Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/19477 
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dc.contributor.authorKnetsch, Thomas A.en
dc.date.accessioned2009-01-28T15:58:50Z-
dc.date.available2009-01-28T15:58:50Z-
dc.date.issued2004-
dc.identifier.urihttp://hdl.handle.net/10419/19477-
dc.description.abstractInventory fluctuations are an important phenomenon in business cycles. However, the preliminary data on inventory investment as published in the German national accounts are tremendously prone to revision and therefore ill-equipped to diagnose the current stance of the inventory cycle. The Ifo business survey contains information on the assessments of inventory stocks in manufacturing as well as in retail andwholesale trade. Static factor analysis anda methodbuild ing on canonical correlations are appliedto construct a composite index of inventory fluctuations. Based on recursive estimates, the different variants are assessedas regards the stability of the weighting schemes andthe ability to forecast the "true" inventory fluctuations better than the preliminary official releases.en
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 1 |x2004,10en
dc.subject.jelE22en
dc.subject.jelC32en
dc.subject.jelC52en
dc.subject.ddc330en
dc.subject.keywordinventory investmenten
dc.subject.keywordrevisionsen
dc.subject.keywordcomposite indicesen
dc.subject.keywordcanonical correlationen
dc.subject.keywordfactor modelsen
dc.subject.keywordnational accounts dataen
dc.subject.keywordIfo business surveyen
dc.subject.keywordGermanyen
dc.subject.stwLagerzyklusen
dc.subject.stwKonjunkturumfrageen
dc.subject.stwSchätzungen
dc.subject.stwDeutschlanden
dc.titleEvaluating the German Inventory Cycle Using Data from the Ifo Business Survey-
dc.typeWorking Paperen
dc.identifier.ppn386889457en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp1:2019en

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