Long Memory and Aggregation in Macroeconomic Time Series

Marcus J. Chambers

186 citations0/0 files storedInternational Economic Review

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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Marcus J. Chambers, Long Memory and Aggregation in Macroeconomic Time Series, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 1053-1072

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