Consistent high-frequency calibration

DOI10.1016/J.JEDC.2003.10.005MaRDI QIDQ953716zbMATH OpenOpenAlexFDO

Authors David Aadland, Kevin X. D. Huang

Publication date 6 November 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2003.10.005

zbMATH Keywords

consistencycalibrationtemporal aggregationhigh frequencytransformation rule

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Note on the Correlation of First Differences of Averages in a Random Chain
• Optimal Growth with Intertemporally Dependent Preferences
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

Cited in

(3)

• A sunspot paradox
• Indeterminacy and period length under balanced budget rules
• Some observations on the high-frequency versions of a standard New-Keynesian model

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