Contemporaneous aggregation of linear dynamic models in large economies (Q2439052): Difference between revisions

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Contemporaneous aggregation of linear dynamic models in large economies
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    Contemporaneous aggregation of linear dynamic models in large economies (English)
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    7 March 2014
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    contemporaneous aggregation
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    ARMA
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    common and idiosyncratic shocks
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    non-stationarity
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    long memory
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