Best linear unbiased disaggregation of annual GDP to quarterly figures: the case of Malaysia

Tilak Abeysinghe · Christopher Lee

44 citations0/0 files storedJournal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical and numerical algorithms

Abstract

Long series of quarterly GDP figures are still not available for many countries. This paper suggests an empirical procedure adapted from Chow and Lin (1971) to derive quarterly estimates from annual GDP figures and produces quarterly GDP by sectors for Malaysia from 1973Q1 onwards. A comparison of these estimates with some univariate interpolations using published quarterly figures for recent years show that the use of related series can produce substantially superior estimates of GDP compared to univariate methods. The data set is available from the authors. Copyright © 1998 John Wiley & Sons, Ltd.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 44 citations exist upstream.

References

1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series 1981A Methodological Note on the Estimation of Time Series 1983A Random Walk, Markov Model for the Distribution of Time Series 1993Disaggregation of annual time‐series data to quarterly figures: A comparative study 1990Temporal Disaggregation of Time Series: An ARIMA-Based Approach

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.