In the last decade large data sets have become available, both in terms of the number of time series and with higher frequencies (weekly, daily and even higher). All series may suffer from seasonality, which hides other important fluctuations. Therefore time series are typically seasonally...

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...