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The price-quantity decomposition of capital values revisited: Framework and examples

Biørn, Erik - 2014

The often discussed problems of aggregating tangible capital assets across vintages and of decomposing value aggregates into quantity and price aggregates are revisited. For stock values and service flow values, some new results are given, and illustrated by examples, along with...

Persistent link: https://www.econbiz.de/10011335591

Measuring and Decomposing Capital Stock and Service Values: Should Capital Quality be given a Place?

Biørn, Erik - 2007

Aggregation of tangible capital assets across vintages and decomposition of value aggregates into quantities and prices …

Persistent link: https://www.econbiz.de/10011968288

Measuring and Decomposing Capital Stock and Service Values: Should Capital Quality be given a Place?

Biørn, Erik - Statistisk Sentralbyrå, Government of Norway - 2007

Aggregation of tangible capital assets across vintages and decomposition of value aggregates into quantities and prices …

Persistent link: https://www.econbiz.de/10004980688

Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?

Zeng, Jing - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2014

Including disaggregate variables or using information extracted from the disaggregate variables into a forecasting model for an economic aggregate may improve the forecasting accuracy. In this paper we suggest to use the boosting method to select the disaggregate variables which are most helpful...

Persistent link: https://www.econbiz.de/10010960087

The Price-Quantity Decomposition of Capital Values Revisited: Framework and Examples

Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2014

Persistent link: https://www.econbiz.de/10011171786

The price-quantity decomposition of capital values revisited : framework and examples

Biørn, Erik - 2014 - This version December 2014

Persistent link: https://www.econbiz.de/10010442013

Micro Meets Macro Via Aggregation

Lintunen, Jussi - 2009

This paper studies the fundamentals of the aggregation problem. The concept is most central in understanding the … relations between micro and macroeconomics. Though aggregation is mentioned often it is not studied explicitly in this … via aggregation. In addition, we try to give areader an idea of under what kind of conditions the representative agent …

Persistent link: https://www.econbiz.de/10012718255

Temporal Aggregation, Systematic Sampling, and the Hodrick-Prescott Filter

Del-Rio, Ana - 2007

Maravall and del Riacute;o (2001), analized the time aggregation properties of the Hodrick-Prescott (HP) filter, which … decomposes a time series into trend and cycle, for the case of annual, quarterly, and monthly data, and showed that aggregation … aggregation that provide similar results. We use as the main criterion for aggregation the preservation of the period associated …

Persistent link: https://www.econbiz.de/10012729089

Aggregation-Theoretic Monetary Aggregation Over the Euro Area, When Countries are Heterogeneous

Barnett, William A. - 2021

aggregation across countries over the heterogeneous representative agents, and we derive the resulting formulas for stochastic … aggregation over countries. Our theory permits monitoring the effects of policy at the aggregate level over the euro area, while …

Persistent link: https://www.econbiz.de/10013319716

Panel data estimators and aggregation

Biørn, Erik - 2016

For a panel data regression equation with two-way unobserved heterogeneity, individual-specific and period-specific, 'within-individual' and 'within-period' estimators, which can be given Ordinary Least Squares (OLS) or Instrumental Variables (IV) interpretations, are considered. A class of...

Persistent link: https://www.econbiz.de/10011694187