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Year of publication
Subject
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Aggregation 2,737 Theorie 1,901 Theory 1,901 USA 919 United States 918 Estimation 292 Schätzung 292 Zeitreihenanalyse 213 Time series analysis 212 Forecasting model 166 Prognoseverfahren 166 Consumption theory 127 Konsumtheorie 127 Social welfare function 117 Soziale Wohlfahrtsfunktion 117 Geldmenge 110 Money supply 109 Estimation theory 106 Schätztheorie 106 Präferenztheorie 102 Theory of preferences 102 Productivity 101 Produktivität 101 Private consumption 98 Privater Konsum 98 EU countries 90 EU-Staaten 90 Index 90 Index number 89 Deutschland 79 Risk 79 Aggregate demand 78 Germany 78 Gesamtwirtschaftliche Nachfrage 78 Risiko 77 Konjunktur 74 Neue politische Ökonomie 74 Public choice 74 Business cycle 73 Einkommensverteilung 71
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Online availability
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Free 628 Undetermined 328
Type of publication
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Article 1,536 Book / Working Paper 1,201
Type of publication (narrower categories)
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Article in journal 1,346 Aufsatz in Zeitschrift 1,346 Arbeitspapier 720 Working Paper 720 Graue Literatur 705 Non-commercial literature 705 Aufsatz im Buch 174 Book section 174 Hochschulschrift 78 Thesis 70 Collection of articles written by one author 19 Reprint 19 Sammlung 19 Systematic review 15 Übersichtsarbeit 15 Amtsdruckschrift 14 Government document 14 Conference paper 12 Konferenzbeitrag 12 Bibliografie enthalten 11 Bibliography included 11 Aufsatzsammlung 8 Collection of articles of several authors 8 Sammelwerk 8 Commentary 7 Kommentar 7 Konferenzschrift 7 Forschungsbericht 6 Festschrift 3 Case study 2 Fallstudie 2 Statistics 2 Statistik 2 Bericht 1 Bibliografie 1 CD-ROM, DVD 1 Conference proceedings 1 Fallstudiensammlung 1 Lehrbuch 1 Mehrbändiges Werk 1
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Language
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English 2,601 German 103 French 17 Italian 6 Spanish 3 Dutch 2 Polish 2 Russian 2 Bulgarian 1 Portuguese 1
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Author
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Barnett, William A. 54 Mongin, Philippe 21 Pesaran, M. Hashem 20 Hildenbrand, Werner 19 Herzberg, Frederik 18 Marcellino, Massimiliano 18 Blackorby, Charles 17 Kneip, Alois 17 Dietrich, Franz 16 Caballero, Ricardo J. 15 Chiappori, Pierre-André 13 Farhi, Emmanuel 13 Serletis, Apostolos 13 Weymark, John Allan 13 Baqaee, David 11 Chipman, John Somerset 11 Donaldson, David 11 Färe, Rolf 11 Grandmont, Jean-Michel 11 Hillinger, Claude 11 Lütkepohl, Helmut 11 Caplin, Andrew 10 Chandrasekhar, Arun G. 10 Kourentzes, Nikolaos 10 Stoker, Thomas Martin 10 Zelenyuk, Valentin 10 Basu, Susanto 9 Felipe, Jesus 9 Fernald, John G. 9 Winker, Peter 9 Attanasio, Orazio P. 8 Bossert, Walter 8 Chang, Yongsung 8 Denton, Frank T. 8 Ekeland, Ivar 8 Laisney, François 8 Pope, Rulon D. 8 Silvestrini, Andrea 8 Weinstein, David E. 8 Alatas, Vivi 7
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Institution
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National Bureau of Economic Research 37 European University Institute / Department of Law 3 Forschungsinstitut zur Zukunft der Arbeit 3 State University of New York at Albany / Department of Economics 3 University of Otago / Commerce Division 3 Bonn Graduate School of Economics 2 Centre for Economic Policy Research 2 Econometrisch Instituut <Rotterdam> 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 European University Institute / Department of Economics 2 Federal Reserve Bank of Richmond 2 Federal Reserve System / Board of Governors 2 Konjunkturinstitutet <Stockholm> 2 Københavns Universitet / Økonomisk Institut 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie 2 Association of Southern European Economic Theorists 1 Banco Central do Brasil 1 Bank für Internationalen Zahlungsausgleich / Ausschuß für Zahlungsverkehrs- und Abrechnungssysteme der Zentralbanken der Länder der Zehnergruppe 1 Basel Committee on Banking Supervision 1 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 1 Center for Economic Research <Tilburg> 1 Chambre de commerce et d'industrie de Paris 1 Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre 1 Deutsche Gesellschaft für Risikomanagement 1 Econometric Society 1 Federal Reserve Bank of St. Louis 1 Federal Reserve System / Division of Research and Statistics 1 Forschungsverbund "Welfare Societies" 1 Harvard Institute of Economic Research 1 Innocenzo Gasparini Institute for Economic Research <Mailand> 1 Institut für Gesellschafts- und Wirtschaftswissenschaften <Bonn> / Wirtschaftstheoretische Abteilung 1 Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk> 1 Institute for Research in the Behavioral, Economic, and Management Sciences 1 Instituto Valenciano de Investigaciones Económicas 1 International Conference on Disaggregation <1987, Cambridge> 1 International Organization of Securities Commissions / Technical Committee 1 Istituto Nazionale di Statistica 1 Krannert Graduate School of Management 1 Landbouwuniversiteit Wageningen / Faculty of Economics 1
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Published in...
