Modelling a change of classification in economic time series data


Moauro, F. (1997) Modelling a change of classification in economic time series data , Southampton, UK University of Southampton (Discussion Papers in Economics and Econometrics, 9721).

Download

Full text not available from this repository.

Description/Abstract

The change of classification problem for economic sectoral time series data is examined by a approach. State space representations are proposed both for data reconstruction and modelling a change of classification. The Doran (1992) methodology of constraining the Kalman filter to satisfy time varying restrictions is applied to show how to handle both limited information and aggregation constraints. We explore the implications of this approach for what will be, perhaps, the most important change of classification in sectoral data: the new National Accounts for European Unification. Results of an experimental application to Italian Quarterly Accounts are provided

Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects:
ePrint ID: 33195
Date :
Date Event
January 1997Published
Date Deposited: 25 Jan 2008
Last Modified: 16 Apr 2017 22:17
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/33195

Actions (login required)

View Item View Item