In search of lost time aggregation

DOI10.1016/J.ECONLET.2020.108998zbMATH Open1437.91389OpenAlexW3003288790MaRDI QIDQ2179754FDOQ2179754

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

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zbMATH Keywords

time aggregationconsumptionincome

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

• Individual Income, Incomplete Information, and Aggregate Consumption
• Title not available (Why is that?)

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