We develop a dynamic multicountry general equilibrium model to investigate forces acting
on the global economy during the Great Recession and ensuing recovery. Our multisector …

The paper advocates the use of state space methods to deal with the problem of temporal
disaggregation by dynamic regression models, which encompass the most popular …

In 2006, Paul W. Holland retired from Educational Testing Service (ETS) after a career
spanning five decades. In 2008, ETS sponsored a conference, Looking Back, honoring …

This survey provides an overview with a broad coverage of the literature on methods for
temporal disaggregation and benchmarking. Dozens of methods, procedures and …

In this paper we propose a monthly measure for the euro area gross domestic product (GDP)
based on a small‐scale factor model for mixed‐frequency data, featuring two factors: the first …

Este trabalho tem por objetivo retropolar a série de desemprego de forma a compatibilizar a
Pesquisa Nacional por Amostra de Domicílios Contínua na frequência trimestral com as …

In this article we propose a methodology for estimating the GDP of a country's different
regions, providing quarterly profiles for the annual official observed data. Thus the article …

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 …

In recent years, researchers and statisticians have increasingly used econometric
techniques to generate timely, high-quality, and detailed official statistics. This study …

This paper provides the theoretical and operational framework for estimating past values of
relevant time series starting from a (limited) information set. We consider a general approach …