Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model
In: Econometric Models of Cyclical Behavior, Volumes 1 and 2
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Liu, Ta-Chung, 1969. "A Monthly Recursive Econometric Model of United States: A Test of Feasibility," The Review of Economics and Statistics, MIT Press, vol. 51(1), pages 1-13, February.
- H. S. Houthakker, 1955. "The Pareto Distribution and the Cobb-Douglas Production Function in Activity Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 23(1), pages 27-31.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nijman, Theo E & Palm, Franz C, 1990.
"Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-415, October.
- Nijman, T.E. & Palm, F.C., 1987. "Predictive accuracy gain from disaggregate sampling in ARIMA-models," Research Memorandum FEW 273, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Other publications TiSEM 50a68aea-1b30-497d-b111-6, Tilburg University, School of Economics and Management.
- Jon Cockerline & John F. Helliwell & Robert Lafrance, 1990.
"Multicountry modeling of financial markets,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 305-363.
- Jon Cockerline & John F. Helliwell & Robert Lafrance, 1988. "Multicountry Modeling of Financial Markets," NBER Working Papers 2736, National Bureau of Economic Research, Inc.
- Peter Hans Matthews, 2005.
"Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle,"
Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
- 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.
- Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
- Phillip A. Cartwright & Natalija Riabko, 2019. "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 153-194, July.
- Hamermesh, Daniel S, 1992.
"A General Model of Dynamic Labor Demand,"
The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 733-737, November.
- Daniel S. Hamermesh, 1990. "A Genral Model of Dynamic Labor Demand," NBER Working Papers 3356, National Bureau of Economic Research, Inc.
- Nijman, T.E. & Palm, F.C., 1987. "Predictive accuracy gain from disaggregate sampling in ARIMA-models," Other publications TiSEM 73cf32e2-d741-45a0-8b3e-f, Tilburg University, School of Economics and Management.
- Manudeep Bhuller & Christian N. Brinch & Sebastian Königs, 2017.
"Time Aggregation and State Dependence in Welfare Receipt,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1833-1873, September.
- Manudeep Bhuller & Christian N. Brinch & Sebastian Königs, 2014. "Time aggregation and state dependence in welfare receipt," Discussion Papers 771, Statistics Norway, Research Department.
- Bhuller, Manudeep & Brinch, Christian & Königs, Sebastian, 2016. "Time Aggregation and State Dependence in Welfare Receipt," IZA Discussion Papers 9785, Institute of Labor Economics (IZA).
- 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.
- 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 - Leibniz Centre for European Economic Research.
- Christiano, Lawrence J. & Eichenbaum, Martin, 1987.
"Temporal aggregation and structural inference in macroeconomics,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 63-130, January.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "Temporal Aggregation and Structural Inference in Macroeconomics," NBER Technical Working Papers 0060, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1987. "Temporal aggregation and structural inference in macroeconomics," Working Papers 306, Federal Reserve Bank of Minneapolis.
- 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.
- Varejão, José & Portugal, Pedro, 2007.
"Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions,"
IZA Discussion Papers
2701, Institute of Labor Economics (IZA).
- Pedro Portugal & José Varejão, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," Working Papers w200704, Banco de Portugal, Economics and Research Department.
- Cartwright, Phillip A. & Riabko, Natalija, 2015. "Measuring the effect of oil prices on wheat futures prices," Research in International Business and Finance, Elsevier, vol. 33(C), pages 355-369.
- Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
- Andreou, Elena & Ghysels, Eric & Kourtellos, Andros, 2010.
"Regression models with mixed sampling frequencies,"
Journal of Econometrics, Elsevier, vol. 158(2), pages 246-261, October.
- Elena Andreou, Eric Ghysels & 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.
- Sundell, Paul & Denbaly, Mark, 1992. "Modeling Long-Term Government Bond Yields: An Efficient Market Approach," Staff Reports 278623, United States Department of Agriculture, Economic Research Service.
- Daniel S. Hamermesh, 1992. "Spatial and Temporal Aggregation in the Dynamics of Labor Demand," NBER Working Papers 4055, National Bureau of Economic Research, Inc.
