Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/127983
Authors: 
Cuche, Nicolas A.
Hess, Martin K.
Year of Publication: 
1999
Series/Report no.: 
Working Paper, Study Center Gerzensee 99.02
Abstract: 
In this paper, we estimate deseasonalized monthly series for Swiss gross domestic product at constant prices of 1990 for the period 1980-1998. They are consistent with the quarterly figures estimated by the Federal Office for Economic Development and Labour and are obtained by including information contained in related series. We present a general approach using the Kalman filter technique nesting a great variety of interpolation setups. We evaluate competing models and provide a time series that can be used by other researchers.
Subjects: 
Interpolation
Kalman filter
National accounting
JEL: 
E32
E37
Document Type: 
Working Paper

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