Heterogeneous dynamics, aggregation, and the persistence of economic shocks

DOI10.1111/IERE.12037MaRDI QIDQ4620123zbMATH OpenOpenAlexFDO

Authors Laura Mayoral

Publication date 7 February 2019

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/iere.12037

zbMATH Keywords

inflationimpulse response functionsshock responsedisaggregate and aggregate data

Mathematics Subject Classification ID

Economic growth models (91B62)

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(11)

• Heterogeneous households' intertemporal characteristics and the aggregation problem
• Aggregation, Persistence and Volatility in a Macro Model
• Aggregation in large dynamic panels
• Micro Shocks and Aggregate Risk
• Big shocks versus small shocks in a dynamic stochastic economy with many interacting agents
• Contemporaneous aggregation of linear dynamic models in large economies
• Hysteresis and post Walrasian economics
• Estimating aggregate autoregressive processes when only macro data are available
• Sectoral Effects of Aggregate Shocks
• Shocks as Burn-In in Heterogeneous Populations
• Reallocation shocks, persistence and nominal rigidities

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