Aggregation of time series variables-a survey
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Bibliographic InfoPaper provided by Federal Reserve Bank of Minneapolis in its series Discussion Paper / Institute for Empirical Macroeconomics with number 1.
Date of creation: 1988
Date of revision:
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- Kohn, Robert, 1982. "When is an aggregate of a time series efficiently forecast by its past?," Journal of Econometrics, Elsevier, vol. 18(3), pages 337-349, April.
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Departmental Working Papers
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2005044, Université catholique de Louvain, Département des Sciences Economiques.
- SILVESTRINI, Andrea & VEREDAS, David, 2005. "Temporal aggregation of univariate linear time series models," CORE Discussion Papers 2005059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Katrin Wesche, 1997.
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- Wesche, Katrin, 1995. "The Stability of European Money Demand: An Investigation of M3H," Discussion Paper Serie B 337, University of Bonn, Germany.
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"Forecasting economic aggregates by disaggregates,"
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- Fatih Ozatay, 1993. "Forecasting Contemporaneously Aggregated Variables Using Granger-Causal Variables," Discussion Papers 9302, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 8, Money Macro and Finance Research Group.
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