Beauty and Ugliness of Aggregation over Time: A Survey

Mamingi Nlandu ()
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Mamingi Nlandu: Department of Economics, The University of the West Indies, P.O.Box 64, Cave Hill Campus, BridgetownBB11000, Barbados

Review of Economics, 2017, vol. 68, issue 3, 205-227

Abstract: This paper delivers an up-to-date literature review dealing with aggregation over time of economic time series, e.g. the transformation of high-frequency data to low frequency data, with a focus on its benefits (the beauty) and its costs (the ugliness). While there are some benefits associated with aggregating data over time, the negative effects are numerous. Aggregation over time is shown to have implications for inferences, public policy and forecasting.

Keywords: aggregation over time; temporal aggregation; systematic sampling; mixed aggregation (search for similar items in EconPapers)
JEL-codes: C10 C22 C32 C43 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1515/roe-2017-0027

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