The static approach by Chow and Lin (1971) to temporal disaggregation of an economic series by related indicators is extended to back-calculate highfrequency data constrained to their low-frequency counterpart according to a simple dynamic model.
Constrained retropolation of high-frequency data using related series: a simple dynamic model approach
DI FONZO, TOMMASO
2003
Abstract
The static approach by Chow and Lin (1971) to temporal disaggregation of an economic series by related indicators is extended to back-calculate highfrequency data constrained to their low-frequency counterpart according to a simple dynamic model.
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