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Aggregation and the Microfoundations of Dynamic Macroeconomics

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Cited by:

  1. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  2. Dosi, G. & Pereira, M.C. & Roventini, A. & Virgillito, M.E., 2017. "When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 162-186.
  3. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
  4. Bernd Süssmuth, 2002. "National and Supranational Business Cycles (1960-2000): A multivariate description of central G7 and EURO15 NIPA aggregates," CESifo Working Paper Series 658, CESifo.
  5. repec:rre:publsh:v:35:y:2005:i:3:p:266-90 is not listed on IDEAS
  6. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
  7. Bernard Candelpergher & Michel Miniconi & Florian Pelgrin, 2015. "Long-memory process and aggregation of AR(1) stochastic processes: A new characterization," Working Papers hal-01166527, HAL.
  8. Kneip, Alois & Sickles, Robin C. & Song, Wonho, 2012. "A New Panel Data Treatment For Heterogeneity In Time Trends," Econometric Theory, Cambridge University Press, vol. 28(3), pages 590-628, June.
  9. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  10. Ghouri, Arsalan Mujahid & Akhtar, Pervaiz & Shahbaz, Muhammad & Shabbir, Haseeb, 2019. "Affective organizational commitment in global strategic partnerships: The role of individual-level microfoundations and social change," Technological Forecasting and Social Change, Elsevier, vol. 146(C), pages 320-330.
  11. Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
  12. Giorgio Fagiolo & Giovanni Dosi & Roberto Gabriele, 2005. "Towards an evolutionary interpretation of aggregate labor market regularities," Springer Books, in: Uwe Cantner & Elias Dinopoulos & Robert F. Lanzillotti (ed.), Entrepreneurships, the New Economy and Public Policy, pages 223-252, Springer.
  13. Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
  14. Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
  15. Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2018. "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Ecological Economics, Elsevier, vol. 150(C), pages 315-339.
  16. Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
  17. repec:ebl:ecbull:v:3:y:2007:i:2:p:1-10 is not listed on IDEAS
  18. Alessandro Roncaglia, 2011. "Macroeconomics in crisis and macroeconomics in recovery," PSL Quarterly Review, Economia civile, vol. 64(257), pages 167-185.
  19. Alessandro Roncaglia, 2012. "Keynesian uncertainty and the shaky foundations of statistical risk assessment models," PSL Quarterly Review, Economia civile, vol. 65(263), pages 437-454.
  20. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
  21. Thornton, Daniel L., 2014. "Monetary policy: Why money matters (and interest rates don’t)," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 202-213.
  22. Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
  23. repec:hal:spmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  24. repec:hal:spmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f is not listed on IDEAS
  25. Mojon, Benoît & Altissimo, Filippo & Zaffaroni, Paolo, 2007. "Fast micro and slow macro: can aggregation explain the persistence of inflation?," Working Paper Series 729, European Central Bank.
  26. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
  27. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
  28. Trapani, Lorenzo & Urga, Giovanni, 2010. "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 155(1), pages 1-18, March.
  29. Alexandre Petkovic & David Veredas, 2009. "Aggregation of linear models for panel data," Working Papers ECARES 2009-012, ULB -- Universite Libre de Bruxelles.
  30. Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2012. "The distribution of household consumption-expenditure budget shares," Structural Change and Economic Dynamics, Elsevier, vol. 23(1), pages 69-91.
  31. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
  32. Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
  33. Westerlund, Joakim & Blomquist, Johan, 2009. "Are Crime Rates Really Stationary?," Working Papers in Economics 381, University of Gothenburg, Department of Economics.
  34. Alan Kirman, 2002. "Reflections on interaction and markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 322-326.
  35. Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers.
  36. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
  37. A. Pyka & G. Fagiolo, 2007. "Agent-based Modelling: A Methodology for Neo-Schumpetarian Economics," Chapters, in: Horst Hanusch & Andreas Pyka (ed.), Elgar Companion to Neo-Schumpeterian Economics, chapter 29, Edward Elgar Publishing.
  38. repec:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f is not listed on IDEAS
  39. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," Working Papers 400, Barcelona School of Economics.
  40. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
  41. Getzen, Thomas E., 2000. "Health care is an individual necessity and a national luxury: applying multilevel decision models to the analysis of health care expenditures," Journal of Health Economics, Elsevier, vol. 19(2), pages 259-270, March.
  42. Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020. "Common Component Structural VARs," CEPR Discussion Papers 15529, C.E.P.R. Discussion Papers.
  43. Alexander Chudik & Roland Straub, 2017. "Size, Openness, And Macroeconomic Interdependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(1), pages 33-55, February.
  44. repec:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  45. Mauro Gallegati & Gianfranco Giulioni & Nozomi Kichiji, 2003. "Complex Dynamics And Financial Fragility In An Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 267-282.
  46. Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers.
  47. Alan Kirman, 1996. "Book Reviews," Journal of Economic Methodology, Taylor & Francis Journals, vol. 3(2), pages 322-333.
