Estimating quarterly GDP Data for the South Pacific Island Nations

Willie Lahari (), Alfred Haug and Arlene Garces-Ozanne
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Willie Lahari: Department of Economics, University of Otago

No 805, Working Papers from University of Otago, Department of Economics

Abstract: Time series analyses generally rely on having a relatively high frequency of consistent and reliable data to work with. However for many of the South Pacific Island Nations (SPINS), data on major macroeconomic series, like GDP, are typically available only annually from the early 1980s. This paper empirically estimates quarterly GDP data from annual series using the approach of Abeysinghe and Rajaguru (2004), following the basic framework of Chow and Lin (1971), Fernandez (1981) and Litterman (1983). We link the available annual GDP series for a select group of SPINS with GDP-related series (predictor variables) that are available quarterly. We deem that our quarterly estimates of GDP are more consistent and reliable compared to estimates obtained through less sophisticated methods of univariate interpolation.

Keywords: Quarterly GDP; disaggregation of time series; South Pacific Island Nations (search for similar items in EconPapers)
JEL-codes: C82 E00 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2008-05, Revised 2008-05
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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http://www.otago.ac.nz/economics/research/otago077109.pdf First version, 2008 (application/pdf)

Related works:
Journal Article: ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:otg:wpaper:0805

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