Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation
AbstractThe growing affluence of the East and Southeast Asian economies has come about through a substantial increase in their economic links with the rest of the world, the OECD economies in particular. Econometric studies that try to quantify these links face a severe shortage of high frequency time series data for China and the group of ASEAN4 (Indonesia, Malaysia, Philippines and Thailand). In this exercise we provide quarterly real GDP estimates for these countries derived by applying the Chow-Lin related series technique to annual real GDP series. The quality of the disaggregated series is evaluated through a number of indirect methods. Some potential problems of using readily available univariate disaggregation techniques are also highlighted.
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Bibliographic InfoPaper provided by National University of Singapore, Department of Economics in its series Departmental Working Papers with number wp0404.
Date of creation: Jul 2003
Date of revision:
Univariate disaggregation; Chow-Lin procedure; first-difference method; growth-rate method; output linkages and forecast performance;
Other versions of this item:
- Gulasekaran Rajaguru & Tilak Abeysinghe, 2004. "Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 431-447.
- NEP-ALL-2004-04-11 (All new papers)
- NEP-MAC-2004-04-11 (Macroeconomics)
- NEP-SEA-2004-04-11 (South East Asia)
- NEP-TRA-2004-04-11 (Transition Economics)
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