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dc.contributor.authorKholodilin, Konstantin Arkadievichen
dc.contributor.authorSiliverstovs, Borissen
dc.date.accessioned2009-02-09-
dc.date.accessioned2009-08-06T13:20:52Z-
dc.date.available2009-08-06T13:20:52Z-
dc.date.issued2009-
dc.identifier.urihttp://hdl.handle.net/10419/27380-
dc.description.abstractThe paper evaluates the quality of the German national accounting data (GDP and its use-side components) as measured by the magnitude and dispersion of the forecast/revision errors. It is demonstrated that government consumption series are the least reliable, whereas real GDP and real private consumption data are the most reliable. In addition, early forecasts of GDP, private consumption, and investment growth rates are shown to be systematically upward biased. Finally, early forecasts of all the variables seem to be no more accurate than naive forecasts based on the historical mean of the final data.en
dc.language.isoengen
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen
dc.relation.ispartofseries|aDIW Discussion Papers |x858en
dc.subject.jelC53en
dc.subject.jelC89en
dc.subject.ddc330en
dc.subject.keywordQuality of statistical dataen
dc.subject.keywordreal-time dataen
dc.subject.keywordsignal-to-noise ratioen
dc.subject.keywordforecastsen
dc.subject.keywordrevisionsen
dc.subject.stwKonjunkturprognoseen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwStatistischer Fehleren
dc.subject.stwVolkswirtschaftliche Gesamtrechnungen
dc.subject.stwStatistiken
dc.subject.stwInformationswerten
dc.subject.stwDeutschlanden
dc.titleDo forecasters inform or reassure? Evaluation of the German real-time data-
dc.type|aWorking Paperen
dc.identifier.ppn591229447en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:diw:diwwpp:dp858en

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