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Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
Author(s) -
Abeysinghe Tilak,
Rajaguru Gulasekaran
Publication year - 2004
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/for.922
Subject(s) - univariate , economics , china , real gross domestic product , economic shortage , econometrics , series (stratigraphy) , time series , macroeconomics , geography , multivariate statistics , statistics , mathematics , paleontology , linguistics , philosophy , archaeology , government (linguistics) , biology
The growing affluence of the East and Southeast Asian economies has come about through a substantial increase in their economic links with the rest of the world, the OECD economies in particular. Econometric studies that try to quantify these links face a severe shortage of high‐frequency time series data for China and the group of ASEAN4 (Indonesia, Malaysia, Philippines and Thailand). In this paper we provide quarterly real GDP estimates for these countries derived by applying the Chow–Lin related series technique to annual real GDP series. The quality of the disaggregated series is evaluated through a number of indirect methods. Some potential problems of using readily available univariate disaggregation techniques are also highlighted. Copyright © 2004 John Wiley & Sons, Ltd.