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A Mixed Splicing Procedure for Economic Time Series

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  • Angel De la Fuente

Abstract

This 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 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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Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number 2876.

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Date of creation: 2009
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Handle: RePEc:ces:ceswps:_2876

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Keywords: linking; splicing; economic series;

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References

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  1. Angel de la Fuente, 2009. "Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007. Versión 2.1," Economic Reports 10-09, FEDEA.
  2. F. Javier Morales & Sara G. Castellanos & Mariana A. Toran, 2012. "Analisis del uso de servicios financieros por parte de las empresas en Mexico. Que nos dice el Censo Economico 2009," Working Papers, BBVA Bank, Economic Research Department 1215, BBVA Bank, Economic Research Department.
  3. 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, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 773.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  4. Mariana A. Toran & F. Javier Morales & Sara G. Castellanos, 2012. "Analysis of the Use of Financial Services by Companies in Mexico: What does the 2009 Economic Census tell us?," Working Papers, BBVA Bank, Economic Research Department 1216, BBVA Bank, Economic Research Department.
  5. Luis J. Carranza & Angel Melguizo & David Tuesta, 2012. "Aportaciones compartidas para pensiones en Colombia, Mexico y Peru: Experiencias y perspectivas," Working Papers, BBVA Bank, Economic Research Department 1234, BBVA Bank, Economic Research Department.
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