Constrained retropolation of high-frequency data using related series: A simple dynamic model approach

Tommaso Fonzo ()
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Tommaso Fonzo: Università di Padova

Statistical Methods & Applications, 2003, vol. 12, issue 1, No 9, 109-119

Abstract: Abstract The static approach by Chow and Lin (1971) to temporal disaggregation of an economic series by related indicators is extended to back-calculate high-frequency data constrained to their low-frequency counterpart according to a simple dynamic model.

Keywords: Temporal disaggregation; Related series; Dynamic model (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/BF02511587

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