Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/283322 
Erscheinungsjahr: 
2020
Schriftenreihe/Nr.: 
Technical Paper No. 02/2020
Verlag: 
Deutsche Bundesbank, Frankfurt a. M.
Zusammenfassung: 
We develop an unconventional activity index for the German economy at weekly frequency in order to monitor economic developments at the current end in real time. The index contains nine high-frequency, rather unconventional weekly indicators. These are augmented by monthly industrial production and quarterly gross domestic product. The weekly activity index is then calculated as the common factor of the mixed-frequency dataset. It turns out that the index exhibits a high correlation with quarterly GDP growth and is thus able to serve as a reliable weekly coincident indicator for economic activity in Germany.
Schlagwörter: 
business cycle
economic indicator
factor analysis
Dokumentart: 
Working Paper
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