Evaluation of different temporal disaggregation techniques and an application to Italian GDP

In this paper temporally disaggregation is conducted through regression-based models, namely by Chow-Lin (1971) and Fernandez (1981). The disaggregation is carried out using four GDP series of Italy, collecting data from ISTAT (Statistical office of Italy). We evaluated disaggregating capacity as we...

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Detalhes bibliográficos
Autor principal: Islam, Mohammad Rafiqul
Formato: Artigo
Idioma:English
Publicado em: BRAC University 2010
Assuntos:
Acesso em linha:http://hdl.handle.net/10361/460