Added Title

DLSU-AKI Policy Brief, 2026-07-067

College

Carlos L. Tiu School of Economics

Department/Unit

Economics

Document Type

Policy Brief

Publication Date

7-2026

Abstract

This study addresses the frequency mismatch by applying the dynamic temporal disaggregation framework of Poissonnier (2017) to construct monthly estimates of nominal and real quarterly national accounts series. The chosen temporal disaggregation method requires one or more monthly indicators. The number of monthly indicators, and their corresponding characteristics, as well as the number of past periods of the nominal and real series to be considered, are critical to model specification and can affect the resulting monthly estimates. The disaggregated series are then used to generate monthly deflators, which allows for the calculation of monthly inflation measures that complement CPI inflation.

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