Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP
Download full text from publisher
References listed on IDEAS
- Tommaso Fonzo, 2003. "Constrained retropolation of high-frequency data using related series: A simple dynamic model approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(1), pages 109-119, February.
- Di Fonzo, Tommaso, 1990. "The Estimation of M Disaggregate Time Series When Contemporaneous and Temporal Aggregates Are Known," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 178-182, February.
- Hyndman, Rob J. & Khandakar, Yeasmin, 2008.
"Automatic Time Series Forecasting: The forecast Package for R,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
- Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
- E. Silva & V. M. Guerrero & D. Peña, 2011. "Temporal disaggregation and restricted forecasting of multiple population time series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 799-815, January.
- Pfaff, Bernhard, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i04).
- Baoline Chen, 2012. "A Balanced System of U.S. Industry Accounts and Distribution of the Aggregate Statistical Discrepancy by Industry," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 202-211, February.
- Víctor Guerrero & Fabio Nieto, 1999. "Temporal and contemporaneous disaggregation of multiple economic time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 459-489, December.
- Sax, Christoph & Steiner, Peter, 2013. "Temporal Disaggregation of Time Series," MPRA Paper 53389, University Library of Munich, Germany.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
- Tommaso Proietti, 2011. "Multivariate temporal disaggregation with cross-sectional constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1455-1466, June.
- Trabelsi, Abdelwahed & Hillmer, Steven C, 1989. "A Benchmarking Approach to Forecast Combination," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 353-362, July.
- Reinier Bikker & Jacco Daalmans & Nino Mushkudiani, 2013. "Benchmarking Large Accounting Frameworks: A Generalized Multivariate Model," Economic Systems Research, Taylor & Francis Journals, vol. 25(4), pages 390-408, December.
- Robert E. Yuskavage, 2007. "COnverting Historical Industry Time Series Data from SIC to NAICS," BEA Papers 0085, Bureau of Economic Analysis.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Enrique M. Quilis, 2018. "Temporal disaggregation of economic time series: The view from the trenches," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 447-470, November.
- Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini, 2018. "The statistical reconciliation of time series of accounts between two benchmark revisions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 533-552, November.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2019.
"A Parametric Factor Model of the Term Structure of Mortality,"
Econometrics, MDPI, Open Access Journal, vol. 7(1), pages 1-22, March.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2018. "A Parametric Factor Model of the Term Structure of Mortality," CREATES Research Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
- Kourentzes, Nikolaos & Petropoulos, Fotios & Trapero, Juan R., 2014. "Improving forecasting by estimating time series structural components across multiple frequencies," International Journal of Forecasting, Elsevier, vol. 30(2), pages 291-302.
- Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015. "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4141-4152, August.
- Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
- Accolley, Delali, 2018. "Accounting for Busines Cycles in Canada: II. The Role of Money," MPRA Paper 85481, University Library of Munich, Germany.
- Ziaul Haque Munim & Hans-Joachim Schramm, 0. "Forecasting container freight rates for major trade routes: a comparison of artificial neural networks and conventional models," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 0, pages 1-18.
- Luboš Marek & Stanislava Hronová & Richard Hindls, 2017. "Option For Predicting The Czech Republic'S Foreign Trade Time Series As Components In Gross Domestic Product," Statistics in Transition New Series, Polish Statistical Association, vol. 18(3), pages 481-500, September.
- Zeileis, Achim & Koenker, Roger, 2008. "Econometrics in R: Past, Present, and Future," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i01).
- Juergen Amann & Paul Middleditch, 2017.
"Growth in a time of austerity: evidence from the UK,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 64(4), pages 349-375, September.
- Jurgen Amann & Paul Middleditch, 2015. "Growth in a Time of Austerity: Evidence From the UK," Centre for Growth and Business Cycle Research Discussion Paper Series 204, Economics, The Univeristy of Manchester.
- Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020. "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, vol. 58(1), pages 139-167, January.
- Geoffrey Brent, 2018. "Maximum likelihood estimation framework for table‐balancing adjustments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 520-532, November.
- Gür Ali, Özden & Gürlek, Ragıp, 2020. "Automatic Interpretable Retail forecasting with promotional scenarios," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1389-1406.
- Diego J Pedregal, 2019. "Time series analysis and forecasting with ECOTOOL," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-23, October.
- Chen, Y. & He, M. & Rudkin, S., 2017. "Understanding Chinese provincial real estate investment: A Global VAR perspective," Economic Modelling, Elsevier, vol. 67(C), pages 248-260.
- Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini, 2014. "The Statistical Reconciliation of Time Series of Accounts after a Benchmark Revision," BEA Working Papers 0117, Bureau of Economic Analysis.
- Yuan Gao & Han Lin Shang, 2017. "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, Open Access Journal, vol. 5(2), pages 1-18, March.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2020. "Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 176-197, March.
- Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, Open Access Journal, vol. 11(19), pages 1-23, September.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:72:y:2018:i:4:p:495-519. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.