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

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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.

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Authors and Affiliations

  1. Dipartimento di Scienze Statistiche, Università di Padova, via Cesare Battisti, 241, 35121, Padova, Italy

    Tommaso Di Fonzo

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  1. Tommaso Di Fonzo
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Additional information

I wish to thank Fabio Sartori and an anonymous referee for useful comments on a previous version of this paper. The usual disclaimer applies.

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Di Fonzo, T. Constrained retropolation of high-frequency data using related series: A simple dynamic model approach. Statistical Methods & Applications 12, 109–119 (2003). https://doi.org/10.1007/BF02511587

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  • DOI: https://doi.org/10.1007/BF02511587

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