Contemporaneous aggregation of linear dynamic models in large economies (Q2439052)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contemporaneous aggregation of linear dynamic models in large economies |
scientific article |
Statements
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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