Calculation of flows and disaggregation of accumulated values

Gudmundur Gudmundsson

Economics from Department of Economics, Central bank of Iceland

Abstract: Some important economic flow variables, notably consumption and investment, have only been observed annually in Iceland. We have developed methods to estimate the flow by spline functions or Fourier series. Aggregated values over shorter intervals can be obtained by integration of the flows. A method to obtain quarterly values from annual observations by estimating a quarterly time series model from the observed values is also presented. The source code of Fortran programs and examples of input files are included. Access to the NAG subroutines is necessary to use the programs directly.

Date: 2001-08
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sedlabanki.is/uploads/files/WP13-Forrit.PDF (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ice:wpaper:wp13_gudmundur

Access Statistics for this paper

More papers in Economics from Department of Economics, Central bank of Iceland Contact information at EDIRC.
Bibliographic data for series maintained by Central Bank of Iceland ( this e-mail address is bad, please contact ).