Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/153186
Authors: 
Angelini, Elena
Marcellino, Massimiliano
Year of Publication: 
2007
Series/Report no.: 
ECB Working Paper 752
Abstract: 
In this paper we compare alternative approaches for the construction of time series of macroeconomic variables for Unified Germany prior to 1991, and then use them for the construction of corresponding time series for the euro area. The resulting series for Germany and the euro area are compared with existing ones on the basis of both descriptive statistics and results of econometric analyses conducted with the alternative time series. We find that more sophisticated time series methods for backdating can yield sizeable gains.
Subjects: 
Backdating
euro area
factor model
Unified Germany
JEL: 
C32
C43
C82
Document Type: 
Working Paper

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