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version (342 KB) by Enrique M. Quilis
Temporal disaggregation of economic time series


Updated 09 Jan 2013

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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

Comments and Ratings (2)

Gabriel Perez

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


Marco (view profile)

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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