GNP quarterly disaggregation of selected OECD countries using a related time series approach

Abstract

In this article we propose a model-based approach to disaggregate data not available in the appropriate time span and apply it to obtain quarterly observations of the annual basis available real gross national product of four countries. These countries are USA, Canada, Germany and Italy. The model adopted is the gamma distributed lag model. The related variables are the industrial production index, the retail sales index and total employment.