国际货币基金组织：估计美国的每月国民帐户（英文版）

l jointly estimate monthly series for GDP and eight subcomponents for the US since 1950. Theseries match 1) guarterly national accounts equivalents, 2) exact data on monthly consumption, and 3) pastrelationships with other monthly indicators. l estimate the Kalman filter parameters by GM., allowing fastcalculation of confidence intervals for monthly estimates including parameter uncertainty, and validate theconfidence intervals. After 1970 standard errors are tight, less than 0.3pp of GDP, a