Showing papers by "Martin Hess published in 1999"

Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland

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