In search of lost time aggregation

DOI10.1016/J.ECONLET.2020.108998MaRDI QIDQ2179754zbMATH OpenOpenAlexFDO

Authors Edmund Crawley

Publication date 13 May 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://www.federalreserve.gov/econres/feds/files/2019075pap.pdf

zbMATH Keywords

time aggregationconsumptionincome

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
• Note on the Correlation of First Differences of Averages in a Random Chain
• Temporal Aggregation of Garch Processes
• The Effect of Aggregation on Prediction in the Autoregressive Model
• What would you do with \$500? Spending responses to gains, losses, news, and loans

Cited in

(2)

• scientific article; zbMATH DE number 3906168 (Why is no real title available?)
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