A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle /

A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle /

This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) transforms the original constrained problem into an unconstrained one, and (ii) applies a Newton...

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Bibliografiske detaljer
Hovedforfatter:	Marini, Marco
Andre forfattere:	Di Fonzo, Tommaso
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2011.
Serier:	IMF Working Papers; Working Paper ; No. 2011/179
Fag:	Benchmarking Linearly Equality Constrained Non-Linear Optimization Movement Preservation Objective Function WP United States
Online adgang:	Full text available on IMF

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