벤치마킹 방법을 이용한 월별 GDP 추정

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6 IMF Denton (1971) , Chow and Lin (1971) . Chow and Lin (1971) . (2006) . 2. : Chow-Lin Chow and Lin (1971) . yl ,yh .yl=(y1,l,y2,l, ,yt,l, ,yT,l)'(1)yh=(y1,1, ,y1,s, ,yt,h, ,yT,1, ,yT,s) GDP . ch=1,1 h s . yt,l= sh=1chyt,h (2) . yl=Cyh (3) C=IT c' c=(1,1, 1).

7 GDP GDP C . C=13 111 0 000000 1 11 0000 .. 000 111 (4) xh .xl xh .xh=(x1,1, ,x1,s, ,xT,s)(5)xl=(x1,l, ,x2,l, ,xT,l) . (yh) yh (xh) . : yh=xh +uh (6) : yl=Cyh uh xh 0 Vh .. E(uh)=0,E(uhuh')=Vh (7)Vh Chow and Lin (1971) AR(1) , Fern ndez (1981) , Litterman (1983) ARIMA (1,1,0) , Wei and Stram (1990) ARIMA(p,d,q).

8 Vh Chow-Lin AR(1) . GDP GDP Chow-Lin . Chow and Lin (6) C . yl=Cyh=Cxh +Cuh=xl +ul (8) ul . Vl=E(ulul' xh)=CVhC' (9) (8) (y h) (10) . y h=xh +Lu l (10) =(xl'Vl-1xl)-1xl'Vl-1yl, L=VhCVl-1, u l=yl-xl . III. GDP GDP( ) 1993 SNA ( , 2006).

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