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Journal of economic theory 51 Working paper / National Bureau of Economic Research, Inc. 46 Economics letters 43 European journal of operational research : EJOR 35 NBER working paper series 35 American journal of agricultural economics 33 NBER Working Paper 28 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 25 Social choice and welfare 25 Games and economic behavior 23 Economic modelling 22 Journal of mathematical economics 22 Discussion paper / Centre for Economic Policy Research 21 Journal of econometrics 21 Discussion paper / University of British Columbia, Department of Economics 20 International economic review 19 The review of income and wealth : journal of the International Association for Research in Income and Wealth 18 CESifo working papers 16 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 16 The American economic review 16 The review of economics and statistics 16 The theory of monetary aggregation 16 Discussion paper 15 International journal of forecasting 15 European economic review : EER 14 Mathematical social sciences 14 Applied economics 13 Applied economics letters 13 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 13 Journal of productivity analysis 13 CORE discussion paper : DP 12 The Canadian journal of economics 12 Discussion paper series / IZA 11 Economic theory : official journal of the Society for the Advancement of Economic Theory 11 Europäische Hochschulschriften / 5 11 Journal of monetary economics 11 Journal of regional science 11 Macroeconomic dynamics 11 Review of economic dynamics 11 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 11
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Source
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ECONIS (ZBW) 2,737
Showing 1 - 50 of 2,737
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Aggregate density forecast of models using disaggregate data - a copula approach
Paulsen, Kenneth Sæterhagen; Fastbø, Tuva Marie; … - 2022
We propose a novel copula approach to producing density forecasts of economic aggregates combining models using disaggregate data. Our copula approach is more flexible compared to existing techniques, because it is applicable to any econometric model that produces density forecasts. We construct...
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Temporal consistency of forecasts and data releases
Bürgi, Constantin; Ortiz, Julio L - 2022
We provide key insights on expectation formation based on the Bloomberg economic survey: around two thirds of professional forecasters provide GDP forecasts that are temporally consistent, meaning that quarterly forecasts add up to the annual. Temporally consistent forecasts are not more...
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Aggregation, asymmetry and common factors for Bangladesh's exchange rate-trade balance relation
Khatoon, Rabeya; Hasan, Md. Emran; Ibon, Md. Wahid Ferdous - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2739-2770
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Aggregation Issues in Integrating and Accelerating Bea'S Accounts : Improved Methods for Calculating GDP by Industry
Moyer, Brian; Reinsdorf, Marshall B.; Yuskavage, Robert - 2021
Aggregate measures of real GDP growth obtained from the GDP by Industry Accounts often differ from the featured measure of real GDP growth obtained from the National Income and Product Accounts (NIPAs). We find that differences in source data account for most of the difference in aggregate real...
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Aggregate Productivity and the Productivity of Aggregates
Basu, Susanto; Fernald, John G. - 2021
Explanations of procyclical productivity play a key role in a variety of business-cycle models. Most of these models, however, explain this procyclicality within a representative-firm paradigm. This procedure is misleading. We decompose aggregate productivity changes into several terms, each of...
