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EstimatingJ (>1) quarterly time series in fulfilling annual and quarterly constraints

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  • Bernardí Cabred
  • Jose Pavía

Abstract

This paper addresses the problem of joint disaggregating a group of time series when their temporal aggregation values and their contemporaneous aggregation are known and when a number of related series in the desired frequency are available. The focus is on temporal distribution of annual series. This problem was treated before by other authors but they did not solve the problem of spurious steps which usually emerge in this framework. Proposed here is the simplest hypothesis congruent with reality that solves this difficulty. An algorithm is proposed to use these hypotheses in empirical works. Copyright International Atlantic Economic Society 1999

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  • 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.
    • Handle: RePEc:kap:iaecre:v:5:y:1999:i:3:p:339-349:10.1007/bf02296416
    DOI: 10.1007/BF02296416
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