On the performance of the Chow-Lin procedure for quarterly interpolation of annual data: Some Monte-Carlo analysis.

Autor: Pavía Miralles, Jose Manuel, Vila Lladosa, Luis-Eduardo, Escuder Vallés, Roberto
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Zdroj: Spanish Economic Review; 2003, Vol. 5 Issue 4, p291-305, 15p, 6 Charts, 1 Graph
Abstrakt: Most of the countries of the OECD offer quarterly estimates of their national growth or of their Gross National Product. Official Statistical Agencies in western countries have to deal with the problem of estimating Quarterly National Accounts series congruently with Annual National Accounts. In Spain, the Instituto Nacional de Estadística uses the Chow-Lin disaggregation method, which is based on information provided by a group of high-frequency related variables, to estimate the quarterly components of National Accounts from annual components. In this paper, we analyse the relative quality of the estimates obtained through the Chow-Lin procedure, under different sets of hypotheses. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index