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Consumer Durables and Inertial Behavior : Estimation and Aggregation of (S,S) Rules
Attanasio, Orazio - 2021
This paper presents an (S,s) model for automobile consumption and estimates it using a data set of US households. The model allows for unobserved heterogeneity in both the target level and the band width, takes into account the possibility of a zero desired level, constrains the band to be non...
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Credit, Money, and Aggregate Demand
Bernanke, Ben S.; Blinder, Alan S. - 2021
Standard models of aggregate demand treat money and credit asymmetrically; money is given a special status, while loans, bonds, and other debt instruments are lumped together in a "bond market" and suppressed by Walras' Law. This makes bank liabilities central to the monetary transmission...
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A Real Theory of Aggregate Demand Shortages
Cao, Dan; Ebrahimy, Ehsan - 2021
How can low consumer spending cause an inefficient recession or recovery? We propose a real theory of aggregate demand shortages that does not rely on nominal rigidities. In our theory, an economy can be demand constrained when, i) productivity in the consumption goods sector can be improved or...
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Aggregation and the Estimated Effects of School Resources
Hanushek, Eric A.; Rivkin, Steven G.; Taylor, Lori L. - 2021
This paper attempts to reconcile the contradictory findings in the debate over school resources and school effectiveness by highlighting the role of aggregation in the presence of omitted variables bias. While data aggregation for well-specified linear models yields unbiased parameter estimates,...
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Econometric Modeling as Information Aggregation
Fair, Ray C.; Shiller, Robert J. - 2021
A forecast produced by an econometric model is a weighted aggregate of predetermined variables in the model. In many models the number of predetermined variables used is very large, often exceeding the number of observations. A method is proposed in this paper for testing an econometric model as...
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Microeconomic Adjustment Hazards and Aggregate Dynamics
Engel, Eduardo M. R. A.; Caballero, Ricardo J. - 2021
The basic premise of this paper is that understanding aggregate dynamics requires considering that agents are heterogeneous and that they do not adjust continuously to the shocks they perceive. We provide a general characterization of lumpy behavior at the microeconomic level in terms of an...
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The Aggregate Matching Function
Blanchard, Olivier J.; Diamond, Peter A. - 2021
We present a picture of the labor market, one with large flows of jobs and workers, and matching. We develop a consistent approach to the interaction among those flows and the stocks of unemployed workers and vacant jobs, and to the determination of wages. We estimate the matching function,...
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Temporal Aggregation and Structural Inference in Macroeconomics
Christiano, Lawrence J.; Eichenbaum, Martin - 2021
This paper examines the quantitative importance of temporal aggregation bias in distorting parameter estimates and hypothesis tests. Our strategy is to consider two empirical examples in which temporal aggregation bias has the potential to account for results which are widely viewed as being...
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Estimating Aggregate Demand in Egypt
Emara, Noha; Mordos, Elise; Tyagi, Sonika - 2021
This econometric study seeks to determine the most important factors of aggregate demand in Egypt so as to provide insight into how this developing nation can grow economically in the coming years. The Ordinary Least Squares estimation method was used in order to estimate nominal GDP for the...
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Strategy-proof aggregation rules in median semilattices with applications to preference aggregation
Savaglio, Ernesto; Vannucci, Stefano - 2021
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Marketing response and temporal aggregation
Franses, Philip Hans - In: Journal of marketing analytics : JMA 9 (2021) 2, pp. 111-117
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Aggregating opinions
Barberà, Salvador; Bossert, Walter - 2021 - Revised: October 2021
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Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18
This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated processes. In particular, we showed that the antipersistent phenomenon is...
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Aggregation in networks
Allouch, Nizar - 2021
In this paper, we show that a concept of aggregation can hold in large network games with linear best replies. Breaking up large networks into smaller subnetworks, which can be replaced by representative players, leads to a coarse-grained description of strategic interactions. This method of...
