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

Leonardo Souza

International Economic Review, 2005, vol. 46, issue 3, 1059-1062

Abstract: 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.

Date: 2005
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Working Paper: A note on Chambers's 'long memory and aggregation in macroeconomic time series' (2003)
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