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st: re: temporal disaggregation - NOW -denton-

From   Alice <>
Subject   st: re: temporal disaggregation - NOW -denton-
Date   Wed, 29 Apr 2009 16:39:27 +0000 (GMT)


I found this old post on the web that seems to help me on the question I sent yesterday - I need to interpolate GDP data from a quarterly to a monthly frequency.

I have downloaded the -denton- command and used it. I am however not sure my results are correct. I am using an index of industrial production as an indicator.

Shall I express GDP and industrial production in logs or not when using denton? Or are the results to denton independent of whether the variables are in logs or not?

Also, it appears that only one indicator can be used. Is there a way to use two different indicators?

Thanks, Alice.


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