Aggregation, Persistence and Volatility in a Macro Model

DOI10.1111/1467-937X.00225MaRDI QIDQ4419343zbMATH OpenOpenAlexWikidataFDO

Authors Karim M. Abadir, Gabriel Talmain

Publication date 13 August 2003

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-937x.00225

zbMATH Keywords

autocorrelationfirm heterogeneitylong memorynonlinearityRBC model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

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Cited in

(15)

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• A note on the empirics of the neoclassical growth model
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• Autocovariance functions of series and of their transforms
• The Granular Origins of Aggregate Fluctuations
• Two estimators of the long-run variance: beyond short memory
• On the concept of endogenous volatility
• Heterogeneous dynamics, aggregation, and the persistence of economic shocks
• Testing catching-up between the developing countries: ``Growth resistance and sometimes ``growth tragedy
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• The polynomial aggregated AR(1) model*
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