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Regional Economic Activity: Growth, Development, Environmental Issues, and Changes

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