A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach

Abstract

This paper provides quarterly real GDP estimates for China from 1978q1-1991q4 using an unobserved component approach. The approach imposes fewer prior restrictions on related series and is more flexible than other disaggregation methods. The multivariate unobserved components model with total trade and domestic credit as related series is selected as the… (More)

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Cite this paper

@inproceedings{Jia2011ANL, title={A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach}, author={Yueqing Jia}, year={2011} }