Heterogeneous dynamics, aggregation, and the persistence of economic shocks

DOI10.1111/IERE.12037zbMATH Open1420.91295OpenAlexW2146318354MaRDI QIDQ4620123FDOQ4620123

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

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zbMATH Keywords

inflationimpulse response functionsshock responsedisaggregate and aggregate data

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (11)

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

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