Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/18373 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorKholodilin, Konstantin Arkadievichen
dc.contributor.authorSiliverstovs, Borissen
dc.date.accessioned2009-01-28T15:43:02Z-
dc.date.available2009-01-28T15:43:02Z-
dc.date.issued2005-
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
dc.language.isoengen
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen
dc.relation.ispartofseries|aDIW Discussion Papers |x522en
dc.subject.jelC10en
dc.subject.jelE32en
dc.subject.ddc330en
dc.subject.keywordForecasting real GDPen
dc.subject.keyworddiffusion indexen
dc.subject.keywordleading indicatorsen
dc.subject.keywordPcGetsen
dc.titleOn the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence-
dc.typeWorking Paperen
dc.identifier.ppn504313924en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:diw:diwwpp:dp522en

Files in This Item:
File
Size
418.86 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.