how to turn quarterly data into monthly data?

[Carolina Costa]

Dear all,

I have a question regarding some of the data for my thesis. I have most of my data in monthly frequency, but I have a few variables as quarterly data (e.g. GDP deflator). I need to make these into monthly data to run a VAR model. How would I do that? I attached my Excel file with the data for reference.

Thank you to anyone that will answer me!

[Nick Cox]

If you merge m:1 or 1:m the conversion will be automatic. You need a quarterly date variable in both datasets and qofd(dofm()) does the conversion for you, as this token code fragment shows:

. di %tq qofd(dofm(ym(2023, 4)))
2023q2

[KitBaum]

That will not turn quarterly data into monthly, which requires some interpolation procedure.
search denton
for one approach.

Kit