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Arbeitstageeffekt und Bruttoinlandsprodukt : eine empirische Analyse mit einem strukturellen Komponentenmodel

Author

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  • Gebhard Flaig

Abstract

Das starke Wachstum des deutschen Bruttoinlandsprodukts im ersten Quartal 2000, aber auch die kürzlich veröffentlichte Konjunkturprognose des ifo Instituts haben wieder gezeigt, wie groß der Einfluss einer unterschiedlichen Zahl von Arbeitstagen auf das Wirtschaftswachstum sein kann. In dem Beitrag wird das Problem anhand eines strukturellen Zeitreihenmodells analysiert. Dabei wird nicht nur die Arbeitstagekomponente geschätzt, simultan erhält man auch Schätzungen für das Produktionspotential und den Output gap. Als »Nebenprodukt« liefert der Ansatz eine Prognosefunktion sowohl für die beobachtete Zeitreihe selbst als auch für die zugrunde liegenden Komponenten.

Suggested Citation

  • Gebhard Flaig, 2000. "Arbeitstageeffekt und Bruttoinlandsprodukt : eine empirische Analyse mit einem strukturellen Komponentenmodel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 53(22), pages 12-17, August.
    • Handle: RePEc:ces:ifosdt:v:53:y:2000:i:22:p:12-17
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    Citations

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    Cited by:

    1. Gebhard Flaig, 2001. "Gibt es einen »New-Economy-Effekt« auf das amerikanische Produktionspotential?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(05), pages 16-21, October.
    2. Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33, September.
    3. Erich Langmantel, 2001. "Verlaufen die Konjunkturzyklen im Euro-Land ähnlich?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(06), pages 53-54, October.
    4. Gebhard Flaig, 2002. "Unoberserved Components Models for Quarterly German GDP," CESifo Working Paper Series 681, CESifo.

    More about this item

    Keywords

    Sozialprodukt; Konjunkturforschung; Ökonometrisches Makromodell;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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