Naslov
The time disaggregation of GDP series for chosen five South-East European countries

Autori
Šagovac, Mislav ; Šikić, Luka

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of The International Statistical Conference in Croatia (ISCCRO) "New Challenges of Official and Applied Statistics in European Union" / Dumičić, Ksenija ; Erjavec, Nataša ; Pejić Bac, Mirjana - Zagreb : Hrvatsko statističko društvo, 2016, 190-198

Skup
International Statistical Conference in Croatia "New Challenges of Official and Applied Statistics in European Union"

Mjesto i datum
Zagreb, Hrvatska, 05.-0606.2016

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
time disaggregation methods ; time frequency conversion ; South-East European countries

Sažetak
This paper applies time disaggregation techniques to estimate monthly from yearly GDP series of five chosen South-East European countries for the period 2003-2012. We believe that this is important because the time dimension of the available data for these countries happens to be too short for the time series analysis. Somewhat short time series that we start from also constrain our results to a certain degree but we are still able to produce the data set that is big enough to satisfy asymptotic properties of some time series estimators and enables the time series analysis on the GDP series in the given sample of countries. We use Chow-Lin (1971) and Fernandez (1981) approaches as well as the Denton (1970) method. We use monthly industrial production index as the indicator variable. Our robustness check includes unit root and cointegration tests on time series we analyse.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA