Skip to main content
SpringerLink
Log in

Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data

  • Conference paper
Ifo Survey Data in Business Cycle and Monetary Policy Analysis

Part of the book series: Contributions to Economics ((CE))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Box, G., and G. Jenkins (1976): Time Series Analysis, Forecasting and Control. Holden-Day, San Francisco, CA.

    Google Scholar 

  • Chen, B., and P. Zadrozny (1998): “An Extended Yule-Walker Method for Estimating Vector Autoregressive Models with Mixed-Frequency Data,” in Advances in Econometrics: Messy Data-Missing Observations, Outliers, and Mixed-Frequency Data, ed. by T. Fomby, and R. Hill, vol. 13, pp. 47–73. JAI Press, Greenwich, CT.

    Google Scholar 

  • Doan, T. (2000): RATS Reference Manual, Version 5. Estima, Evanston, IL.

    Google Scholar 

  • Flaig, G. (2003): “Seasonal and Cyclical Properties of Ifo Business Test Variables,” Journal of Economics and Statistics, 223, 556–570.

    Google Scholar 

  • Hansen, L. (1982): “Large Sample Properties of Generalized Method of Moments Estimators,” Econometrica, 50, 1029–1054.

    MATH  MathSciNet  Google Scholar 

  • Ljung, G., and G. Box (1978): “On a Measure of Fit in Time Series Models,” Biometrika, 65, 297–303.

    Article  Google Scholar 

  • Mittnik, S. (1990a): “Forecasting with Balanced State Space Representations of Multivariate Distributed Lag Models,” Journal of Forecasting, 9, 207–218.

    Google Scholar 

  • — (1990b): “Macroeconomic Forecasting Experience with Balanced State Space Models,” International Journal of Forecasting, 6, 337–348.

    Article  Google Scholar 

  • — (1992): “Forecasting International Growth Rates with Leading Indicators: A System-Theoretic Approach,” Computers and Mathematics with Applications, 24, 31–41.

    Article  MathSciNet  Google Scholar 

  • Zadrozny, P. (2000): “Estimating a Multivariate ARMA Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals,” Working paper, Bureau of Labor Statistics, Washington, DC.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. University of Munich, Akademiestr. 1, 80799, Munich, Germany

    Stefan Mittnik

  2. Ifo Institute for Economic Research, Munich, Germany

    Stefan Mittnik

  3. Center for Financial Studies, Frankfurt, Germany

    Stefan Mittnik

  4. Bureau of Labor Statistics, 2 Massachusetts Ave., NE, Washington, DC, 20212, USA

    Peter Zadrozny

Authors
  1. Stefan Mittnik
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Peter Zadrozny
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Department of Economics, University of Konstanz, P.O. Box D 131, 78457, Konstanz, Germany

    Jan-Egbert Sturm

  2. TWI — Thurgau Institute of Economics, Hauptstraße 90, P.O. Box 8280, Kreuzlingen 2, Switzerland

    Jan-Egbert Sturm

  3. Ifo Institute for Economic Research, Poschingerstraße 5, 81679, Munich, Germany

    Timo Wollmershäuser

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Physica-Verlag Heidelberg

About this paper

Cite this paper

Mittnik, S., Zadrozny, P. (2005). Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data. In: Sturm, JE., Wollmershäuser, T. (eds) Ifo Survey Data in Business Cycle and Monetary Policy Analysis. Contributions to Economics. Physica-Verlag HD. https://doi.org/10.1007/3-7908-1605-1_2

Download citation

Publish with us

Policies and ethics

Search

Navigation