A mixed splicing procedure for economic time series
AbstractThis note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis of what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.
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Bibliographic InfoPaper provided by BBVA Bank, Economic Research Department in its series Working Papers with number 1302.
Length: 12 pages
Date of creation: Jan 2013
Date of revision:
linking; splicing; economic series;
Other versions of this item:
- Ángel de la Fuente, 2009. "A mixed splicing procedure for economic time series," UFAE and IAE Working Papers 796.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Angel de la Fuente, 2009. "A mixed splicing procedure for economic time series," Working Papers 415, Barcelona Graduate School of Economics.
- Angel De la Fuente, 2009. "A Mixed Splicing Procedure for Economic Time Series," CESifo Working Paper Series 2876, CESifo Group Munich.
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Angel de la Fuente, 2009.
"Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007. Versión 2.1,"
- Angel de la Fuente, 2009. "Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007 Versión 2.1," UFAE and IAE Working Papers 784.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Angel de la Fuente, 2009.
"Un enlace alternativo de los agregados de VAB y empleo de la CRE95 y la CRE00,"
- Angel de la Fuente, 2009. "Un enlace alternativo de los agregados de VAB y empleo de la CRE95 y la CRE00," UFAE and IAE Working Papers 773.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Luis Carranza & Angel Melguizo & David Tuesta, 2012. "Aportaciones compartidas para pensiones en Colombia, Mexico y Peru: Experiencias y perspectivas," Working Papers 1234, BBVA Bank, Economic Research Department.
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