We describe the construction of a series of mini Social Accounting Matrices (SAMs) for the period 1993-2013 in current and constant prices. A key feature of these SAMs is that they are all in exactly the same format across years as well as in terms of current and constant prices. In order to...

We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...

The purpose of this paper is to build consistent, integrated datasets to investigate whether various disaggregated data can shed light on the possible sources of the statistical discrepancy. Our strategy is first to use disaggregated data to estimate consistent sets of input-output models that...