Search Results - subject:"Temporal aggregation"

Construction of real estate price indices for developing housing markets

Owusu-Ansah, Anthony; Adolwine, William Mark; Yeboah, Eric - In: International Journal of Housing Markets and Analysis 10 (2017) 3, pp. 371-383

Purpose The purpose of this paper is to test whether temporal aggregation matters when constructing hedonic house price … aggregation effect. Findings The results show that temporal aggregation may not be a serious issue when constructing hedonic house … volatilities reveal that indices constructed at the lower level of temporal aggregation are very volatile, suggesting that the …

Persistent link: https://www.econbiz.de/10014778075

Essays on Macroeconomics in Mixed Frequency Estimations

Kim, Tae Bong - 2011

This dissertation asks whether frequency misspecification of a New Keynesian model results in temporal aggregation …

Persistent link: https://www.econbiz.de/10009475386

Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series

Miller, J. Isaac - Economics Department, University of Missouri - 2011

regressors. Previous authors have examined the effects of specific temporal aggregation or sampling schemes, finding …

Persistent link: https://www.econbiz.de/10009019136

Estimating Continuous-Time Income Models

Schluter, Christian; Trede, Mark - Center for Quantitative Economics (CQE), … - 2011

A fundamental component of inter-temporal consumption-saving and portfolio allocation models is a statistical model of the income process. While income processes are commonly unobservable income flows which evolve in continuous time, observable income data are usually discrete, having been...

Persistent link: https://www.econbiz.de/10008799321