Metody rozszacowania kwartalnych indeksów koniunktury konsumenckiej
In: Wiadomości statystyczne / Glówny Urza̜d Statystyczny, Polskie Towarzystwo Statystyczne: czasopismo Głównego Urze̜du Statystycznego i Polskiego Towarzystwa = The Polish statistician, Band 2011, Heft 4, S. 1-10
ISSN: 2543-8476
Many economists are interested in the current situation of households. Such data are published every month since January 2004 but previous data were published every quarter. If we aggregate monthly to quarterly values, we lose monthly information. The desagregation of quarterly to monthly data solves the question. The article presents using filtration theory to desagregate economic series of a low frequency as well as monthly-quarterly versions of popular frequency change methods. The presented methods use information included in desagregated series only. The estimation criteria take into consideration the fact that only a part of the sample needs desagregation.