Arbeitspapier
On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence
In this paper we perform a comparative study of the forecasting properties of the alternative leading indicators for Germany using the growth rates of German real GDP. We use the post-unification data which cover years from 1991 through 2004. We detect a structural break in the growth rates that occurs in the first half of 2001. Our results suggest that the forecasting ability of the leading indicators has been rather good in the pre-break period but it significantly deteriorated in the post-break period, i.e. in 2001?2004. None of the leading indicator models was able to predict and accommodate the structural break in the growth rates of the time series under scrutiny.
- Sprache
-
Englisch
- Erschienen in
-
Series: DIW Discussion Papers ; No. 522
- Klassifikation
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
Business Fluctuations; Cycles
- Thema
-
Forecasting real GDP
diffusion index
leading indicators
PcGets
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kholodilin, Konstantin Arkadievich
Siliverstovs, Boriss
- Ereignis
-
Veröffentlichung
- (wer)
-
Deutsches Institut für Wirtschaftsforschung (DIW)
- (wo)
-
Berlin
- (wann)
-
2005
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kholodilin, Konstantin Arkadievich
- Siliverstovs, Boriss
- Deutsches Institut für Wirtschaftsforschung (DIW)
Entstanden
- 2005
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