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Effects Of Aggregation Over Time On Dynamic Characteristics Of An Econometric Model

In: Econometric Models of Cyclical Behavior, Vols. 1 and 2

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  • Robert F. Engle
  • Ta-Chung Liu

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This chapter was published in:

  • Bert G. Hickman, 1972. "Econometric Models of Cyclical Behavior, Vols. 1 and 2," NBER Books, National Bureau of Economic Research, Inc, number hick72-1, May.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 2787.

    Handle: RePEc:nbr:nberch:2787

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    Cited by:
    1. Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C., 1976. "Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
      [Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971]
      ," MPRA Paper 24423, University Library of Munich, Germany.
    2. Hamermesh, Daniel S, 1992. "A General Model of Dynamic Labor Demand," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 733-37, November.
    3. Varejão, José & Portugal, Pedro, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," IZA Discussion Papers 2701, Institute for the Study of Labor (IZA).
    4. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
    5. Manudeep Bhuller & Christian N. Brinch & Sebastian Königs, 2014. "Time aggregation and state dependence in welfare receipt," Discussion Papers 771, Research Department of Statistics Norway.
    6. Daniel S. Hamermesh, 1992. "Spatial and Temporal Aggregation in the Dynamics of Labor Demand," NBER Working Papers 4055, National Bureau of Economic Research, Inc.
    7. Lawrence J. Christiano & Martin Eichenbaum, 1987. "Temporal aggregation and structural inference in macroeconomics," Working Papers 306, Federal Reserve Bank of Minneapolis.
    8. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2007. "Regression Models with Mixed Sampling Frequencies," University of Cyprus Working Papers in Economics 8-2007, University of Cyprus Department of Economics.
    9. Sandrine Lardic & Valérie Mignon, 2004. "Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003," Revue d'économie politique, Dalloz, vol. 0(1), pages 1-15.
    10. Lyon, Charles C. & Thompson, Gary D., 1991. "Model Selection With Temporal And Spatial Aggregation: Alternative Marketing Margin Models," Staff Papers 13253, University of Minnesota, Department of Applied Economics.
    11. Hagen, Tobias, 2001. "Does fixed-term contract employment raise firms' adjustment-speed? Evidence from an establishment panel for West-Germany," ZEW Discussion Papers 01-57, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

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