This work presents a comparison of different techniques for disaggregating annual flow time series by a quarterly related indicator, based on a Monte Carlo experiment. A first goal of the study is related to the estimation of the autoregressive parameter implied by the solution proposed by Chow...

Most of the data obtained by statistical agencies have to be adjusted, corrected or somehow processed by statisticians in order to arrive at useful, consistent and publishable values. For example, the government agencies that collect and publish Quarterly National Accounts time series must...

The aim of the paper is to compare output fluctuations in Candidate Countries and Member States (MS) of the European Union (EU) in the last decade. We assume a dynamic factor model with three additive unobserved components: the output growth for the three main industrial groupings (mining,...