[HTML][HTML] A survey of methods to interpolate, distribute and extra-polate time series

JM Pavía-Miralles - Journal of Service Science and Management, 2010 - scirp.org
This survey provides an overview with a broad coverage of the literature on methods for
temporal disaggregation and benchmarking. Dozens of methods, procedures and …

[HTML][HTML] Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates

G Koop, S McIntyre, J Mitchell, A Poon - International Journal of …, 2024 - Elsevier
Recent decades have seen advances in using econometric methods to produce more timely
and higher frequency estimates of economic activity at the national level, enabling better …

Temporal disaggregation of economic time series: The view from the trenches

EM Quilis - Statistica Neerlandica, 2018 - Wiley Online Library
We analyze temporal disaggregation from the point of view of practitioners working as
producers of official statistics or as nowcasters. According to this view, applicability …

Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP

VM Guerrero, F Corona - Statistica Neerlandica, 2018 - Wiley Online Library
In Mexico, the System of National Accounts is disaggregated at the State level and
expressed at constant prices of the most recent base year, 2008, for the years 2003 to 2015 …

Multivariate temporal disaggregation with cross-sectional constraints

T Proietti - Journal of Applied Statistics, 2011 - Taylor & Francis
Multivariate temporal disaggregation deals with the historical reconstruction and nowcasting
of economic variables subject to temporal and contemporaneous aggregation constraints …

[PDF][PDF] Benchmarking a system of time series: Denton's movement preservation principle vs. a data based procedure

T Di Fonzo, M Marini - Proceedings of the Workshop in Frontiers in …, 2005 - sis-statistica.org
In questo lavoro vengono poste a confronto due procedure di benchmarking di un sistema di
serie storiche economiche, entrambe in grado di aggiustare le serie in input in modo da …

Temporal disaggregation and restricted forecasting of multiple population time series

E Silva, VM Guerrero, D Peña - Journal of Applied Statistics, 2011 - Taylor & Francis
This article presents some applications of time-series procedures to solve two typical
problems that arise when analyzing demographic information in developing countries …

Ex‐post and ex‐ante prediction of unobserved economic time series: a case study

FH Nieto - Journal of Forecasting, 1998 - Wiley Online Library
In several countries, some macro‐economic variables are not observed frequently (eg
quarterly) and economic authorities need estimates of these high‐frequency figures to make …

Optimal reconciliation of seasonally adjusted disaggregates taking into account the difference between direct and indirect adjustment of the aggregate

F Corona, VM Guerrero… - Journal of Official …, 2021 - journals.sagepub.com
This article presents a new method to reconcile direct and indirect deseasonalized
economic time series. The proposed technique uses a Combining Rule to merge, in an …

Una evaluación econométrica de la retropolación de la actividad económica estatal de México

F Corona, J López-Pérez - Estudios Económicos (México, DF), 2020 - scielo.org.mx
Se presenta una evaluación econométrica de la retropolación óptima hasta 1980 del
indicador trimestral de la actividad económica estatal (ITAEE). Lo obtenido se compara …