IDEAS home Printed from https://ideas.repec.org/a/ioe/cuadec/v20y1983i59p85-100.html
   My bibliography  Save this article

Desagregación Temporal de Series Económicas

Author

Listed:
  • Ricardo Sanz

Abstract

The purpose of this paper is to analyze different disaggregation procedures and to outline the relations between some of them. The final end is to obtain quarterly estimates of the main magnitudes of the Spanish National Accounts, within a project which i

Suggested Citation

  • Ricardo Sanz, 1983. "Desagregación Temporal de Series Económicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 20(59), pages 85-100.
    • Handle: RePEc:ioe:cuadec:v:20:y:1983:i:59:p:85-100
    as

    Download full text from publisher

    File URL: http://www.economia.uc.cl/docs/059sanza.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Victor A. Ginsburgh, 1973. "A Further Note on the Derivation of Quarterly Figures Consistent with Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(3), pages 368-374, November.
    2. J. H. C. Lisman & J. Sandee, 1964. "Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 13(2), pages 87-90, June.
    3. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    4. J. C. G. Boot & W. Feibes & J. H. C. Lisman, 1967. "Further Methods of Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 16(1), pages 65-75, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Christian Seiler, 2009. "Prediction Qualities of the Ifo Indicators on a Temporal Disaggregated German GDP," ifo Working Paper Series 67, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2. Bernardí Cabred & Jose Pavía, 1999. "EstimatingJ (>1) quarterly time series in fulfilling annual and quarterly constraints," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 339-349, August.
    3. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-1435, November.
    4. Kosei Fukuda, 2009. "Related-variables selection in temporal disaggregation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 343-357.
    5. Gelauff, G. M. M. & Harkema, R., 1977. "Estimating Quarterly Models With Partly Missing Quarterly Observations," Econometric Institute Archives 272160, Erasmus University Rotterdam.
    6. Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano, 2006. "Interpolation and backdating with a large information set," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2693-2724, December.
    7. Bernardí Cabrer-Borrás & Jose Manuel Pavía-Miralles, 2007. "On estimating contemporaneous quarterly regional GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 155-170.
    8. Arby, Muhammad Farooq, 2008. "Some Issues in the National Income Accounts of Pakistan (Rebasing, Quarterly and Provincial Accounts and Growth Accounting)," MPRA Paper 32048, University Library of Munich, Germany.
    9. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    10. Rossana, Robert J., 1988. "Interrelated Demands for Buffer Stocks and Productive Inputs: Estimates for Two-Digit Manufacturing Industries," Department of Economics and Business - Archive 259428, North Carolina State University, Department of Economics.
    11. Ard H.J. den Reijer, 2005. "Forecasting Dutch GDP using Large Scale Factor Models," DNB Working Papers 028, Netherlands Central Bank, Research Department.
    12. Paulo Soares Esteves & Gabriela Lopes de Castro, 2004. "Quarterly Series for the Portuguese Economy: 1977-2003," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    13. repec:hal:spmain:info:hdl:2441/5srl83htc08lnqmtptsrb72rt9 is not listed on IDEAS
    14. Jérôme Creel & Mehdi El Herradi, 2024. "Income inequality and monetary policy in the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 332-355, January.
    15. Chan, Wai-Sum & Chan, Yin-Ting, 2008. "A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 728-735, April.
    16. Luis Frank, 2019. "Desagregación temporal de series económicas con programación lineal," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 3(1), pages 59-82, Octubre.
    17. Luke Mosley & Idris A. Eckley & Alex Gibberd, 2022. "Sparse temporal disaggregation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2203-2233, October.
    18. Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 145-169.
    19. Jérôme Creel & Mehdi El Herradi, 2019. "Shocking aspects of monetary policy on income inequality in the euro area," Working Papers hal-03403233, HAL.
    20. Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
    21. Jorg Scheibe, 2003. "The Chinese Output Gap During the Reform Period 1978-2002," Economics Series Working Papers 179, University of Oxford, Department of Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:ioe:cuadec:v:20:y:1983:i:59:p:85-100. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jaime Casassus (email available below). General contact details of provider: https://edirc.repec.org/data/iepuccl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.