Quadratic conversion Method

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roland bpng
Posts: 2
Joined: Wed Aug 22, 2018 6:00 pm

Quadratic conversion Method

Postby roland bpng » Wed Aug 22, 2018 6:11 pm

Hi Forum Members,

I have converted annual gdp data to quarterly gdp using quadratic conversion and would like to know if this is the better interpolation method.

Thanks

xprimexinverse
Posts: 32
Joined: Fri Sep 18, 2015 11:41 am
Location: Dublin, Ireland
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Re: Quadratic conversion Method

Postby xprimexinverse » Thu Aug 23, 2018 2:11 am

Hi Roland,

It's subjective to say which interpolation method is the best for converting annual GDP data into quarterly frequency.

I'd hazard a guess and say that you'd guess less slack using a method like the Chow-Lin method and a suitable high frequency indicator series (e.g. a production volumes series might be OK, but this would depend on the particular economy).

There's no right/wrong method, but it's also difficult to recommend a best method without knowing the economy of interest.

- Graeme

roland bpng
Posts: 2
Joined: Wed Aug 22, 2018 6:00 pm

Re: Quadratic conversion Method

Postby roland bpng » Thu Aug 23, 2018 3:51 pm

Thanks Graeme,

The economy I was looking at was Papua New Guinea which is my home country.


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