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A mixed splicing procedure for economic time series

Author

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  • Angel de la Fuente

Abstract

This note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.

Suggested Citation

  • Angel de la Fuente, 2009. "A mixed splicing procedure for economic time series," Working Papers 415, Barcelona Graduate School of Economics.
  • Handle: RePEc:bge:wpaper:415
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    File URL: http://www.barcelonagse.eu/sites/default/files/working_paper_pdfs/415.pdf
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    References listed on IDEAS

    as
    1. F. Javier Morales & Sara G. Castellanos & Mariana A. Toran, 2012. "Analisis del uso de servicios financieros por parte de las empresas en Mexico. Que nos dice el Censo Economico 2009," Working Papers 1215, BBVA Bank, Economic Research Department.
    2. Angel de la Fuente, 2009. "Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007 Versión 2.1," UFAE and IAE Working Papers 784.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    3. Angel de la Fuente, 2009. "Un enlace alternativo de los agregados de VAB y empleo de la CRE95 y la CRE00," UFAE and IAE Working Papers 773.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    4. Mariana A. Toran & F. Javier Morales & Sara G. Castellanos, 2012. "Analysis of the Use of Financial Services by Companies in Mexico: What does the 2009 Economic Census tell us?," Working Papers 1216, BBVA Bank, Economic Research Department.
    5. Luis J. Carranza & Angel Melguizo & David Tuesta, 2012. "Aportaciones compartidas para pensiones en Colombia, Mexico y Peru: Experiencias y perspectivas," Working Papers 1234, BBVA Bank, Economic Research Department.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    linking; splicing; economic series;

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts

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