On the performance of the Chow-Lin procedure for quarterly interpolation of annual data: Some Monte-Carlo analysis

  1. Pavía Miralles, José Manuel
  2. Vila Lladosa, Luis Eduardo
  3. Escuder Vallés, Roberto
Revista:
Spanish economic review

ISSN: 1435-5469

Año de publicación: 2003

Volumen: 5

Número: 4

Páginas: 291-305

Tipo: Artículo

DOI: 10.1007/S10108-003-0068-9 DIALNET GOOGLE SCHOLAR

Otras publicaciones en: Spanish economic review

Resumen

Most of the countries of the OECD offer quarterly estimates of their national growth or of their Gross National Product. Official Statistical Agencies in western countries have to deal with the problem of estimating Quarterly National Accounts series congruently with Annual National Accounts. In Spain, the Instituto Nacional de Estadística uses the Chow-Lin disaggregation method, which is based on information provided by a group of high-frequency related variables, to estimate the quarterly components of National Accounts from annual components. In this paper, we analyse the relative quality of the estimates obtained through the Chow-Lin procedure, under different sets of hypotheses.

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