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Saisonbereinigung in der Konjunkturanalyse: Ein Fallbeispiel

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  • Wolfgang Nierhaus

Abstract

Für die gesamtwirtschaftliche Konjunkturanalyse werden in aller Regel saison- und kalenderbereinigte Reihen der Volkswirtschaftlichen Gesamtrechnungen verwendet. Der Beitrag gibt einen kurzen Abriss der Saisonbereinigung nach dem Census X-12-ARIMA-Verfahren.

Suggested Citation

  • Wolfgang Nierhaus, 2014. "Saisonbereinigung in der Konjunkturanalyse: Ein Fallbeispiel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(21), pages 35-39, November.
    • Handle: RePEc:ces:ifosdt:v:67:y:2014:i:21:p:35-39
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    File URL: https://www.ifo.de/DocDL/ifosd_2014_21_3.pdf
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    References listed on IDEAS

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    1. Klaus Abberger & Wolfgang Nierhaus, 2009. "Months for Cyclical Dominance und ifo Geschäftsklima," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(07), pages 11-19, April.
    2. Kirchner, Robert, 1999. "Auswirkungen des neuen Saisonbereinigungsverfahrens Census X-12-ARIMA auf die aktuelle Wirtschaftsanalyse in Deutschland," Discussion Paper Series 1: Economic Studies 1999,07, Deutsche Bundesbank.
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    Cited by:

    1. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.

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    More about this item

    Keywords

    Saisonbereinigung; Volkswirtschaftliche Gesamtrechnung; Konjunkturforschung;
    All these keywords.

    JEL classification:

    • H61 - Public Economics - - National Budget, Deficit, and Debt - - - Budget; Budget Systems
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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