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Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007 Versión 2.1

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  • Angel de la Fuente

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Abstract

I construct "homogeneous" series of GVA at current and constant prices, employment and population for the Spain and its regions covering the period 1955-2007. The series are obtained by linking the Regional Accounts of the National Statistical Institute with the series constructed by Julio Alcaide and his team for the BBVA Foundation. The "switching point" at which this last source stops being used as a reference to construct the linked series is determined using a procedure that allows me to estimate which of the two competing series would produce an estimator with the lowest MSE when it is used as dependent variable in a regression on an arbitrary independent variable. To the extent that it is possible, the difference between the two series found at the point of linkage is distributed between the initial levels of the older series and its subsequent growth using external estimates of the relevant variables at the beginning of the sample period.

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Bibliographic Info

Paper provided by Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) in its series UFAE and IAE Working Papers with number 784.09.

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Length: 80
Date of creation: 30 Sep 2009
Date of revision:
Handle: RePEc:aub:autbar:784.09

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Cited by:
  1. Angel de la Fuente, 2013. "A mixed splicing procedure for economic time series," Working Papers 1302, BBVA Bank, Economic Research Department.
  2. Angel de la Fuente, 2010. "Testing, not modelling, the impact of Cohesion support: a theoretical framework and some preliminary results for the Spanish regions," UFAE and IAE Working Papers 801.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

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