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Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation

Author

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  • Tilak Abeysinghe

    () (National University of Singapore)

  • Gulasekaran Rajaguru

    (Bond University)

Abstract

The growing affluence of the East and Southeast Asian economies has come about through a substantial increase in their economic links with the rest of the world, the OECD economies in particular. Econometric studies that try to quantify these links face a severe shortage of high frequency time series data for China and the group of ASEAN4 (Indonesia, Malaysia, Philippines and Thailand). In this exercise we provide quarterly real GDP estimates for these countries derived by applying the Chow-Lin related series technique to annual real GDP series. The quality of the disaggregated series is evaluated through a number of indirect methods. Some potential problems of using readily available univariate disaggregation techniques are also highlighted.

Suggested Citation

  • Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation," Departmental Working Papers wp0404, National University of Singapore, Department of Economics.
  • Handle: RePEc:nus:nusewp:wp0404
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    References listed on IDEAS

    as
    1. Tilak Abeysinghe & Kristin Forbes, 2005. "Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia," Review of International Economics, Wiley Blackwell, vol. 13(2), pages 356-375, May.
    2. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
    3. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
    4. Rawski, Thomas G., 2001. "What is happening to China's GDP statistics?," China Economic Review, Elsevier, vol. 12(4), pages 347-354.
    5. Abeysinghe, Tilak, 2001. "Estimation of direct and indirect impact of oil price on growth," Economics Letters, Elsevier, vol. 73(2), pages 147-153, November.
    6. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    7. Wang Xiaolu & Meng Lian, 2001. "A reevaluation of China's economic growth," China Economic Review, Elsevier, vol. 12(4), pages 338-346.
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    Keywords

    Univariate disaggregation; Chow-Lin procedure; first-difference method; growth-rate method; output linkages and forecast performance;

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