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ArticleAggregation of linear dynamic microeconomic models

Mario Forni1999

OA

Articlegreen1999

Aggregation of linear dynamic microeconomic models

46 citations·0/0 files stored·Journal of Mathematical Economics

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Economic theories and models Monetary Policy and Economic Impact Complex Systems and Time Series Analysis

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1957Theory of the Consumption Function 1960A Theory of the Consumption Function 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom 1986Alternative Explanations of the Money-Income Correlation 1992Understanding Consumption 1980Long memory relationships and the aggregation of dynamic models

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2012Asymptotics of the principal components estimator of large factor models with weakly influential factors

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Year1999

Typearticle

Published1999-02-01

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations46

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/s0304-4068(98)00060-3

openalex_workW2011686254

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