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Wirtschaftskonjunktur 2015: Prognose und Wirklichkeit

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  • Wolfgang Nierhaus

Abstract

Das ifo Institut beleuchtet seit Jahren kritisch die Güte der eigenen Konjunkturprognosen. Im folgenden Beitrag werden für das abgelaufene Jahr die Gründe für aufgetretene Differenzen zwischen Prognose und Wirklichkeit diskutiert. Zudem wird auf die Prognosequalität im langjährigen Durchschnitt eingegangen. Die Prognose des ifo Instituts für die jahresdurchschnittliche Zuwachsrate des realen BIP im Jahr 2015 basiert insgesamt gesehen auf etwas zu pessimistisch gesetzten Rahmenbedingungen und war damit zu wenig optimistisch gewesen. Im Dezember 2014 war eine jahresdurchschnittliche Veränderungsrate des realen BIP von 1,5% prognostiziert worden, die erste vorläufige amtliche BIP-Schätzung für das Jahr 2015 beläuft sich auf 1,7%. Der absolute Prognosefehler in Höhe von 0,2 Prozentpunkten liegt damit deutlich innerhalb der vom Statistischen Bundesamt für das reale BIP genannten finalen Revisionsmarge (mittlere absolute Revision: 0,42). Auch die längerfristige Prognosebilanz des ifo Instituts kann sich sehen lassen. Es zeigt sich, dass der mittlere Prognosefehler im Zeitraum 1992 bis 2015 nicht signifikant von null verschieden ist, zudem sind die Prognosen des ifo Instituts effizient. Zudem hat die Treffsicherheit in den vergangenen zwölf Jahren nicht abgenommen, vielmehr hat sie sich im Vergleich zu der Zwölfjahresfrist 1992 bis 2003 erhöht.

Suggested Citation

  • Wolfgang Nierhaus, 2016. "Wirtschaftskonjunktur 2015: Prognose und Wirklichkeit," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(03), pages 34-40, February.
    • Handle: RePEc:ces:ifosdt:v:69:y:2016:i:03:p:34-40
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    References listed on IDEAS

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    3. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    4. Emile Grunberg & Franco Modigliani, 1954. "The Predictability of Social Events," Journal of Political Economy, University of Chicago Press, vol. 62(6), pages 465-465.
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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.
    2. Robert Lehmann & Michael Weber, 2016. "Mehr als Kaffeesatzleserei: Eine Evaluation der ifo Prognosen zur Erwerbstätigkeit in Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 23(02), pages 22-26, April.

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    More about this item

    Keywords

    Konjunktur; Wirtschaftsprognose; Prognoseverfahren; Statistische Methode;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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