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Real exchange rate and aggregate demand : empirical evidence : 1981-2010
Martínez Hernández, Francisco A.; Sauri-Alpuche, … - In: Análisis económico 36 (2021) 92, pp. 5-28
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The Barnett critique
Barnett, William A.; Park, Hyun; Park, Sohee - 2021
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On the evaluation of hierarchical forecasts
Athanasopoulos, George; Kourentzes, Nikolaos - 2021
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Construction of an aggregated economy : aggregated TFP and price level
Doi, Junko; Fujii, Takao; Horie, Shinya; Iritani, Jun; … - 2021
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Interpreting the will of the people : a positive analysis of ordinal preference aggregation
Ambuehl, Sandro; Bernheim, Bert Douglas - 2021
We investigate how individuals think groups should aggregate members’ ordinal preferences -that is, how they interpret “the will of the people.” In an experiment, we elicit revealed attitudes toward ordinal preference aggregation and classify subjects according to the rules they apparently...
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Trade costs in the global economy : measurement, aggregation and decomposition
Egger, Peter; Larch, Mario; Nigai, Sergey; Yotov, Yoto - 2021 - Manuscript date: 10 May 2018
Proper measurement and aggregation of trade costs is of paramount importance for sound academic and policy analysis of the determinants - particularly those of policy - of economic outcomes. The international trade profession has witnessed significant new developments, both on the theoretical...
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Divisia monetary aggregates for a heterogeneous euro area
Brill, Maximilian C.; Nautz, Dieter; Sieckmann, Lea - In: Empirica : journal of european economics 48 (2021) 1, pp. 247-278
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Information aggregation in Poisson-elections
Ekmekci, Mehmet; Lauermann, Stephan - 2021
The modern Condorcet jury theorem states that under weak conditions, when voters have common interests, elections will aggregate information when the population is large, in any equilibrium. Here, we study the performance of large elections with population uncertainty. We find that the modern...
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Seasonal Unit Roots in Aggregate U.S. Data
Beaulieu, Joe; Miron, Jeffrey A. - 2021
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The analysis is conducted using the approach developed by Hyllebcrg, Engle, Granger and Yoo (1990). We first derive the mechanics and asyrnptotics of the HEGY procedure for monthly data and use Monte...
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Dynamically Aggregating Diverse Information
Liang, Annie; Mu, Xiaosheng; Syrgkanis, Vasilis - 2021
An agent has access to multiple information sources, each of which provides information about a different attribute of an unknown state. Information is acquired continuously---where the agent chooses both which sources to sample from, and also how to allocate attention across them---until an...
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Spatial and Temporal Aggregation in the Dynamics of Labor Demand
Hamermesh, Daniel S. - 2021
The paper demonstrates the general difficulty of inferring the structure of adjustment costs from aggregated, including industry data, except in the unlikely case that costs are symmetric and quadratic at the micro level. The implications of this difficulty for cross-national comparisons of...
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Government Deficits and Aggregate Demand
Feldstein, Martin S. - 2021
The evidence presented in this paper indicates that changes in government spending, transfers and taxes can have substantial effects on aggregate demand. The estimates also indicate that the promise of future social security benefits significantly reduces private saving. Each of the basic...
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"Aggregation Bias" Does Explain the PPP Puzzle
Imbs, Jean M.; Mumtaz, Haroon; Ravn, Morten O.; Rey, … - 2021
This article summarizes our views on the role of an "aggregation bias" in explaining the PPP Puzzle, in response to the several papers recently written in reaction to our initial contribution. We discuss in particular the criticisms of Imbs, Mumtaz, Ravn and Rey (2002) presented in Chen and...
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Adjustment Costs, Durables, and Aggregate Consumption
Bernanke, Ben S. - 2021
Previous tests of the permanent income hypothesis (PIH) have focused on either nondurables or durables expenditures in isolation. This paper studies consumer purchases of nondurables and durables as the outcome of a single optimization problem.It is shown that the presence of adjustment costs of...
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Does "Aggregation Bias" Explain the PPP Puzzle?
Chen, Shiu‐Sheng; Engel, Charles M. - 2021
Recently, Imbs et. al. (2002) have claimed that much of the purchasing power parity puzzle can be explained by aggregation bias'. This paper re-examines aggregation bias. First, it clarifies the meaning of aggregation bias and its applicability to the PPP puzzle. Second, the size of the bias' is...
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Aggregate Investment
Caballero, Ricardo J. - 2021
The 90s have witnessed a revival in economists' interest and hope of explaining" aggregate and microeconomic investment behavior. New theories, better econometric" procedures, and more detailed panel data sets are behind this movement. Much of the progress" has occurred at the level of...
