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dc.contributor.authorDöpke, Jörgen
dc.date.accessioned2009-01-28T15:58:50Z-
dc.date.available2009-01-28T15:58:50Z-
dc.date.issued2004-
dc.identifier.urihttp://hdl.handle.net/10419/19478-
dc.description.abstractThis paper examines the consequences of using "real-time" data for business cycle analysis in Germany based on a novel data set covering quarterly real output data from 1968 to 2001. Real-time output gaps are calculated. They differ considerably from their counterparts based on the most recent data. Moreover, they are not rational forecasts of the final series. The consequences of using real-time data for inflation forecasts, the dynamic interaction of output gaps and inflation, and stylised facts of the business cycle are also addressed. The results suggest that revisions of data and estimates can seriously distort research and policy implications.en
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 1 |x2004,11en
dc.subject.jelE32en
dc.subject.jelC53en
dc.subject.ddc330en
dc.subject.keywordReal-time dataen
dc.subject.keywordbusiness cyclesen
dc.subject.keywordoutput gapen
dc.subject.keywordVARen
dc.subject.keywordinflationen
dc.subject.keywordGermanyen
dc.subject.stwKonjunkturstatistiken
dc.subject.stwKonjunkturforschungen
dc.subject.stwKonjunkturprognoseen
dc.subject.stwWirtschaftspotentialen
dc.subject.stwMessungen
dc.subject.stwZeitreihenanalyseen
dc.subject.stwDeutschlanden
dc.titleReal-time data and business cycle analysis in Germany-
dc.typeWorking Paperen
dc.identifier.ppn386889643en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp1:2020en

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