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Aggregation and simple dynamics
10 references·16 citing·38 second hop
Aggregation and simple dynamics (1994)Aggregation and simple dynamicsThe Rank of Demand Systems: Theory and Nonparametric Estimation (1991)The Rank of Demand Systems: T…Full Insurance in the Presence of Aggregate Uncertainty (1991)Full Insurance in the Presenc…A Simple Test of Consumption Insurance (1991)A Simple Test of Consumption …Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Simple Tests of Distributional Effects on Macroeconomic Equations (1986)Simple Tests of Distributiona…Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis (1986)Does Saving Anticipate Declin…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…Linear Aggregation of Economic Relations. (1956)Linear Aggregation of Economi…A micro-model of car ownership dynamics: are preferences changing? (2020)A micro-model of car ownershi…Crop Supply Dynamics and the Illusion of Partial Adjustment (2014)Crop Supply Dynamics and the …Aggregate real exchange rate persistence through the lens of sectoral data (2011)Aggregate real exchange rate …Dollarization persistence and individual heterogeneity (2010)Dollarization persistence and…Aggregation is not the solution: the PPP puzzle strikes back (2009)Aggregation is not the soluti…Panel Data Analysis - Advantages and Challenges (2006)Panel Data Analysis - Advanta…Modelling multi‐period inflation uncertainty using a panel of density forecasts (2006)Modelling multi‐period inflat…WHY PANEL DATA? (2005)WHY PANEL DATA?Heterogeneity and Aggregation (2005)Heterogeneity and AggregationThe Cost of Business Cycles Under Endogenous Growth (2003)The Cost of Business Cycles U…The Cost of Business Cycles Under Endogenous Growth (2003)The Cost of Business Cycles U…Contemporaneous aggregation of linear dynamic models in large economies (2003)Contemporaneous aggregation o…Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation (2003)Aggregation of linear dynamic…Are Our Data Relevant to the Theory? The Case of Aggregate Consumption (1998)Are Our Data Relevant to the …Aggregation in Large Dynamic PanelsAggregation in Large Dynamic …Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policyAggregate vs. disaggregate da…Community Preference Fields (1953)Factor Analysis as a Statistical Method. (1972)On the bias in flexible functional forms and an essentially unbiased form (1981)Empirical Approaches to the Measurement of Welfare (1998)Tricks with Hicks: The EASI Demand System (2009)Empirical approaches to the problem of aggregation over individuals (2011)Credit Rationing in Markets with Imperfect Information (1981)Golden Eggs and Hyperbolic Discounting (1997)The analysis of household surveys (1997)Econometric Analysis of Cross Section and Panel Data (2001)Fractional Brownian Motions, Fractional Noises and Applications (1968)Some properties of time series data and their use in econometric model specification (1981)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)Time Series Analysis: Forecasting and Control (1977)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)A Simple Approximate Long-Memory Model of Realized Volatility (2008)An Almost Ideal Demand System (1980)Changes in Relative Wages, 1963-1987: Supply and Demand Factors (1992)Estimation of ergodic agent-based models by simulated minimum distance (2014)Modeling human behavior in economics and social science (2017)American Economic Review (2019)Patience and Comparative Development (2021)Precautionary Saving in the Small and in the Large (1990)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Understanding Risk and Return (1993)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)Risk Sharing and Transactions Costs: Evidence from Kenya's Mobile Money Revolution (2013)Household Balance Sheets, Consumption, and the Economic Slump* (2013)A Theory of the Budgetary Process (1966)Aggregation of Variables in Dynamic Systems (1977)Real Wages over the Business Cycle: Evidence from Panel Data (1985)
this work references cited by second hop

References

  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1989Saving and Liquidity Constraints1,341 cited
  • 1991A Simple Test of Consumption Insurance967 cited
  • 1991Full Insurance in the Presence of Aggregate Uncertainty661 cited
  • 1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis514 cited
  • 1991The Rank of Demand Systems: Theory and Nonparametric Estimation363 cited
  • 1956Linear Aggregation of Economic Relations.344 cited
  • 1986Simple Tests of Distributional Effects on Macroeconomic Equations124 cited

Cited by

  • 2005Heterogeneity and Aggregation220 cited
  • 2003Contemporaneous aggregation of linear dynamic models in large economies189 cited
  • 2006Panel Data Analysis - Advantages and Challenges186 cited
  • 2005WHY PANEL DATA?123 cited
  • 2014Crop Supply Dynamics and the Illusion of Partial Adjustment111 cited

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  • n.d.Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy72 cited
  • 2006Modelling multi‐period inflation uncertainty using a panel of density forecasts65 cited
  • n.d.Aggregation in Large Dynamic Panels64 cited
  • 2003Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation60 cited
  • 1998Are Our Data Relevant to the Theory? The Case of Aggregate Consumption45 cited
  • 2003The Cost of Business Cycles Under Endogenous Growth24 cited
  • 2010Dollarization persistence and individual heterogeneity22 cited
  • 2003The Cost of Business Cycles Under Endogenous Growth21 cited
  • 2009Aggregation is not the solution: the PPP puzzle strikes back19 cited
  • 2011Aggregate real exchange rate persistence through the lens of sectoral data16 cited
  • 2020A micro-model of car ownership dynamics: are preferences changing?14 cited