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Temporal Aggregation of an Econometric Equation

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Author Info
Ruist, Erik (Stockholm School of Economics)
Abstract

Structural breaks in an economy may make the time period available for estimation of an econometric equation exceedingly short. To use the existing information efficiently, it may be profitable to use high-frequency data, say monthly data, for estimation of a particular equation, even if the rest of the model is expressed in terms of data of lower frequency, say quarterly or half-yearly. In order to be included in the model, this equation has to be transformed to the same data frequency as the rest of the model. If the variables are of different types, or if some of the variables are lagged, exact transformations to equations that produce equivalent predicted values of the dependent variable are not possible. This note gives approximations and estimates for the varoius terms of the equations. Linear interpolation estimates as well as estimates that are optimal in a certain sense are given for the case of aggregation of monthly variables to semi-annual ones. It turns out that in the exchange rate equation in the KOSMOS model, the approximations do not increase the equation error substantially.

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Paper provided by National Institute of Economic Research in its series Working Paper with number 52.

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Length: 48 pages
Date of creation: 01 Oct 1996
Date of revision:
Handle: RePEc:hhs:nierwp:0052

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Keywords: Short time series; Structural breaks; Temporal aggregation;

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References listed on IDEAS
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.:
  1. Markowski, Aleksander, 1996. "The Financial Block in the Econometric Model KOSMOS," Working Paper 53, National Institute of Economic Research.
  2. Weiss, Andrew A., 1984. "Systematic sampling and temporal aggregation in time series models," Journal of Econometrics, Elsevier, vol. 26(3), pages 271-281, December. [Downloadable!] (restricted)
  3. Wei, William W. S., 1978. "The effect of temporal aggregation on parameter estimation in distributed lag model," Journal of Econometrics, Elsevier, vol. 8(2), pages 237-246, October. [Downloadable!] (restricted)
  4. Marcellino, M., 1997. "Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures," Economics Working Papers eco97/30, European University Institute.
  5. Zellner, Arnold & Montmarquette, Claude, 1971. "A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 335-42, November. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. Alsterlind, Jan & Markowski, Alek & Nilsson, Kristian, 2004. "Modelling the Foreign Sector in a Macroeconometric Model of Sweden," Working Paper 88, National Institute of Economic Research. [Downloadable!]
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