Estimation of a system of national accounts: implementation with mathematica
AbstractThis study implements Mathematica to estimate a system of national accounts. The estimation methods applied are portrayed in Danilov and Magnus (2008), including the Bayesian estimation, restricted and unrestricted least-squares estimation and best linear unbiased estimation. Operationalizing these methods in the Mathematica environment is the main contribution of the current study. In light of the United Nations�e¤orts aimed to standardize across countries the compilation of national accounts, the Mathematica codes developed here should provide an important tool both for the estimation of unrealized or unavailable national accounts data and for conducting cross-country and within-country macroeconomic policy analysis.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 35446.
Date of creation: 08 Dec 2011
Date of revision:
System of national accounts; Social Accounting Matrix; Bayesian estimation; Least-squares estimation; Best linear unbiased estimation; Linear programming;
Find related papers by JEL classification:
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- C67 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Input-Output Models
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-03 (All new papers)
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.:
- Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
- Abadir,Karim M. & Magnus,Jan R., 2005.
Cambridge University Press, number 9780521537469, October.
- Danilov, Dmitry & Magnus, Jan R., 2008. "On the estimation of a large sparse Bayesian system: The Snaer program," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4203-4224, May.
- Magnus, Jan R & van Tongeren, Jan W & de Vos, Aart F, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-50, September.
- Tongeren, J.W. Van & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
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