Aggregation, Persistence and Volatility in a Macromodel
Year of publication: |
2001
|
---|---|
Authors: | Abadir, Karim ; Talmain, Gabriel |
Institutions: | Banco de Portugal |
-
DSGE Models in a Data-Rich Environment
Boivin, Jean, (2006)
-
Aggregation, Persistence and Volatility in a Macromodel.
Abadir, Karim,
-
Full-information estimation of heterogeneous agent models using macro and micro data
Liu, Laura, (2023)
- More ...
-
Distilling co-movements from persistent macro and financial series
Abadir, Karim, (2005)
-
Nelson-Plosser revisited : the ACF approach
Abadir, Karim Maher, (2013)
-
Autocovariance functions of series and of their transforms
Abadir, Karim Maher, (2005)
- More ...