Modelling a change of classification in economic time series data

Abstract

The change of classification problem for economic sectoral time series data is examined by a conversion matrix approach. State space representations are proposed both for data reconstruction and modelling a change of classification. The Doran (1992) methodology of constraining the Kahnan filter to satisfy time varying restrictions is apphed 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 classiGcation in sectoral data: the new European System of National Accounts. Results of an experimental application to Italian Quarterly Accounts are provided.

More information

Identifiers

Catalogue record

Export record

ASCII CitationAtomBibTeXData Cite XMLDublin CoreDublin CoreEP3 XMLEndNoteHTML CitationHTML CitationHTML ListJSONMETSMODSMPEG-21 DIDLOpenURL ContextObjectOpenURL ContextObject in SpanRDF+N-TriplesRDF+N3RDF+XMLRIOXX2 XMLReferReference ManagerSimple Metadata