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
Quadratic conversion Method
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Re: Quadratic conversion Method
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
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
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- Joined: Wed Aug 22, 2018 6:00 pm
Re: Quadratic conversion Method
Thanks Graeme,
The economy I was looking at was Papua New Guinea which is my home country.
The economy I was looking at was Papua New Guinea which is my home country.
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