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Citations for "Econometric Analysis of Aggregation in the Context of Linear Prediction Models"

by M. H. Pesaran & R. G. Pierse & M. S. Kumar

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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.):
  1. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]
  2. Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," Ag Econ Series 12966, Washington State University, School of Economic Sciences. [Downloadable!]
  3. Carlo Monticelli & Oreste Tristani, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 2, European Central Bank. [Downloadable!]
  4. Sean D. Campbell & Francis X. Diebold, 2002. "Weather Forecasting for Weather Derivatives," Center for Financial Institutions Working Papers 02-42, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  5. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October. [Downloadable!] (restricted)
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  6. Thompson, Gary D. & Wilson, Paul N., 1999. "Market Demands For Bagged, Refrigerated Salads," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December. [Downloadable!]
  7. Surajit Deb, 2002. "The Debate on Agriculture-Industry Terms of Trade in India," Working papers 109, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  8. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods and Applications, Springer, vol. 17(4), pages 499-518, October. [Downloadable!] (restricted)
  9. Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics. [Downloadable!]
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  10. Alistair Dieppe & Thomas Warmedinger, 2007. "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series 760, European Central Bank. [Downloadable!]
  11. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2001. "Money demand in the euro area: do national differences matter?," Temi di discussione (Economic working papers) 405, Bank of Italy, Economic Research Department. [Downloadable!]
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  12. David F. Hendry & Kirstin Hubrich, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank. [Downloadable!]
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  13. Wesche, Katrin, 1996. "Aggregation Bias in Estimating European Money Demand Functions," Discussion Paper Serie B 393, University of Bonn, Germany. [Downloadable!]
  14. José Varejão & Pedro Portugal, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," IZA Discussion Papers 2701, Institute for the Study of Labor (IZA). [Downloadable!]
  15. Franz R. Hahn, 2003. "Long-run Homogeneity of Labour Demand. Panel Evidence from OECD Countries," WIFO Working Papers 199, WIFO. [Downloadable!]
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  16. Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601. [Downloadable!]
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  17. Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000. [Downloadable!]
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  18. Seo, Seong-Cheon & Capps, Oral, Jr., 1997. "Testing For Store-Level Differences In Factors Affecting Item Movement Of Prego And Ragu Spaghetti Sauces Using Point-Of-Sale Data," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(3), October. [Downloadable!]
  19. John S.nChipman & Peter Winker, . "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics. [Downloadable!]
  20. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
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  21. Kausik Chaudhuri & Jeffrey R. Sheen, 2007. "To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
  22. Carlo Monticelli, 1993. "'All the money in europe?' An investigation of the economic properties of EC-wide extended monetary aggregates," BIS Working Papers 19, Bank for International Settlements. [Downloadable!]
  23. Liu, Qinghua & Shumway, C. Richard, 2003. "Testing Aggregation Consistency Across Geography And Commodities," 2003 Annual meeting, July 27-30, Montreal, Canada 22201, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  24. Raffaella Giacomini & Clive W.J. Granger, 2001. "Aggregation of Space-Time Processes," University of California at San Diego, Economics Working Paper Series 2001-07, Department of Economics, UC San Diego. [Downloadable!]
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  25. Salvator Nkunzimana & H. Alan Love & C. Richard Shumway, 2003. "Mexican agricultural trade under the GATT," Applied Economics, Taylor and Francis Journals, vol. 35(4), pages 449-459, January. [Downloadable!] (restricted)
  26. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA. [Downloadable!]
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  27. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics. [Downloadable!]
  28. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September. [Downloadable!]
  29. 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. [Downloadable!]
  30. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 371-401, December. [Downloadable!] (restricted)
  31. Costly Adjustment Under Rational Expectations: A Generalization, 1988. "UCLA, Trinity College (Cambridge)," UCLA Economics Working Papers 480, UCLA Department of Economics. [Downloadable!]
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This page was last updated on 2010-1-4.

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