Publication
Jan 2012
Releases of the GDP are subject to revisions over time. This paper examines the predictability of German GDP revisions using forecast rationality tests. Previous studies of German GDP covering data until 1997 finds that revisions of real seasonally adjusted GDP are predictable. This paper uses a newly available real-time data to analyze the revisions of real seasonal adjusted GDP, of nominal unadjusted GDP, of the seasonal pattern, and of the GDP deflator for the period between 1992 and 2006.
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English (PDF, 39 pages, 295 KB) |
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Author | Jens Boysen-Hogrefe, Stefan Neuwirth |
Series | Kiel Institute Working Papers |
Issue | 1753 |
Publisher | Kiel Institute for the World Economy |
Copyright | © 2012 Kiel Institute for the World Economy |