Estimates of Canadian GDP, Monthly, 1962 to 1985

Richard Guay, Ross D. Milbourne, Glenn Otto and Gregor Smith

Working Paper from Economics Department, Queen's University

Abstract: In this paper we estimate a monthly series for Gross Domestic Product at market prices for Canada and a price deflator for the period 1962 to 1985. These estimates are consistent with the quarterly estimates which form the basis of the new national income measures of Statistics Canada. We combine the quarterly estimates from Statistics Canada with monthly data in a Kalman filter framework. In addition to presenting estimates of real GDP which can be used in monthly models, we present the only monthly price deflator of any income measure in Canada.

Pages: 24 pages
Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:737

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