Zoekresultaten
Resultaat 1 - 3 (van 3)
Floris van Ruth Dynamics of expectations formation
Non-fictie
Engels | 51 pagina's | CBS, Statistics Netherlands, Voorburg [etc.] | 2007
Gedrukt boek
Floris van Ruth Constructing a monthly indicator of fixed capital formation via high frequency interpolation
the state space approach
Having to produce accurate high-frequency economic statistics with limited data available is a common problem for statistical institutions. This study tests whether state space based approaches to high-frequency interpolation can provide a solution. The test case is creating a monthly index of private fixed capital formation. The results show that the techniques tested here can produce estimates of acceptable accuracy using only a limited number of readily available related indicators. An additional...
Non-fictie
Engels | 43 pagina's | CBS, Statistics Netherlands, Voorburg [etc.] | 2008
Gedrukt boek
Floris van Ruth A latent variable approach to constructing monthly indicators; fixed capital formation
Econometric techniques can offer alternative methods for constructing statistical indicators. It was tested whether it is possible to use a state space-based latent variable approach to construct a monthly indicator of private fixed capital formation. This means that it is not necessary to explicitly define the statistic which is to be measured. By using related monthly indicators and the quarterly realisations of fixed capital formation, credible monthly indicators could be constructed. Simulations...
Non-fictie
Engels | 39 pagina's | CBS, Statistics Netherlands, Voorburg [etc.] | 2008
Gedrukt boek