Linear aggregation with common trends and cycles
AbstractWe propose a general framework to study whether and how common trends and common cycles are still present when the original variables are linearly aggregated or only a subset of them is analysed. This is particularly important because of the adoption in empirical analysis of aggregated data on a limited number of variables.
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Bibliographic InfoArticle provided by Elsevier in its journal Research in Economics.
Volume (Year): 54 (2000)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/622941
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