Aggregation of linear dynamic microeconomic models

Journal of Mathematical Economics

Volumn 31, Issue 1, 1999, Pages 131-158

  Forni, Mario ^a   Lippi, Marco ^b  

^a Dipartimento di Economia Politica   (Italy)

^b Dipto Sci Economiche Via Cesalpino   (Italy)

Author keywords

Aggregation; Dynamic factor model; Heterogeneity; Linear stochastic process; Representative agent

Indexed keywords

EID: 0042728358     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(98)00060-3     Document Type: Article

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