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Zum Konjunkturverbund zwischen der EU und den Beitrittsländern

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  • Dora Borbély
  • Carsten-Patrick Meier

Abstract

Dieser Beitrag untersucht die Konjunkturverläufe der Beitrittskandidaten, der EU und Deutschlands über das vergangene Jahrzehnt. Sowohl anhand von Daten zur Industrieproduktion als auch anhand von umfragebasierten Vertrauensindikatoren für die Industrie lässt sich zeigen, dass sich die Konjunkturzyklen stark ähneln. Tests auf Granger-Nichtkausalität zeigen ferner, dass die Konjunktur in den Beitrittsländern durch die Konjunktur in den EU-Ländern beeinflusst wird, diese jedoch auch auf die EU zurückwirken. Die Studie befasst sich schließlich auch mit Möglichkeiten, die Konjunktur in den Beitrittsländern, wie sie durch die Industrieproduktion repräsentiert wird, zu prognostizieren. Dabei zeigt sich, dass die Berücksichtigung von Vertrauensindikatoren unter bestimmten Umständen zu einer Verbesserung der Prognosen für die Industrieproduktion führen kann.

Suggested Citation

  • Dora Borbély & Carsten-Patrick Meier, 2003. "Zum Konjunkturverbund zwischen der EU und den Beitrittsländern," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 72(4), pages 492-509.
    • Handle: RePEc:diw:diwvjh:72-40-2
    DOI: 10.3790/vjh.72.4.492
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    References listed on IDEAS

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    2. Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, vol. 13(2), pages 281-291, June.
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