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Departement des sciences economiques - CORE Essays on aggregation and cointegration of econometric models … xv Bibliography xxiii 1 Temporal Aggregation of Univariate and … \ 3 1.2 Notation and aggregation schemes 8 1.3 ARIMA class …
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-area. Keywords: Aggregation, forecasting, European monetary union, constructing EMU data JEL classification: C22, C53 ⁄This research … accounted for. (3) The method of aggregation will have an important im- pact on the series available for analysis. Different … aggregation methods are discussed by Winder (1997) and Beyer, Doornik & Hendry (2001) whereas Bosker (2006) shows that the …
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