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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).

Record type: Monograph (Discussion Paper)

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

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Published date: January 1997

Identifiers

Local EPrints ID: 33195
URI: http://eprints.soton.ac.uk/id/eprint/33195
PURE UUID: 83ddc014-6173-45a1-a106-81a71d85c9b5

Catalogue record

Date deposited: 25 Jan 2008
Last modified: 17 Jul 2017 15:53

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Contributors

Author: F. Moauro

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