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Temporal Aggregation and Structural Inference in Macroeconomics
9 references·16 citing·45 second hop
Temporal Aggregation and Structural Inference in Macroeconomics (1986)Temporal Aggregation and Structural Infer…Intertemporal Substitution in Labor Supply: Evidence from Micro Data (1986)Intertemporal Substitution in…Indivisible labor and the business cycle (1985)Indivisible labor and the bus…The Production and Inventory Behavior of the American Automobile Industry (1983)The Production and Inventory …An Empirical Model of Labor Supply in a Life-Cycle Setting (1981)An Empirical Model of Labor S…Macroeconomics and Reality (1980)Macroeconomics and RealityFormulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Inventory Behavior in Durable-Goods Manufacturing: The Target-Adjustment Model (1976)Inventory Behavior in Durable…Investment Under Uncertainty (1971)Investment Under UncertaintyDiscrete Approximations to Continuous Time Distributed Lags in Econometrics (1971)Discrete Approximations to Co…Nowcasting with Large Bayesian Vector Autoregressions (2020)Nowcasting with Large Bayesia…Uncertainty Shocks as Second-Moment News Shocks (2019)Uncertainty Shocks as Second-…Recursive Models of Dynamic Linear Economies (2013)Recursive Models of Dynamic L…Infrastructure and Poverty Reduction: Implications for Urban Development in Nigeria (2010)Infrastructure and Poverty Re…The Cyclicality of Job Loss and Hiring (2006)The Cyclicality of Job Loss a…Granger causality and the sampling of economic processes (2005)Granger causality and the sam…Rockets and feathers revisited: an international comparison on European gasoline markets (2003)Rockets and feathers revisite…Maximum likelihood in the frequency domain: the importance of time-to-plan (2003)Maximum likelihood in the fre…Temporal aggregation and spurious instantaneous causality in multiple time series models (2002)Temporal aggregation and spur…Are the effects of monetary policy in the euro area greater in recessions than in booms? (2002)Are the effects of monetary p…Noncausality in Continuous Time Models (1996)Noncausality in Continuous Ti…Was the franc poincaré deliberately undervalued? (1992)Was the franc poincaré delibe…Vector Autoregression Evidence on Monetarism: Another Look at the Robustness Debate (1990)Vector Autoregression Evidenc…Seasonality, Cost Shocks, and the Production Smoothing Model of Inventories (1989)Seasonality, Cost Shocks, and…Continuous time autoregressive models with common stochastic trends (1988)Continuous time autoregressiv…The Insensitivity of Consumption to News About Income (1987)The Insensitivity of Consumpt…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Dividend Innovations and Stock Price Volatility (1986)Dividend Innovations and Stock Price Volatility (1988)THE RESURGENCE OF INVENTORY RESEARCH: WHAT HAVE WE LEARNED? (1991)Intertemporal Substitution in Macroeconomics (1982)Time to Build and Aggregate Fluctuations (1982)On the Covariance Structure of Earnings and Hours Changes (1986)On the Covariance Structure of Earnings and Hours Changes (1989)Technical Change and the Aggregate Production Function (1957)Recursive Methods in Economic Dynamics (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Unified Framework for Monetary Theory and Policy Analysis (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The Impact of Uncertainty Shocks (2009)Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession (2020)Measuring Geopolitical Risk (2022)Supply chain risk: Changes in supplier composition and vertical integration (2023)Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Prices Rise Faster than They Fall (2000)Asymmetric error correction models for the oil–gasoline price relationship (2005)Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases (2005)Retail gasoline pricing: What do we know? (2008)Chapter 22 Panel data (1984)Chapter 7 The human capital model (2000)Labor Supply and Taxes: A Survey (2011)The Role of Approximate Prior Restrictions in Distributed Lag Estimation (1972)CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)Systematic sampling and temporal aggregation in time series models (1984)Equilibrium search and unemployment (1974)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Explaining saving-investment correlations (1993)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1971Investment Under Uncertainty952 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1981An Empirical Model of Labor Supply in a Life-Cycle Setting821 cited
  • 1986Intertemporal Substitution in Labor Supply: Evidence from Micro Data608 cited
  • 1983The Production and Inventory Behavior of the American Automobile Industry263 cited
  • 1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics172 cited
  • 1976Inventory Behavior in Durable-Goods Manufacturing: The Target-Adjustment Model155 cited

Cited by

  • 2019Uncertainty Shocks as Second-Moment News Shocks226 cited
  • 2003Rockets and feathers revisited: an international comparison on European gasoline markets216 cited
  • 2010Infrastructure and Poverty Reduction: Implications for Urban Development in Nigeria133 cited
  • 1987The Insensitivity of Consumption to News About Income113 cited
  • 2006The Cyclicality of Job Loss and Hiring107 cited
  • 1989Seasonality, Cost Shocks, and the Production Smoothing Model of Inventories

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105 cited
  • 2013Recursive Models of Dynamic Linear Economies96 cited
  • 2002Temporal aggregation and spurious instantaneous causality in multiple time series models92 cited
  • 2005Granger causality and the sampling of economic processes73 cited
  • 2020Nowcasting with Large Bayesian Vector Autoregressions72 cited
  • 1990Vector Autoregression Evidence on Monetarism: Another Look at the Robustness Debate68 cited
  • 2003Maximum likelihood in the frequency domain: the importance of time-to-plan66 cited
  • 2002Are the effects of monetary policy in the euro area greater in recessions than in booms?65 cited
  • 1988Continuous time autoregressive models with common stochastic trends64 cited
  • 1996Noncausality in Continuous Time Models50 cited
  • 1992Was the franc poincaré deliberately undervalued?48 cited