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Information Aggregation in Large Collective Purchases
Arieli, Itai; Koren, Moran; Smorodinsky, Rann - 2021
We study a monopolist that uses the following scheme to gauge market traction for its common-value, excludible product. The monopolist offers its product at a given price, and each potential consumer decides whether to buy it. The contributions are collected. The product is supplied only if the...
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Satisficing, Aggregation, and Quasilinear Utility
Allen, Roy - 2020
This paper takes seriously that the quasilinear utility model is an approximation. We interpret approximation error as arising because individuals are satisficers. We investigate the consequences of individual satisficng for modelling aggregate demand, providing an approximate aggregation...
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Information Aggregation in Competitive Markets
Siga, Lucas - 2020
We study when equilibrium prices can aggregate information in an auction market with a large population of traders. Our main result identifies a property of information—the betweenness property that is both necessary and sufficient for information aggregation. The characterization provides...
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The Aggregate Demand for Bank Capital
Harris, Milton - 2020
We propose a novel conceptual approach to transparently characterizing credit market outcomes in economies with multi-dimensional borrower heterogeneity. Based on characterizations of securities' implicit demand for bank equity capital, we obtain closed-form expressions for the composition of...
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Predictive Density Aggregation : A Model for Global GDP Growth
Caselli, Francesca - 2020
In this paper we propose a novel approach to obtain the predictive density of global GDP growth. It hinges upon a bottom-up probabilistic model that estimates and combines single countries' predictive GDP growth densities, taking into account cross-country interdependencies. Specifically,we...
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The Cost of Heterogeneity : Can Density Peaks Clustering Improve CES Aggregation?
Surro, Chris - 2020
This paper applies recent advances in machine learning to a long-standing macroeconomics question by using density peaks clustering to improve estimation of aggregate price indexes. To measure a price index that properly accounts for consumer welfare, it is important to consider the effect of...
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Aggregate Demand and Aggregate Supply Effects of COVID-19 : A Real-time Analysis
Bekaert, Geert - 2020
We extract aggregate demand and supply shocks for the US economy from real-time survey data on inflation and real GDP growth using a novel identification scheme. Our approach exploits non-Gaussian features of macroeconomic forecast revisions and imposes minimal theoretical assumptions. After...
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Dynamic Information Aggregation : Learning from the Past
Huo, Zhen - 2020
In an environment with dispersed information, how much can agents learn from past endogenous aggregate outcomes such as prices or output? We show that, in a rational expectations equilibrium, two possible regimes can arise endogenously: a perfect revealing regime and a confounding regime. The...
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On the evaluation of hierarchical forecasts
Athanasopoulos, George; Kourentzest, Nikolaos - 2020
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Recursive utility and turnpike theory for GMM Thompson aggregators
Becker, Robert Allen; Rincón-Zapateroz, Juan Pablo - 2020
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Reconsidering rational expectations and the aggregation of diverse information in laboratory security markets
Corgnet, Brice; Deck, Cary A.; DeSantis, Mark; Hampton, Kyle - 2020
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Combining real-time and fixed tariffs in the demand response aggregation and remuneration
Silva, Cátia; Faria, Pedro; Vale, Zita - In: Energy reports 6 (2020) 1, pp. 114-119
The current Energy Market is not yet ready for the integration of the Smart Grid context. Concepts such as Demand Response and Distributed Generation, namely renewable energy resources, are not yet included in current business models in order to the system flow properly. Therefore, the authors...
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Robust opinion aggregation and its dynamics
Cerreia-Vioglio, Simone; Corrao, Roberto; Lanzani, Giacomo - 2020 - This Version: March, 2020
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Nagging predictors
Richman, Ronald; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 3/83, pp. 1-26
We define the nagging predictor, which, instead of using bootstrapping to produce a series of i.i.d. predictors, exploits the randomness of neural network calibrations to provide a more stable and accurate predictor than is available from a single neural network run. Convergence results for the...
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Temporal aggregation and long memory for asset price volatility
Perron, Pierre; Shi, Wendong - In: Journal of risk and financial management : JRFM 13 (2020) 8/182, pp. 1-18
The effects of temporal aggregation and choice of sampling frequency are of great interest in modeling the dynamics of asset price volatility. We show how the squared low-frequency returns can be expressed in terms of the temporal aggregation of a high-frequency series. Based on the theory of...
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