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GNP quarterly disaggregation of selected OECD countries using a related time series approach

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  • Dikaios Tserkezos

Abstract

In this article we propose a model-based approach to disaggregate data not available in the appropriate time span and apply it to obtain quarterly observations of the annual basis available real gross national product of four countries. These countries are USA, Canada, Germany and Italy. The model adopted is the gamma distributed lag model. The related variables are the industrial production index, the retail sales index and total employment.

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  • Dikaios Tserkezos, 1998. "GNP quarterly disaggregation of selected OECD countries using a related time series approach," Applied Economics Letters, Taylor & Francis Journals, vol. 5(11), pages 733-736.
    • Handle: RePEc:taf:apeclt:v:5:y:1998:i:11:p:733-736
    DOI: 10.1080/135048598354230
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    1. Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
    2. Schmidt, Peter, 1974. "An Argument for the Usefulness of the Gamma Distributed Lag Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 246-250, February.
    3. Gilbert, Christopher L., 1977. "Regression using mixed annual and quarterly data," Journal of Econometrics, Elsevier, vol. 5(2), pages 221-239, March.
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