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http://hdl.handle.net/10419/18373
  

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dc.contributor.authorKholodilin, Konstantin Arkadievichen_US
dc.contributor.authorSiliverstovs, Borissen_US
dc.date.accessioned2009-01-28T15:43:02Z-
dc.date.available2009-01-28T15:43:02Z-
dc.date.issued2005en_US
dc.identifier.urihttp://hdl.handle.net/10419/18373-
dc.description.abstractIn 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.en_US
dc.language.isoengen_US
dc.publisherDeutsches Institut für Wirtschaftsforschung (DIW) Berlinen_US
dc.relation.ispartofseriesDIW-Diskussionspapiere 522en_US
dc.subject.jelC10en_US
dc.subject.jelE32en_US
dc.subject.ddc330en_US
dc.subject.keywordForecasting real GDPen_US
dc.subject.keyworddiffusion indexen_US
dc.subject.keywordleading indicatorsen_US
dc.subject.keywordPcGetsen_US
dc.titleOn the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidenceen_US
dc.typeWorking Paperen_US
dc.identifier.ppn504313924en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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