Dear colleagues,
Could you, please, give some reference to a valid methodology or a framework of decomposing quarterly GDP to monthly representation, if there is one.
Best regards.
Yes, it is possible through using different decomposing methodologies in E-Views software. However, I am not confident how much reliable is such decomposition. One more way could be finding average monthly percentage economic activity for each quarter (if possible for some years you may apply it to all years) and calculating the monthly amount for each quarter.
It is possible but does not make much sense to me. However, conversion of higher frequency to lower frequency makes sense. For example, daily or weekly wage can easily be converted into monthly rate and it makes sense. If a data does not have any meaning then it has no value to me as a researcher.
Vladimir:
Try here:http://www.eviews.com/Learning/freqconv_a.html, slides 6 to 18. You will find a full explanation to do that in Eviews using 6 alternative methods.
Best regards,
Demian
http://journals.univ-danubius.ro/index.php/euroeconomica/article/view/1968/1959
You can use various indices to transform your data. What is only needed is to check, advantages and weaknesses of each index, and choose the best to suit your scenario. I have also used Eviews, as stated by other guys, its a good statistical software for that matter.
Is it too primitive to find the quarterly gowth rate and than divide it into three, assuming equal rates of growth for the 3 months in question?
By using Quarter to Month conversion tool, Quarter is equivalent to 3 Month. Hence, to decompose Quarter to Month, just to minus the number from 3.
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