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Estimation du PIB mensuel canadien : 1962 à 1985

Author

Listed:
  • Guay, Richard

    (Département de science économique, Université Queen)

  • Milbourne, Ross D.

    (Département de science économique, Université Queen)

  • Otto, Glenn

    (Département de science économique, Université Queen)

  • Smith, Gregor W.

    (Département de science économique, Université Queen)

Abstract

In this paper, we estimate a monthly series for Gross Domestic Product at market prices for Canada and a price deflator for the period 1962 to 1985. These estimates are consistent with the quarterly estimates which form the basis of the new national income measures of Statistics Canada. We combine the quarterly estimates from Statistics Canada with monthly data in a Kalman filter framework. In addition to presenting estimates of real GDP which can be used in monthly models, we present the only monthly price deflator or any income measure in Canada. Cet article estime une série mensuelle du Produit Intérieur Brut au prix du marché pour le Canada et un indice de prix correspondant pour la période 1962 à 1985. Ces estimés sont compatibles avec l’estimé trimestriel à la base de la nouvelle mesure du revenu national de Statistique Canada. Nous combinons les estimés trimestriels de Statistique Canada avec des données mensuelles en utilisant un filtre de Kalman. En plus de fournir un estimé mensuel du PIB réel, nous calculons aussi le seul indice de prix mensuel disponible associé à toute mesure de revenu au Canada.

Suggested Citation

  • Guay, Richard & Milbourne, Ross D. & Otto, Glenn & Smith, Gregor W., 1990. "Estimation du PIB mensuel canadien : 1962 à 1985," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(1), pages 14-30, mars.
    • Handle: RePEc:ris:actuec:v:66:y:1990:i:1:p:14-30
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    References listed on IDEAS

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    1. Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David, 1991. "The Permanent Income Hypothesis Revisited," Econometrica, Econometric Society, vol. 59(2), pages 397-423, March.
    2. Carol Corrado, 1986. "Reducing uncertainty in current analysis and projections: the estimation of monthly GNP," Special Studies Papers 209, Board of Governors of the Federal Reserve System (U.S.).
    3. Jan F. Kiviet, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(2), pages 241-261.
    4. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-476, August.
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