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Contemporaneous aggregation of linear dynamic models in large economies

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Zaffaroni, Paolo
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 120 (2004)
Issue (Month): 1 (May)
Pages: 75-102
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Handle: RePEc:eee:econom:v:120:y:2004:i:1:p:75-102

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  5. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers 786.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
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  7. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  8. Patrick Lünnemann & Thomas Y. Mathä, 2004. "How persistent is disaggregate inflation? An analysis across EU15 countries and HICP sub-indices," Working Paper Series 415, European Central Bank. [Downloadable!]
  9. Patrick Lünnemann & Thomas Y. Mathä, 2004. "Inflation Persistence In Luxembourg A Comparison With Eu15 Countries At The Disaggregate Level," BCL working papers cahier_etude_12, Central Bank of Luxembourg. [Downloadable!]
  10. Ian Babetskii & Fabrizio Coricelli & Roman Horvath, 2007. "Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic," Working Papers 2007/1, Czech National Bank, Research Department. [Downloadable!]
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