- Sandrine Lardic & Valérie Mignon, 2004. "Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003," Revue d'économie politique, Dalloz, vol. 114(1), pages 1-15.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Maya Eden, 2017. "Misallocation and the Distribution of Global Volatility," American Economic Review, American Economic Association, vol. 107(2), pages 592-622, February.
- Wu, JunJie & Zilberman, David & Babcock, Bruce A., 2001.
"Environmental and Distributional Impacts of Conservation Targeting Strategies,"
Journal of Environmental Economics and Management, Elsevier, vol. 41(3), pages 333-350, May.
- JunJie Wu & David Zilberman & Bruce A. Babcock, 1999. "Environmental and Distributional Impacts of Conservation Targeting Strategies," Center for Agricultural and Rural Development (CARD) Publications 99-wp230, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Wu, JunJie & Zilberman, David & Babcock, Bruce A., 2001. "Environmental and Distributional Impacts of Conservation Targeting Strategies," Staff General Research Papers Archive 1931, Iowa State University, Department of Economics.
- Wu, JunJie & Zilberman, David & Babcock, Bruce A., 2001. "Environmental and Distributional Impacts of Conservation Targeting Strategies," ISU General Staff Papers 200105010700001255, Iowa State University, Department of Economics.
- Stern, David I., 1997. "Limits to substitution and irreversibility in production and consumption: A neoclassical interpretation of ecological economics," Ecological Economics, Elsevier, vol. 21(3), pages 197-215, June.
- Johannes Boehm, 2020. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," SciencePo Working papers hal-03566762, HAL.
- Tjalling C. Koopmans, 1977.
"Examples of Production Relations Based on Microdata,"
International Economic Association Series, in: G. C. Harcourt (ed.), The Microeconomic Foundations of Macroeconomics, chapter 5, pages 144-178,
Palgrave Macmillan.
- Tjalling C. Koopmans, 1975. "Examples of Production Relations Based on Microdata," Cowles Foundation Discussion Papers 408, Cowles Foundation for Research in Economics, Yale University.
- Heinz König, 1971. "Makroökonometrische Modelle: Ansätze, Ziele, Probleme," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 107(III), pages 546-578, September.
- Youssef Benzarti & Jarkko Harju, 2021.
"Using Payroll Tax Variation to Unpack the Black Box of Firm-Level Production,"
Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2737-2764.
- Youssef Benzarti & Jarkko Harju, 2020. "Using Payroll Tax Variation to Unpack the Black Box of Firm-Level Production," NBER Working Papers 26640, National Bureau of Economic Research, Inc.
- Benzarti, Youssef & Harju, Jarkko, 2021. "Using Payroll Tax Variation to Unpack the Black Box of Firm-Level Production," Working Papers 138, VATT Institute for Economic Research.
- Ognedal, Tone, 2016. "Morality in the market," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 100-115.
- repec:hal:spmain:info:hdl:2441/185h5h2nvv9lqr7nmeddt9uu5l is not listed on IDEAS
- Jakub Growiec, 2008.
"A new class of production functions and an argument against purely labor‐augmenting technical change,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 4(4), pages 483-502, December.
- Growiec, Jakub, 2006. "A New Class of Production Functions and an Argument Against Purely Labor-Augmenting Technical Change," MPRA Paper 7069, University Library of Munich, Germany.
- GROWIEC, Jakub, 2006. "A new class of production functions and an argument against purely labor-augmenting technical change," LIDAM Discussion Papers CORE 2006056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Uras, R.B. & Wang, P., 2014.
"Techniques Choice, Misallocation and Total Factor Productivity,"
Other publications TiSEM
5a3d8436-c929-49f3-a990-3, Tilburg University, School of Economics and Management.
- Uras, R.B. & Wang, P., 2014. "Techniques Choice, Misallocation and Total Factor Productivity," Discussion Paper 2014-074, Tilburg University, Center for Economic Research.
- Uras, R.B. & Wang, P., 2014. "Techniques Choice, Misallocation and Total Factor Productivity," Other publications TiSEM fc8b891c-982f-4b23-8b75-c, Tilburg University, School of Economics and Management.
