changes, this two stage aggregation is typically based on some price index formula. In this paper, various screening devices … consistency in aggregation is a particularly important screening device. If a price index formula fails the weak consistency test …

exchange rate uncertainty. Based on this micro foundation an aggregation approach is presented. Under uncertainty, intervals of … where the aggregation of microeconomic real options effects under uncertainty are relevant, they may even be of a more …

This paper describes how to use the R package gateveys to establish a transparent and reproducible aggregation work …. The package has two main features: First, it provides functions to build an aggregation process that re-calculates all … to dynamically add localized meta information to the resulting time series object during the aggregation process. Besides …

approaches found in the empirical literature on aggregation and the real exchange rate. In particular, we reconcile the …

This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is … Pesaran (2003), an optimal aggregate function is derived, and the limiting behavior of the aggregation error is investigated … which observed inflation persistence at the aggregate level is due to aggregation and/or common unobserved factors. Our …

This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is … Pesaran (2003), an optimal aggregate function is derived, and the limiting behavior of the aggregation error is investigated … which 'observed' inflation persistence at the aggregate level is due to aggregation and/or common unobserved factors. Our …