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Biases in consumer elasticities based on micro and aggregate data : an integrated framework and empirical evaluation
Denton, Frank T.; Mountain, Dean C. - 2015
Policy analysis frequently requires estimates of aggregate (or mean) consumer elasticities. However, estimates are often made incorrectly, based on elasticity calculations at mean income. We provide in this paper an overall integrated analytical framework that encompasses these biases and...
Persistent link: https://www.econbiz.de/10010498377
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Price and hedonic heterogeneity measures in local housing markets
Sommervoll, Dag Einar - 2023
In this paper, we develop a local housing stock heterogeneity measure. This measure may be used to monitor housing … stock heterogeneity over time and in combination with other measures of policy interest. We illustrate the latter by looking … at local housing stock heterogeneity, house price variation (measured by local Gini coefficients), and affordability …
Persistent link: https://www.econbiz.de/10014325788
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Exploiting the monthly data flow in structural forecasting
Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - 2015
This paper develops a framework that allows us to combine the tools provided by structural models for economic interpretation and policy analysis with those of reduced-form models designed for nowcasting. We show how to map a quarterly dynamic stochastic general equilibrium (DSGE) model into a...
Persistent link: https://www.econbiz.de/10011399325
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Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila; Ortega, Juan-Pablo - In: Journal of forecasting 33 (2014) 8, pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
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Forecast combinations for intermittent demand
Petropoulos, Fotios; Kourentzes, Nikolaos - In: Journal of the Operational Research Society : OR 66 (2015) 6, pp. 914-924
Persistent link: https://www.econbiz.de/10011378814
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A systemic view of the ADIDA framework
Spithourakis, G. P.; Petropoulos, Fotios; Nikolopoulos, … - In: IMA journal of management mathematics 25 (2014) 2, pp. 125-137
Persistent link: https://www.econbiz.de/10010347410
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Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan; Ocker, Dirk - 2000
We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and antipersistence, within the framework of fractional autoregressive processes. Asymptotically, long memory and antipersistence are preserved whereas short memory components vanish. In...
Persistent link: https://www.econbiz.de/10011543358
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Forecasting with temporally aggregated demand signals in a retail supply chain
Jin, Yao; Williams, Brent D.; Tokar, Travis; Waller, … - In: Journal of business logistics : JBL 36 (2015) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10011482395
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Temporal aggregation and estimated monetary policy rules
Bayar, Omer - In: The B.E. journal of macroeconomics 14 (2014) 1, pp. 553-577
Persistent link: https://www.econbiz.de/10010475493
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What are the benefits of high-frequency data for fixed effects panel models?
Ghanem, Dalia; Smith, Aaron D. - In: Journal of the Association of Environmental and … 8 (2021) 2, pp. 199-234
Persistent link: https://www.econbiz.de/10012610578