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Creator: Litterman, Robert B. Series: Staff report (Federal Reserve Bank of Minneapolis. Research Department) Number: 084 Abstract:
This paper describes a technique for distributing quarterly time series across monthly values. The method generalizes an approach described by Fernandez (1981). The paper also presents results of a test of the accuracy of these two approaches and two standard procedures suggested by Chow and Lin (1971).
Mot-clé: Chow-Lin, Interpolation, and Serial correlation