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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Marini, Marco
अन्य लेखक: Di Fonzo, Tommaso
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2011.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2011/179
विषय:
ऑनलाइन पहुंच:Full text available on IMF