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TEMPORAL DISAGGREGATION LIBRARY

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TEMPORAL DISAGGREGATION LIBRARY

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Temporal disaggregation of economic time series

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Description

This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei, low-pass interpolation), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero, Proietti) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo). Additional functions to perform transversal (cross-section) balancing are also included (van der Ploeg, RAS, proportional). The program has two main components: a library of functions coded in Matlab and an Excel interface written in Visual Basic

Required Products MATLAB
MATLAB release MATLAB 7.9 (R2009b)
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Comments and Ratings (2)
15 Feb 2017 Gabriel Perez

Thank you Enrique for these great codes. You are an example of generosity, sharing your knowledge with others.

06 May 2013 Marco

Marco (view profile)

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