Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale

Marianna Ascione () and Giancarlo Lutero ()
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Marianna Ascione: Italian National Institute of Statistics
Giancarlo Lutero: Italian National Institute of Statistics

Rivista di statistica ufficiale, 2011, vol. 13, issue 2-3, 75-104

Abstract: In this paper the methods of time series reconciliation in the presence of both contemporaneous and temporal aggregation constraints are discussed, relating to a set of Quarterly Sector Accounts (QSA) estimates. After a brief overview of Quarterly Sector Accounts, the sources of data discrepancies are stressed. A short introduction to the balancing and benchmarking methodologies adopted in operating context are treated. In addition, Denton’s methodology is illustrated, remarking the movement preservation principle property. In order to solve computational impasses of a simultaneous solution, a two-steps reconciliation approach is introduced. An empirical exercise on full-time equivalent units is applied to compare several two-steps strategies.

Keywords: uarterly employment by institutional sector; time series reconciliation; temporal and contemporaneous constraints; movement preservation principle; two-steps balancing; full-time equivalent units. (search for similar items in EconPapers)
JEL-codes: C32 E24 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:isa:journl:v:13:y:2011:i:2-3:p:75-104

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