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Zur Kurzfristprognose mit Faktormodellen und Prognoseanpassungen

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  • Hauber, Philipp

Abstract

Das Bruttoinlandsprodukt wird in Quartalsfrequenz veröffentlicht und dies mit einigem zeitlichen Abstand zum jeweiligen Quartalsende (üblicherweise 45 Tage). Zugleich ist eine Vielzahl an anderen Indikatoren in höherer Frequenz und mit geringeren Publikationsverzögerungen (z.B. Umfrage-Indikatoren oder Produk-tionsdaten) verfügbar, die Informationen über das Bruttoinlandsprodukt im laufenden Quartal enthalten dürften. Unter dem Begriff "Nowcasting" werden in der Literatur Ansätze diskutiert, die mit den Besonderheiten dieser Situation für die Kurzfristprognose umgehen können.

Suggested Citation

  • Hauber, Philipp, 2018. "Zur Kurzfristprognose mit Faktormodellen und Prognoseanpassungen," Kiel Insight 2018.5, Kiel Institute for the World Economy (IfW Kiel).
    • Handle: RePEc:zbw:ifwbox:20185
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    1. Schumacher, Christian & Breitung, Jörg, 2008. "Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data," International Journal of Forecasting, Elsevier, vol. 24(3), pages 386-398.
    2. Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2013. "Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 392-411, April.
    3. Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
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    Cited by:

    1. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia & Sonnenberg, Nils, 2022. "German Economy Summer 2022 - Slowly progessing recovery," Kiel Institute Economic Outlook 92, Kiel Institute for the World Economy (IfW Kiel).
    2. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia & Sonnenberg, Nils, 2022. "Deutsche Wirtschaft im Sommer 2022 - Erholung kommt mühsam voran [German Economy Summer 2022 - Slowly progessing recovery]," Kieler Konjunkturberichte 92, Kiel Institute for the World Economy (IfW Kiel).
    3. Boysen-Hogrefe, Jens & Groll, Dominik & Hoffmann, Timo & Jannsen, Nils & Kooths, Stefan & Sonnenberg, Nils & Stamer, Vincent, 2023. "Deutsche Wirtschaft im Frühjahr 2023: Konjunktur fängt sich, Auftriebskräfte eher gering [German economy in spring 2023: Economy is stabilizing but little momentum going forward]," Kieler Konjunkturberichte 101, Kiel Institute for the World Economy (IfW Kiel).
    4. Boysen-Hogrefe, Jens & Groll, Dominik & Hoffmann, Timo & Jannsen, Nils & Kooths, Stefan & Sonnenberg, Nils & Stamer, Vincent, 2023. "Deutsche Wirtschaft im Winter 2023: Finanzpolitik in Turbulenzen - Gegenwind für die Erholung [German Economy in Winter 2023: Public budget under stress - Recovery faces headwinds]," Kieler Konjunkturberichte 110, Kiel Institute for the World Economy (IfW Kiel).
    5. Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina & Wolters, Maik H., 2018. "Deutsche Konjunktur im Sommer 2018 - Deutsche Wirtschaft: Luftloch im konjunkturellen Höhenflug [German Economy Summer 2018 - German economy: Temporary slowdown, boom not over yet]," Kieler Konjunkturberichte 44, Kiel Institute for the World Economy (IfW Kiel).
    6. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia & Sonnenberg, Nils, 2022. "German Economy Summer 2022 - Slowly progessing recovery," Kiel Institute Economic Outlook 92, Kiel Institute for the World Economy (IfW Kiel).
    7. Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia, 2020. "Deutsche Wirtschaft im Winter 2020 - Zweite Corona-Welle unterbricht Erholung [German Economy Winter 2020 - Second Covid wave interrupts recovery]," Kieler Konjunkturberichte 74, Kiel Institute for the World Economy (IfW Kiel).
    8. Hauber, Philipp & Jannsen, Nils & Wolters, Maik H., 2018. "Schwacher Jahresauftakt 2018: Delle oder Beginn eines Abschwungs?," Kiel Insight 2018.10, Kiel Institute for the World Economy (IfW Kiel).
    9. Boysen-Hogrefe, Jens & Groll, Dominik & Hoffmann, Timo & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia & Sonnenberg, Nils, 2022. "Deutsche Wirtschaft im Herbst 2022 - Konjunktur auf Entzug [German Economy Autumn 2022 - Consumption-driven recession]," Kieler Konjunkturberichte 95, Kiel Institute for the World Economy (IfW Kiel).
    10. Boysen-Hogrefe, Jens & Groll, Dominik & Hoffmann, Timo & Jannsen, Nils & Kooths, Stefan & Sonnenberg, Nils & Stamer, Vincent, 2022. "Deutsche Wirtschaft im Winter 2022 - Im Kriechgang durch die Energiekrise [German Economy Winter 2022 - Inching through the energy crisis]," Kieler Konjunkturberichte 98, Kiel Institute for the World Economy (IfW Kiel).
    11. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Meuchelböck, Saskia & Sonnenberg, Nils, 2022. "Deutsche Wirtschaft im Sommer 2022 - Erholung kommt mühsam voran [German Economy Summer 2022 - Slowly progessing recovery]," Kieler Konjunkturberichte 92, Kiel Institute for the World Economy (IfW Kiel).

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