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Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Aggregation and persistence in a macromodell

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001396967

Nonfractional long-range dependence : long memory, antipersistence, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …

Persistent link: https://www.econbiz.de/10012697497

Temperature anomalies, long memory, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 1/9, pp. 1-22

-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

Persistent link: https://www.econbiz.de/10012483296