- Sephorah Mangin, 2012. "A Unified Production and Matching Function: Implications for Factor Shares," 2012 Meeting Papers 500, Society for Economic Dynamics.
- Johannes Boehm & Ezra Oberfield, 2020.
"Misallocation in the Market for Inputs: Enforcement and the Organization of Production,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2007-2058.
- Boehm, Johannes & Oberfield, Ezra, 2018. "Misallocation in the market for inputs: enforcement and the organization of production," LSE Research Online Documents on Economics 91694, London School of Economics and Political Science, LSE Library.
- Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," Post-Print hal-03391855, HAL.
- Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," Working Papers id:12908, eSocialSciences.
- Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," SciencePo Working papers Main hal-03391855, HAL.
- Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," NBER Working Papers 24937, National Bureau of Economic Research, Inc.
- Boehm, Johannes & Oberfield, Ezra, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," CEPR Discussion Papers 14482, C.E.P.R. Discussion Papers.
- Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the market for inputs: enforcement and the organization of production," CEP Discussion Papers dp1572, Centre for Economic Performance, LSE.
- Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," Sciences Po Economics Discussion Papers info:hdl:2441/3lt9cev6r09, Sciences Po Departement of Economics.
- Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," Sciences Po publications info:hdl:2441/3lt9cev6r09, Sciences Po.
- Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," SciencePo Working papers hal-03391855, HAL.
- Ezra Oberfield & Devesh Raval, 2012. "Micro Data and the Macro Elasticity of Substitution," Working Papers 12-05, Center for Economic Studies, U.S. Census Bureau.
- Erzo G.J. Luttmer, 2010.
"Models of Growth and Firm Heterogeneity,"
Annual Review of Economics, Annual Reviews, vol. 2(1), pages 547-576, September.
- Erzo G. J. Luttmer, 2010. "Models of Growth and Firm Heterogeneity," Working Papers 2010-1, University of Minnesota, Department of Economics.
- Christopher L. Gilbert & Duo Qin, 2005.
"The First Fifty Years of Modern Econometrics,"
Working Papers
544, Queen Mary University of London, School of Economics and Finance.
- Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
- Casey B. Mulligan, 2002. "A Century of Labor-Leisure Distortions," NBER Working Papers 8774, National Bureau of Economic Research, Inc.
- Sophie Osotimehin, 2019.
"Aggregate productivity and the allocation of resources over the business cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 180-205, April.
- Sophie Osotimehin, 2013. "Aggregate productivity and the allocation of resources over the business cycle," Virginia Economics Online Papers 404, University of Virginia, Department of Economics.
- repec:hal:wpspec:info:hdl:2441/3lt9cev6r09aqpj1a1248i83gg is not listed on IDEAS
- Antonio Peyrache & Maria C. A. Silva, 2022.
"Efficiency and Productivity Analysis from a System Perspective: Historical Overview,"
Springer Books, in: Duangkamon Chotikapanich & Alicia N. Rambaldi & Nicholas Rohde (ed.), Advances in Economic Measurement, chapter 0, pages 173-230,
Springer.
- Antonio Peyrache & Maria C. A. Silva, 2021. "Efficiency and Productivity Analysis from a System Perspective:Historical Overview," CEPA Working Papers Series WP042021, School of Economics, University of Queensland, Australia.
- Oryani, Bahareh & Koo, Yoonmo & Rezania, Shahabaldin & Shafiee, Afsaneh, 2021. "Investigating the asymmetric impact of energy consumption on reshaping future energy policy and economic growth in Iran using extended Cobb-Douglas production function," Energy, Elsevier, vol. 216(C).
- Angus Deaton, 2016.
"Measuring and Understanding Behavior, Welfare, and Poverty,"
American Economic Review, American Economic Association, vol. 106(6), pages 1221-1243, June.
- Deaton, Angus, 2015. "Measuring and understanding behavior, welfare, and poverty," Nobel Prize in Economics documents 2015-3, Nobel Prize Committee.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:2787. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.