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.

MoreLess

Year of publication:	2004
Authors:	Jacobs, Jan P.A.M. ; Sturm, Jan-Egbert
Publisher:	Munich : Center for Economic Studies and ifo Institute (CESifo)
Subject:	Konjunkturindikator \| Industrielle Produktion \| Zeitreihenanalyse \| Statistischer Fehler \| Schätzung \| Deutschland \| Ifo business survey indicators \| German industrial production \| real-time analysis \| data revision

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Series:	CESifo Working Paper ; 1205
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	856634050 [GVK] hdl:10419/18844 [Handle]
Classification:	C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
Source:	EconStor

Persistent link: https://www.econbiz.de/10010261204