IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Estimating quarterly GDP Data for the South Pacific Island Nations

  • Willie Lahari

    ()

    (Department of Economics, University of Otago)

  • Alfred Haug

    ()

    (Department of Economics, University of Otago)

  • Arlene Garces-Ozanne

    ()

    (Department of Economics, University of Otago)

Time series analyses generally rely on having a relatively high frequency of consistent and reliable data to work with. However for many of the South Pacific Island Nations (SPINS), data on major macroeconomic series, like GDP, are typically available only annually from the early 1980s. This paper empirically estimates quarterly GDP data from annual series using the approach of Abeysinghe and Rajaguru (2004), following the basic framework of Chow and Lin (1971), Fernandez (1981) and Litterman (1983). We link the available annual GDP series for a select group of SPINS with GDP-related series (predictor variables) that are available quarterly. We deem that our quarterly estimates of GDP are more consistent and reliable compared to estimates obtained through less sophisticated methods of univariate interpolation.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.business.otago.ac.nz/econ/research/discussionpapers/DP_0805.pdf
Our checks indicate that this address may not be valid because: 404 Not Found (http://www.business.otago.ac.nz/econ/research/discussionpapers/DP_0805.pdf [301 Moved Permanently]--> http://www.otago.ac.nz/economics/research//DP_0805.pdf). If this is indeed the case, please notify (Janet Bryant)


File Function: First version, 2008
Download Restriction: no

Paper provided by University of Otago, Department of Economics in its series Working Papers with number 0805.

as
in new window

Length: 19 pages
Date of creation: May 2008
Date of revision: May 2008
Handle: RePEc:otg:wpaper:0805
Contact details of provider: Postal: P.O. Box 56, Dunedin
Phone: +64 3 479 8725
Fax: 64 3 479 8171
Web page: http://www.business.otago.ac.nz/econ
Email:


More information through EDIRC

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as in new window
  1. Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
  2. H Armstrong, R de Kervenoael, Xiao-Ming Li and R Read, . "A Comparision of the economic performance of different micro-states and between micro-states and larger countries," Working Papers ec9/97, Department of Economics, University of Lancaster.
  3. 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.
  4. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
  5. Filippo Moauro & Giovanni Savio, 2005. "Temporal disaggregation using multivariate structural time series models," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 214-234, 07.
  6. Robert B. Litterman, 1983. "A random walk, Markov model for the distribution of time series," Staff Report 84, Federal Reserve Bank of Minneapolis.
  7. Briguglio, Lino, 1995. "Small island developing states and their economic vulnerabilities," World Development, Elsevier, vol. 23(9), pages 1615-1632, September.
  8. Haug, Alfred A, 2002. " Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 399-412, September.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:otg:wpaper:0805. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Janet Bryant)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.