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| | | | Opening (Room M6) Marie Bohatá (Deputy Director-General, Eurostat) Pedro Diaz Munoz (Director, Eurostat) Enrico Giovannini (Chief Statistician, OECD) Chair: Klaus Reeh, Eurostat | | | | | | | | Theme 1 (Room M6): Recent advances in benchmarking techniques Chair: Gian Luigi Mazzi, Eurostat
Abdelwahed Trabelsi (ISG-T, Tunisia), Model based approaches to benchmarking and forecasting economic time series: current status and future trends | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | | | | Tommaso Di Fonzo (Universitá di Padova, Italy) and Marco Marini (Istat, Rome), Benchmarking a system of time series: Denton’s movement preservation principle vs. a data based procedure | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | | | Coffee break 11.05 – 11.25 | | | | | | | Contributed sessions A. (Room M5) Application of benchmarking techniques in official statistics 1 Chair: Richard McKenzie, OECD
Symon Algera (CBS, The Netherlands), Statistical benchmarking. The Dutch case | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Roberto Barcellan (Eurostat), The use of benchmarking techniques in the compilation of the European quarterly national accounts: situation and perspectives | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Matthieu Cornec and Thierry Deperraz (INSEE, France), A monthly indicator of the business climate in the French service industry | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | B. (Room M6) Comparison of benchmarking methods Chair: Dominique Ladiray, INSEE
Anna Ciammola, Francesca Di Palma and Marco Marini (Istat, Italy), Temporal disaggregation techniques of time series by related series: a comparison by a Monte Carlo experiment | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | | | | Catherine C. Harvill Hood (Hendyplan, Luxembourg), An empirical comparison of methods for benchmarking seasonally adjusted series to annual totals | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Yury Gubman and Luisa Burck (Central Bureau of Statistics, Israel), Benchmarking of Israeli economic time series and seasonal adjustment | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | | | | | Theme 2: (Room M6) State-space models for benchmarking Chair: Giovanni Savio, Eurostat
Alicia N. Rambaldi and D. S. Prasada Rao (University of Queensland, Australia), Howard E. Doran (University of New England, Australia), Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data. A state-space approach | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Danny Pfeffermann (Hebrew University, Israel and University of Southampton, U.K.), Richard Tiller and Sharon Brown (BLS, U.S.A.), Small area estimation with stochastic benchmark constraints: theory and practical application in US labor statistics | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | | | Coffee break 15.50 – 16.10 | | | | | | | Contributed sessions A. (Room M5) Balancing techniques Chair: Martin Weale, NIESR Gerard Keogh and Dave Jennings (CSO, Ireland), Investigation into the use of confidence indicators with calibration | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Paul Smith and Mike Hidiroglou (ONS, United Kingdom), Benchmarking through calibration of weights for microdata | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | B. (Room M6) Theoretical developments 1 Chair: Giuseppe Parigi, Banca d’Italia Filippo Moauro (ISTAT, Italy) and Tommaso Proietti (Università di Udine, Italy), Temporal disaggregation and seasonal adjustement | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | José Luis Rojo and José A. Sanz (University of Valladolid, Spain), A bayesian benchmarking method with applications to the quarterly national accounts | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Gudmundur Gudmundsson (Central Bank of Iceland), Some time series considerations in disaggregation | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | |
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| | Coffee Break 10.20 – 10.40 | | | | | | | Gian Luigi Mazzi and Giovanni Savio (Eurostat), Eurostat lecture (Room M6) Chair: Richard McKenzie, OECD | | | | Slide Show | | | | | | | | Contributed sessions A. (Room M5) Application of benchmarking techniques in official statistics 2 Chair: Joachim Recktenwald, Eurostat Enrique M. Quilis (INE, Spain), Benchmarking techniques in the Spanish quarterly national accounts | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | João Manuel Caravana Santos Silva (ISEG, Portugal), Monthly estimates for the Portuguese unemployment rate | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | B. (Room M6) Theoretical developments 2 Chair: Víctor Guerrero, ITAM Miguel Jerez, José Casals and Sonia Sotoca (Universidad Complutense de Madrid, Spain), Empirical modeling of time series sampled at different frequencies | | | | | | Paper (PDF format) | | | | Slide Show | | | | Giuseppe Bruno (Bank of Italy), Tommaso Di Fonzo (University of Padua, Italy), Roberto Golinelli (University of Bologna, Italy) and Giuseppe Parigi (Bank of Italy), Short-run GDP forecasting in G7 countries: temporal disaggregation techniques and bridge models | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | Leila Hedhili and Abdelwahed Trabelsi (ISG-T, Tunisia), A polynomial method for temporal disaggregation of multivariate time series | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | | | | | Theme 4: (Room M6) Comparison of dynamic and state-space models and their applications Chair: Siem Jan Koopman, Vrije Univeriteil Amsterdam, The Netherlands
Tommaso Proietti (Universitá di Udine, Italy), Temporal disaggregation by state space methods: dynamic regression methods revisited | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | James Mitchell and Martin Weale (NIESR, United Kingdom), A monthly indicator of GDP for the Euro Area: an application of the regression approach to interpolation | | | | Abstract (PDF format) | | | | Paper (PDF format) | | | | Slide Show | | | | | | All papers, abstracts and slide shows available online. Last update: 19 April, 2005 |
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