Temporal and contemporaneous disaggregation of multiple economic time series
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DOI: 10.1007/BF02595880
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- 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.
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Cited by:
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-04, Economic Statistics Centre of Excellence (ESCoE).
- Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024.
"Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
- Fabio H. Nieto, 2007. "Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 53-76.
- Ricci L. Reber & Sarah J. Pack, 2014. "Methods of Temporal Disaggregation for Estimating Output of the Insurance Industry," BEA Working Papers 0115, Bureau of Economic Analysis.
- Víctor M. Guerrero & Francisco Corona, 2018. "Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 495-519, November.
- 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.
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