Creator

• Litterman, Robert B.

Series

• Staff report (Federal Reserve Bank of Minneapolis. Research Department)

Issue number

• 084

Date created

• 1983-01

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).

Keyword

• Serial correlation
• Interpolation
• Chow-Lin

Related information

• Published in: Journal of Business and Economic Statistics (Vol. 1, No. 2, April 1983, pp. 169-173) https://doi.org/10.1080/07350015.1983.10509336.

  Working Paper 190: A Random Walk, Markov Model for the Distribution of Time Series

Date modified

• 04/01/2020

Corporate Author

• Federal Reserve Bank of Minneapolis. Research Department

Publisher

• Federal Reserve Bank of Minneapolis

Resource type

• Research Paper

DOI

•  https://doi.org/10.21034/sr.84

License

• Creative Commons BY-NC Attribution-NonCommercial 4.0 International

In Collection:

• Staff Reports

Zipped Files

Download a zip file that contains all the files in this work.

Thumbnail	Title	Date Uploaded	Visibility	Actions
	sr84.pdf	2019-10-21	Public	Download