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Best linear unbiased disaggregation of annual GDP to quarterly figures: the case of Malaysia

✍ Scribed by Tilak Abeysinghe; Christopher Lee


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
149 KB
Volume
17
Category
Article
ISSN
0277-6693

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✦ Synopsis


Long series of quarterly GDP ®gures are still not available for many countries. This paper suggests an empirical procedure adapted from to derive quarterly estimates from annual GDP ®gures and produces quarterly GDP by sectors for Malaysia from 1973Q1 onwards. A comparison of these estimates with some univariate interpolations using published quarterly ®gures for recent years show that the use of related series can produce substantially superior estimates of GDP compared to univariate methods. The data set is available from the authors.