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From annual to quarterly to monthly data: introduction to temporal disaggregation and benchmarking - 2024

From annual to quarterly to monthly data: introduction to temporal disaggregation and benchmarking 
Course LeaderFrancesca Di Iorio
Target GroupStatistical officers in charge to regular production of National Accounts quarterly series.
Entry Qualifications
  • Sound command of English. Participants should be able to make short interventions and to actively participate in discussions
  • Previous knowledge: Basics of time series analysis and regression model
Objective(s)Introducing to the theory and practice of temporal disaggregation, balancing and statistical reconciliation of systems of time series.
Contents
  • Flow, index and stock series
  • Deriving high frequency data with and without proxies
  • Temporal and Accounting constraints
  • Theory and practice of temporal disaggregation and data reconciliation:
  • The univariate case (main field of application: Quarterly National Accounts)
  • benchmarking and temporal disaggregation by related series of a temporally constrained time series;
  • two-step adjustment and optimal regression based techniques: Denton's benchmarking, Chow-Lin, Fernández, Litterman.
  • The statistical reconciliation of systems of time series (main field of application: Quarterly National Accounts, Labour Force, Industrial Production Indices)
  • practice using JDemetra+ plug-ins.
Expected OutcomeBeing able to produced high frequency data (quarterly/monthly) consistent with the respective low frequency data (annual/quarterly)
Training MethodsPresentations, lectures and exchange of views Presentations and lectures
Required ReadingNone
Required PreparationParticipants are requested to write a short summary of their activities in their organisation. They are requested to express the reasons and motivation for applying to this training activity and to describe the practices, problems and experiences they face in the field of the course. Participants can also bring a set of time-series related to their interest, should they wish to do so.
Trainers

Francesca Di Iorio (Independent expert)

Duncan Elliott (Independent expert)

 

Practical Information    
WhenDurationWhereOrganiserApplication  via National Contact Point
12-14.11.20243 daysCologne, GermanyICON-INSTITUT Public Sector GmbHDeadline: 16.09.2024