Contemporaneous aggregation of linear dynamic models in large economies

Journal of Econometrics

Volumn 120, Issue 1, 2004, Pages 75-102

  Zaffaroni, Paolo ^a  

^a Servizio Studi   (Italy)

Author keywords

ARMA; Common and idiosyncratic shocks; Contemporaneous aggregation; Long memory; Non stationarity

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; FUNCTIONS; INTEGRATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; THEOREM PROVING;

ARMA; COMMON AND IDIOSYNCRATIC SHOCKS; CONTEMPORANEOUS AGGREGATION; LONG MEMORY; NON-STATIONARITY;

ECONOMICS;

EID: 1542505353     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00207-0     Document Type: Article

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