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Methods of Temporal Disaggregation for Estimating Output of the Insurance Industry

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  • Ricci L. Reber
  • Sarah J. Pack

    (Bureau of Economic Analysis)

Abstract

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  • 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.
    • Handle: RePEc:bea:wpaper:0115
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    References listed on IDEAS

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    2. Umed Temursho, 2018. "Entropy‐based benchmarking methods," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 421-446, November.
    3. L. Hedhili Zaier & M. Abed, 2014. "Temporal Disaggregation of Economic Time Series using Artificial Neural Networks," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(8), pages 1824-1833, April.
    4. Travis Berge & Òscar Jordà, 2013. "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 1-34, March.
    5. Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1, March.
    6. Baoline Chen, 2007. "An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts," BEA Papers 0077, Bureau of Economic Analysis.
    7. Gerhard Bry & Charlotte Boschan, 1971. "Foreword to "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs"," NBER Chapters, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages -1, National Bureau of Economic Research, Inc.
    8. repec:dgr:rugggd:gd-122 is not listed on IDEAS
    9. Gerhard Bry & Charlotte Boschan, 1971. "Programmed Selection of Cyclical Turning Points," NBER Chapters, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages 7-63, National Bureau of Economic Research, Inc.
    10. 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.
    11. Abdelwahed Trabelsi & Steven C. Hillmer, 1990. "Bench‐Marking Time Series with Reliable Bench‐Marks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(3), pages 367-379, November.
    12. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, Decembrie.
    13. B. Quenneville & F. Picard & S. Fortier, 2013. "Calendarization with interpolating splines and state space models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(3), pages 371-399, May.
    14. 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.
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    JEL classification:

    • E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General

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