Décomposition d'agrégats au moyen d'indicateurs. Une méthode économétrique

In this paper, we develop a method allowing to split up an aggregate according to its homogeneous components, using statistical indicators. This problem is formulated as one of optimal linear forecast in a generalized linear regression model structured in order to explain the time path of an heterogeneous aggregate. This formulation leads to a consistent breakdown of such an aggregate enabling the measurement of the statistical estimation error of the decomposition.

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Year of publication:	1994
Authors:	Carlevaro, Fabrizio
Published in:	Swiss Journal of Economics and Statistics (SJES). - Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES, ISSN 0303-9692. - Vol. 130.1994, III, p. 539-552
Publisher:	Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005580982