Temporal disaggregation of overlapping noisy quarterly data estimation of monthly output from UK value-added tax data

• Published in: Journal of the Royal Statistical Society. Series A, Statistics in society Vol. 183; no. 3; pp. 1211 - 1230
• Main Authors: Labonne, Paul, Weale, Martin
• Format: Journal Article
• Language: English
• Published: Oxford Wiley 01.06.2020; Oxford University Press
• Subjects: Administrative data; Exploitation; Monthly gross domestic product; Noise; Original Articles; State space models; Taxation; Temporal disaggregation; Unobserved components models; United Kingdom > UK

The paper derives monthly estimates of business sector output in the UK from rolling quarterly value-added tax based turnover data. The administrative nature of the value-added tax data implies that their use could ultimately yield a more precise and granular picture of output across the economy. Ho...