The paper documents and illustrates state space methods that implement time series disaggregation by regression methods, with dynamics that depend on a single autoregressive parameter. The most popular techniques for the distribution of economic flow variables, such as Chow-Lin, Fern´andez and...

The paper discusses the main issues arising in the construction of quarterly national accounts estimates, adjusted for seasonality and calendar effects, obtained by disaggregating the original annual actual measurements using related monthly indicators. It proposes and implements an approach...

The paper documents and illustrates state space methods that implement time series disaggregation by regression methods, with dynamics that depend on a single autoregressive parameter. The most popular techniques for the distribution of economic flow variables, such as Chow-Lin, Fernandez and...

The paper deals with the estimation of monthly indicators of economic activity for the Euro area and its largest member countries that possess the following attributes: relevance, representativeness and timeliness. Relevance is obtained by referring our monthly indicators to gross domestic...

Government statistical agencies are required to seasonally adjust non-stationary time series resulting from an aggregate of a number of cross-sectional time series. Traditionally, this has been achieved using the X-11 or X12-ARIMA process by us- ing either direct or indirect seasonal adjustment....

Both temporal disaggregation techniques and bridge models are tools to analyse the GDP dynamics in the very short run (the current quarter), though their methodological approaches differ on how to exploit the available monthly information. The aim of this paper is to propose a way to merge the...