Search Results - subject:"Temporal Aggregation Bias"

Speed of reversion of deviations of the Purchasing Power Parity for Brazilian cities

Bastos, Felipe de Sousa; Ferreira, Roberto Tatiwa; … - In: Revista brasileira de economia : RBE ; publicação de … 72 (2018) 1, pp. 26-40

Persistent link: https://www.econbiz.de/10012156463

Bilateral trade and shocks in political relations : evidence from China and some of its major trading partners, 1990-2013

Du, Yingxin; Ju, Jiandong; Ramirez, Carlos D.; Yao, Xi - In: Journal of international economics 108 (2017), pp. 211-225

Persistent link: https://www.econbiz.de/10011754031

Essays on Macroeconomics in Mixed Frequency Estimations

Kim, Tae Bong - 2011

This dissertation asks whether frequency misspecification of a New Keynesian model results in temporal aggregation … bias of the Calvo parameter. First, when a New Keynesian model is estimated at a quarterly frequency while the true data …

Persistent link: https://www.econbiz.de/10009475386

Temporal Aggregation Bias in Stock-Flow Models

Burdett, Kenneth; Coles, Melvyn G; Ours, Jan C van - C.E.P.R. Discussion Papers - 1994

The matching function describes the flow of job creation as a function of the stocks of unemployed and vacancies. Most empirical work tries to identify such a relationship by regressing the flow of matches (aggregated over the month) on the stocks of unemployment and vacancies measured at the...

Persistent link: https://www.econbiz.de/10005123733