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Calculation of flows and disaggregation of accumulated values

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Titill: Calculation of flows and disaggregation of accumulated valuesCalculation of flows and disaggregation of accumulated values
Höfundur: Guðmundur Guðmundsson 1937
URI: http://hdl.handle.net/10802/4736
Útgefandi: Central Bank of Iceland, Economics Department
Útgáfa: 08.2001
Ritröð: Central Bank of Iceland., Working papers ; 13
Efnisorð: Efnahagsmál; Fjármál; Peningamál; Líkön; Skýrslur
ISSN: 1028-9445
Tungumál: Enska
Tengd vefsíðuslóð: http://www.sedlabanki.is/lisalib/getfile.aspx?itemid=3041
Tegund: Skýrsla
Gegnir ID: 000147238
Útdráttur: Some important economic flow variables, notably consumption and investment, have only been observed annually in Iceland. We have developed methods to estimate the flow by spline functions or Fourier series. Aggregated values over shorter intervals can be obtained by integration of the flows. A method to obtain quarterly values from annual observations by estimating a quarterly time series model from the observed values is also presented. The source code of Fortran programs and examples of input files are included. Access to the NAG subroutines is necessary to use the programs directly.


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