Aggregation, Persistence and Volatility in a Macro Model

DOI10.1111/1467-937X.00225zbMath1059.91078OpenAlexW3123799102WikidataQ56518881 ScholiaQ56518881MaRDI QIDQ4419343

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

nonlinearitylong memoryautocorrelationfirm heterogeneityRBC model

Mathematics Subject Classification ID

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

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