A note on Chambers's "long memory and aggregation in macroeconomic time series"

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A note on Chambers's "long memory and aggregation in macroeconomic time series"

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Souza, Leonardo Rocha

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Leonardo Rocha Souza

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Paper provided by Graduate School of Economics, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 503.

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Date of creation: 07 Oct 2003
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Handle: RePEc:fgv:epgewp:503

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Article
- Leonardo Rocha Souza, 2005. "A Note On Chambers'S "Long Memory And Aggregation In Macroeconomic Time Series"," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 1059-1062, 08. [Downloadable!] (restricted)

This paper has been announced in the following NEP Reports:

NEP-ALL-2004-06-02 (All new papers)
NEP-ECM-2004-06-09 (Econometrics)
NEP-ETS-2004-06-02 (Econometric Time Series)

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Chambers, Marcus J, 1998. "Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1053-72, November.
Other versions:
- Marcus J. Chambers, . "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 437, University of Essex, Department of Economics.
Souza, Leonardo R. & Smith, Jeremy, 2004. "Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 20(3), pages 487-502. [Downloadable!] (restricted)
Souza, Leonardo R. & Smith, Jeremy, 2002. "Bias in the memory parameter for different sampling rates," International Journal of Forecasting, Elsevier, vol. 18(2), pages 299-313. [Downloadable!] (restricted)

Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Khan, M. Ali, 2003. "On choice of technique in the Robinson-Solow-Srinivasan model," Economics Working Papers (Ensaios Economicos da EPGE) 504, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Ferreira, Pedro Cavalcanti Gomes & Facchini, Giovanni, 2004. "Trade liberalization and industrial concentration: Evidence from Brazil," Economics Working Papers (Ensaios Economicos da EPGE) 531, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Other versions:
- Giovanni Facchini; Pedro Cavalcanti Ferreira, 2004. "Trade Liberalization and Industrial Concentration:Evidence from Brazil," Econometric Society 2004 Latin American Meetings 126, Econometric Society. [Downloadable!]
- Cavalcanti Ferreira, Pedro & Facchini, Giovanni, 2005. "Trade liberalization and industrial concentration: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(2-3), pages 432-446, May. [Downloadable!] (restricted)
Mark J. Jensen, 2006. "The long-run Fisher effect: can it be tested?," Working Paper 2006-11, Federal Reserve Bank of Atlanta. [Downloadable!]
Other versions:
- Mark J. Jensen, 2009. "The Long-Run Fisher Effect: Can It Be Tested?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, 02. [Downloadable!] (restricted)
Monteiro, Paulo Klinger, 2004. "The set of equilibria of first-price auctions," Economics Working Papers (Ensaios Economicos da EPGE) 536, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Other versions:
- Paulo Klinger Monteiro, 2004. "The set of equilibria of first-price auctions," Microeconomics 0403001, EconWPA. [Downloadable!]
- Monteiro, Paulo Klinger, 2006. "The set of equilibria of first-price auctions," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 364-372, June. [Downloadable!] (restricted)

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