Arbeitspapier
Do IFO indicators help explain revisions in German industrial production?
This paper studies the information content of some Ifo indicators. In particular, we investigate whether two Ifo indicators, one on the current business situation, the other on current production development, provide information on revisions of German industrial production. A new feature of our analysis is the construction and use of a real-time dataset. We conclude that the Ifo indicators play a role in explaining revisions, but counterintuitively the business situation indicator performs better than the production indicator.
- Sprache
-
Englisch
- Erschienen in
-
Series: CESifo Working Paper ; No. 1205
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Forecasting Models; Simulation Methods
Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- Thema
-
Ifo business survey indicators
German industrial production
real-time analysis
data revision
Konjunkturindikator
Industrielle Produktion
Zeitreihenanalyse
Statistischer Fehler
Schätzung
Deutschland
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jacobs, Jan P.A.M.
Sturm, Jan-Egbert
- Ereignis
-
Veröffentlichung
- (wer)
-
Center for Economic Studies and ifo Institute (CESifo)
- (wo)
-
Munich
- (wann)
-
2004
- 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
- Jacobs, Jan P.A.M.
- Sturm, Jan-Egbert
- Center for Economic Studies and ifo Institute (CESifo)
Entstanden
- 2004
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