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Analyse von Erwartungen in der Volkswirtschaft mit Partial-Least-Squares-Modellen

Author

Listed:
  • Marcus Ruge
  • Hans Gerhard Strohe

Abstract

Der statistische Diskussionbeitrag untersucht, ob und wie sich Erwartungen und Stimmungen in der Wirtschaft bilden bzw. von welchen volkswirtschaftlichen Größen sie abhängen. Als Methodik werden Partial Least Squares (PLS) Modelle genutzt, eine Modellklasse der Pfadanalyse mit latenten Variablen. Die verwendeten Daten wurden vom Ifo-Institut und aus der amtlichen Statistik entnommen. This paper analyses the development of sentiments and expectations in the German economy. The issue is how these expectatons are influenced by major macroeconomic variables like investments or unemployment. Several Partial Least Squares models (PLS) are used to estimate the relations. The data is derived from the German Ifo Institut and the official statistic.

Suggested Citation

  • Marcus Ruge & Hans Gerhard Strohe, 2008. "Analyse von Erwartungen in der Volkswirtschaft mit Partial-Least-Squares-Modellen," Statistische Diskussionsbeiträge 29, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
    • Handle: RePEc:pot:statdp:29
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