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Econometric Analysis of Aggregation in the Context of Linear Prediction Models

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Cited by:

  1. Knoll, Bodo & Riedel, Nadine & Schwab, Thomas & Todtenhaupt, Maximilian & Voget, Johannes, 2021. "Cross-border effects of R&D tax incentives," Research Policy, Elsevier, vol. 50(9).
  2. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  3. Kwiatkowski Eugeniusz & Szymańska Agata, 2022. "Sectoral changes of employment in Poland during the COVID-19 pandemic: Are reallocation shock effects applicable?," Economics and Business Review, Sciendo, vol. 8(2), pages 113-144, July.
  4. C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
  5. 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), pages 1-12, October.
  6. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," LIDAM Discussion Papers CORE 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Shumway, C. Richard & Davis, George C., 2001. "Does consistent aggregation really matter?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(2), pages 1-34.
  8. MONTEFORTE Libero & SIVIERO Stefano, 2010. "Aggregate Vs. Disaggregate Euro-Area Macro-Modelling," EcoMod2003 330700105, EcoMod.
  9. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October.
  10. 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(2), pages 1-19, December.
  11. 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.
  12. Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
  13. Gimeno, Ruth & Andreu, Laura & Sarto, José Luis, 2022. "Fund trading divergence and performance contribution," International Review of Financial Analysis, Elsevier, vol. 83(C).
  14. Funke, Michael, 2001. "Money demand in Euroland," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 701-713, October.
  15. Chipman, John Somerset & Winker, Peter, 1994. "Optimal industrial classification: [an application to the German industrial classification system]," Discussion Papers, Series II 236, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  16. Wu, JunJie & Adams, Richard M., 2002. "Micro Versus Macro Acreage Response Models: Does Site-Specific Information Matter?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(01), pages 1-21, July.
  17. Kábrt, Tomáš & Brůna, Karel, 2022. "Asymmetric effects of foreign capital on income inequality: The case of the Post-China 16 countries," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 613-626.
  18. Carlo Monticelli, 1996. "EU-wide money and cross-border holdings," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(2), pages 215-235, September.
  19. 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.
  20. Costly Adjustment Under Rational Expectations: A Generalization, 1988. "UCLA, Trinity College (Cambridge)," UCLA Economics Working Papers 480, UCLA Department of Economics.
  21. Hendry, David & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  22. Franz Hahn, 2004. "Long-run homogeneity of labour demand. Panel evidence from OECD countries," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1199-1203.
  23. Jung Min Lee & Chanjin Chung, 2024. "Estimating Market Power Exertion in the U.S. Beef Packing Industry: An Illustration of Data Aggregation Bias Using Simulated Data," Sustainability, MDPI, vol. 16(9), pages 1-19, April.
  24. Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
  25. 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.
  26. 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.
  27. 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.
  28. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
  29. 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 and International Relations Area.
  30. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
  31. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
  32. César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017. "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 55-82, April.
  33. Chattopadhyay, Manojit & Kumar Mitra, Subrata, 2015. "Exploring asymmetric behavior pattern from Indian oil products prices using NARDL and GHSOM approaches," Energy Policy, Elsevier, vol. 86(C), pages 262-272.
  34. Kirstin Hubrich & Peter Vlaar, 2004. "Monetary transmission in Germany: Lessons for the Euro area," Empirical Economics, Springer, vol. 29(2), pages 383-414, May.
  35. John S.nChipman & Peter Winker, "undated". "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics.
  36. Salvator Nkunzimana & H. Alan Love & C. Richard Shumway, 2003. "Mexican agricultural trade under the GATT," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 449-459.
  37. Don O’Sullivan & Leon Zolotoy & Madhu Veeraraghavan & Jennifer R. Overbeck, 2025. "Are Employees Safer When the CEO Looks Greedy?," Journal of Business Ethics, Springer, vol. 198(3), pages 655-673, May.
  38. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
  39. Galina Hale & John Krainer & Erin McCarthy, 2020. "Aggregation Level in Stress-Testing Models," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 1-46, September.
  40. Iqbal, Md Zabid, 2016. "Are Futures Prices Endogenous to Global Supply Analysis of Agricultural Commodities? New Empirical Evidence," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235384, Agricultural and Applied Economics Association.
  41. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 499-518, October.
  42. Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  43. Giuseppe Arbia & Francesca Petrarca, 2016. "Effects of Scale in Spatial Interaction Models," Advances in Spatial Science, in: Roberto Patuelli & Giuseppe Arbia (ed.), Spatial Econometric Interaction Modelling, chapter 0, pages 85-101, Springer.
  44. 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.
  45. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
  46. Duncan Simester & Artem Timoshenko & Spyros I. Zoumpoulis, 2020. "Targeting Prospective Customers: Robustness of Machine-Learning Methods to Typical Data Challenges," Management Science, INFORMS, vol. 66(6), pages 2495-2522, June.
  47. Ivan D. Trofimov, 2024. "Testing Wagner’s hypothesis using disaggregated data: evidence from a global panel," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 143-171, February.
  48. Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
  49. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941.
  50. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 371-401.
  51. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
  52. Liu, Qinghua & Shumway, C. Richard, 2004. "Testing aggregation consistency across geography and commodities," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(3), pages 1-24.
  53. Dieppe, Alistair & Warmedinger, Thomas, 2007. "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series 760, European Central Bank.
  54. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
  55. repec:ilo:ilowps:322116 is not listed on IDEAS
  56. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 2, European Central Bank.
  57. Molle, W. T. M. & Zandvliet, C. Th. & Koning, J. de, 1992. "Can foreign aid reduce east-west migration in europe? with special reference to Poland," ILO Working Papers 993221163402676, International Labour Organization.
  58. Harrigan, James, 1995. "Factor endowments and the international location of production: Econometric evidence for the OECD, 1970-1985," Journal of International Economics, Elsevier, vol. 39(1-2), pages 123-141, August.
  59. 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.
  60. Ghose, Devajyoti, 1995. "Linear aggregation in cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1011-1032.
  61. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
  62. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
  63. Lee, Kevin, 1997. "Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis," Economic Modelling, Elsevier, vol. 14(3), pages 369-394, July.
  64. Kucukkale, Yakup & Yamak, Rahmi, 2012. "Cointegration, causality and Wagner’s law with disaggregated data: evidence from Turkey, 1968-2004," MPRA Paper 36894, University Library of Munich, Germany.
  65. Muellbauer, John & Aron, Janine, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
  66. Sean D. Campbell & Francis X. Diebold, 2005. "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 6-16, March.
  67. Ilmakunnas, Pekka, 1996. "Use of macroeconomic forecasts in corporate forecasting: a note on aggregation problems," International Journal of Forecasting, Elsevier, vol. 12(3), pages 383-388, September.
  68. Surajit Deb, 2002. "The Debate on Agriculture-Industry Terms of Trade in India," Working papers 109, Centre for Development Economics, Delhi School of Economics.
  69. 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.
  70. Bill Martin, 2009. "An Augmented UK Private Expenditure Function," Working Papers wp384, Centre for Business Research, University of Cambridge.
  71. Bernd Hayo, 1999. "Estimating A European Demand For Money," Scottish Journal of Political Economy, Scottish Economic Society, vol. 46(3), pages 221-244, August.
  72. Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers) 458, Bank of Italy, Economic Research and International Relations Area.
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