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Zur Beurteilung von Konjunkturprognosen- Eine Auswertung von Prognosen zur Entwicklung des BIP, der Industrieproduktion und der privaten Konsumausgaben in zwölf Industrienationen

Markus Spiwoks, Johannes Scheuer and Oliver Hein

sofia Diskussionsbeiträge 2011, No. 1 https://doi.org/10.46850/sofia.9783941672031

Die vorliegende Studie verfolgt vier Ziele. Sie soll einen kurzen Überblick über die wichtigsten Verfahren der Prognosegütemessung bei makroökonomischen Prognosen geben. Es sollen zwei neue Verfahren zur Beurteilung makroökonomischer Prognosen vorgestellt werden: Der Test auf Informationszuwachs und der GOVA-Koeffizient. Die Autoren denken, dabei handelt es sich um besonders geeignete Ansätze, weil sie realistische Anforderungen an die Prognostiker stellen. Außerdem soll gezeigt werden, dass Prognoseerfolge und Prognosemisserfolge mit dem Test auf Unverzerrtheit nicht angemessen differenziert werden können. Darüber hinaus soll die Studie einen Überblick über den Erfolg von Konjunkturprognosen in zwölf Industrienationen geben. Im Einzelnen handelt es sich um Konsensprognosen zur Entwicklung des BIP, der Industrieproduktion und der privaten Konsumausgaben in den USA, Japan, Deutschland, Frankreich, Großbritannien, Italien, Spanien, Kanada, Niederlande, Schweiz, Schweden und Norwegen.

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