A NOTE ON CHAMBERS'S "LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES"

This note reviews some results on aggregating discrete-time long memory processes, providing a formula for the spectrum of the aggregates that considers the aliasing effect. Copyright 2005 by the Economics Department Of The University Of Pennsylvania And Osaka University Institute Of Social And Economic Research Association.

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Year of publication:	2005
Authors:	Souza, Leonardo Rocha
Published in:	International Economic Review. - Department of Economics. - Vol. 46.2005, 3, p. 1059-1062
Publisher:	Department of Economics

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005124714