Comparison of temporal disaggregation techniques in the case of export of Bangladesh
This article was published in the International Journal of Applied Research and Studies (IJARS) [© 2013 International Journal of Applied Research and Studies (IJARS) ] and the definite version is available at: www.ijars.in
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© 2013 International Journal of Applied Research and Studies (IJARS)
2017
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| גישה מקוונת: | http://hdl.handle.net/10361/8068 |
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10361-80682017-04-25T06:14:15Z Comparison of temporal disaggregation techniques in the case of export of Bangladesh Islam, Dr. Mohammad Rafiqul Department of Mathematics and Natural Sciences, BRAC University Temporal disaggregation techniques Export Bangladesh This article was published in the International Journal of Applied Research and Studies (IJARS) [© 2013 International Journal of Applied Research and Studies (IJARS) ] and the definite version is available at: www.ijars.in Export plays very an import role in the economy of Bangladesh. We have tested four methods of disaggregation of which one is Boot, Feibes and Lisman (BFL) method mathematical based method. Other three are regression based techniques namely Chow-Lin, Fernandez and Litterman. Yearly export is the only available information for Boot, Feibes and Lisman (BFL) method. It is found that for T-4 growth both BFL first difference (FD) and second difference (SD) of BFL generated much better result than T-1 growth. Secondly, we have disaggregated yearly export of Bangladesh to quarterly export data by Chow-Lin, Fernandez and Litterman using Quantum index of Industrial production (QIP) as the indicator series. Based on RMSE (root mean square error) and figures, it is concluded that the Chow-Lin (MinSS and MaxLog) as well as by Fernandez disaggregated better than Litterman (Maximum likelihood) estimates. It is also found that Chow-Lin (MaxLog) and Fernandez forecasting power is slightly better than the Litterman (ML) approach. This a scholastic work, but the results may be a guideline to temporally disaggregate the annual time series data into quarterly series, which will be beneficial for the countries where high frequency (quarterly) GDP are not available. Published 2017-04-25T06:12:00Z 2017-04-25T06:12:00Z 2013-11 Article Islam, M. R. (2013). Comparison of Temporal Disaggregation Techniques in the Case of Export of Bangladesh. International Journal of Applied Research and Studies (IJARS), 2(11), 214–218. Retrieved from http://www.ijars.ijarsgroup.com/article.php?aToken=04025959b191f8f9de3f924f0940515f 2278-9480 http://hdl.handle.net/10361/8068 en http://www.ijars.ijarsgroup.com/article.php?aToken=04025959b191f8f9de3f924f0940515f © 2013 International Journal of Applied Research and Studies (IJARS) |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Temporal disaggregation techniques Export Bangladesh |
| spellingShingle |
Temporal disaggregation techniques Export Bangladesh Islam, Dr. Mohammad Rafiqul Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| description |
This article was published in the International Journal of Applied Research and Studies (IJARS) [© 2013 International Journal of Applied Research and Studies (IJARS) ] and the definite version is available at: www.ijars.in |
| author2 |
Department of Mathematics and Natural Sciences, BRAC University |
| author_facet |
Department of Mathematics and Natural Sciences, BRAC University Islam, Dr. Mohammad Rafiqul |
| format |
Article |
| author |
Islam, Dr. Mohammad Rafiqul |
| author_sort |
Islam, Dr. Mohammad Rafiqul |
| title |
Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| title_short |
Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| title_full |
Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| title_fullStr |
Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| title_full_unstemmed |
Comparison of temporal disaggregation techniques in the case of export of Bangladesh |
| title_sort |
comparison of temporal disaggregation techniques in the case of export of bangladesh |
| publisher |
© 2013 International Journal of Applied Research and Studies (IJARS) |
| publishDate |
2017 |
| url |
http://hdl.handle.net/10361/8068 |
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AT islamdrmohammadrafiqul comparisonoftemporaldisaggregationtechniquesinthecaseofexportofbangladesh |
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1814309336735809536 |