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dc.contributor.authorLehmann, Roberten
dc.contributor.authorWohlrabe, Klausen
dc.date.accessioned2012-10-18-
dc.date.accessioned2012-10-19T15:42:48Z-
dc.date.available2012-10-19T15:42:48Z-
dc.date.issued2012-
dc.identifier.urihttp://hdl.handle.net/10419/65395-
dc.description.abstractIn this paper, we assess the accuracy of macroeconomic forecasts at the regional level using a unique data set at quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden-Württemberg) and Eastern Germany. We overcome the problem of a data-poor environment at the sub-national level by including more than 300 international, national and regional indicators. We calculate single-indicator, multi-indicator and pooled forecasts. Our results show that we can significantly increase forecast accuracy compared to an autoregressive benchmark model, both for short- and long-term predictions. Furthermore, our best leading indicators describe the specific regional economic structure better than other indicators.en
dc.language.isoengen
dc.publisher|aCenter for Economic Studies and ifo Institute (CESifo) |cMunichen
dc.relation.ispartofseries|aCESifo Working Paper |x3956en
dc.subject.jelC32en
dc.subject.jelC52en
dc.subject.jelC53en
dc.subject.jelE37en
dc.subject.jelR11en
dc.subject.ddc330en
dc.subject.keywordleading indicatorsen
dc.subject.keywordregional forecastingen
dc.subject.keywordforecast evaluationen
dc.subject.keywordforecast combinationen
dc.subject.keyworddata rich environmenten
dc.subject.stwKonjunkturindikatoren
dc.subject.stwKonjunkturprognoseen
dc.subject.stwRegionaler Konjunkturzyklusen
dc.subject.stwTeilstaaten
dc.subject.stwDeutschlanden
dc.subject.stwSachsenen
dc.subject.stwBaden-Württembergen
dc.subject.stwNeue Bundesländeren
dc.titleForecasting GDP at the regional level with many predictors-
dc.typeWorking Paperen
dc.identifier.ppn727864599en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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