  48. G. Fagiolo & A. Roventini, 2009. "On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
  49. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2010. "On the distributional properties of household consumption expenditures: the case of Italy," Empirical Economics, Springer, vol. 38(3), pages 717-741, June.
  50. Denys Nizalov & A. Allan Schmid, 2008. "Poverty in Michigan Small Communities," International Regional Science Review, , vol. 31(3), pages 275-303, July.
  51. Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
  52. Heinz D. Kurz & Neri Salvadori, 2019. "Alla ricerca di una migliore teoria macroeconomica (Looking for a better macroeconomic theory)," Moneta e Credito, Economia civile, vol. 72(287), pages 229-247.
  53. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
  54. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
  55. Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
  56. Giancarlo Lutero & Marco Marini, 2010. "Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 12(2-3), pages 73-96, October.
  57. Mehmet Caner & Xu Han, 2014. "Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 359-374, July.
  58. Jondeau, Eric & Pelgrin, Florian, 2014. "Estimating aggregate autoregressive processes when only macro data are available," Economics Letters, Elsevier, vol. 124(3), pages 341-347.
  59. Pedro Garcia Duarte & Gilberto Tadeu Lima, 2011. "Privileging Micro over Macro? A History of Conflicting Positions," Working Papers, Department of Economics 2011_01, University of São Paulo (FEA-USP).
  60. Nizalov, Denys & Schmid, A. Allan, 2004. "Regional Poverty In Michigan: Rural And Urban Difference," Staff Paper Series 11782, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  61. Nizalov, Denys & Loveridge, Scott, 2005. "The Differential Impact of Regional Policies on Economic Growth: One Size Does Not Fit All," 2005 Annual meeting, July 24-27, Providence, RI 19360, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  62. Martino, Gaetano & Polinori, Paolo, 2010. "The individual contribution to income inequality: conceptual analysis and empirical investigation," MPRA Paper 34365, University Library of Munich, Germany.
  63. Forni, Mario & Reichlin, Lucrezia, 1999. "Risk and potential insurance in Europe," European Economic Review, Elsevier, vol. 43(7), pages 1237-1256, June.
  64. M. Gallegati & A. Palestrini & D. Gatti & E. Scalas, 2006. "Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 5-19, May.
  65. Terence Tai-Leung Chong & Guoxin Liu & Isabel Kit-Ming Yan, 2007. "Habit Formation: Deep and Uncertain," Economics Bulletin, AccessEcon, vol. 3(2), pages 1-10.
  66. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2013. "The common component of firm growth," Structural Change and Economic Dynamics, Elsevier, vol. 26(C), pages 73-82.
  67. Runze Yuan & Xi Xi & Yifan Zhang & Zhentao Liu & Chao Li & Yu Liang, 2024. "Optimal Growths from Two Perspectives, with Conditional Macro- and Micro-consistency: Dynamic Summation of Economic Variables Under Differential Regional Representative Production Functions," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 8737-8766, June.
  68. Forni, Mario & Lippi, Marco, 1999. "Aggregation of linear dynamic microeconomic models," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 131-158, February.
  69. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 10(4), pages 502-528, September.
  70. Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
  71. Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008. "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," Papers on Economics and Evolution 2008-09, Philipps University Marburg, Department of Geography.
  72. Andrea R. Lamorgese & Gianmarco I.P. Ottaviano, 2006. "Intercity interactions: evidence from the US," 2006 Meeting Papers 667, Society for Economic Dynamics.
  73. repec:spo:wpmain:info:hdl:2441/9d007rc2q9huruni0kde2vr73 is not listed on IDEAS
  74. Marco Mazzoli, 2001. "A simple enquiry on heterogeneous lending rates and lending behaviour," Heterogeneity and monetary policy 0105, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  75. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2010. "Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model," Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 13, Edward Elgar Publishing.
  76. Choudhary, M. Ali & Michael Orszag, J., 2008. "A cobweb model with local externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 821-847, March.
  77. G. Fagiolo & G. Dosi & R. Gabriele, 2004. "Matching, Bargaining, And Wage Setting In An Evolutionary Model Of Labor Market And Output Dynamics," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 157-186.
  78. Pierpaolo Andriani & Bill McKelvey, 2006. "Beyond Gaussian Averages: Redirecting Management Research Toward Extreme Events and Power Laws," Department of Economics Working Papers 2006_03, Durham University, Department of Economics.
  79. Carolina Castaldi & Giovanni Dosi, 2003. "The Grip of History and the Scope for Novelty: Some Results and Open Questions on Path Dependence in Economic Processes," LEM Papers Series 2003/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  80. Anwar Shaikh, 2012. "Rethinking Microeconomics: A Proposed Reconstruction," Working Papers 1206, New School for Social Research, Department of Economics.
  81. Mario Forni & Luca Gambetti & Luca Sala, 2018. "Fundamentalness, Granger Causality and Aggregation," Center for Economic Research (RECent) 139, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  82. Aart Kraay & Roy Weide, 2022. "Measuring intragenerational mobility using aggregate data," Journal of Economic Growth, Springer, vol. 27(2), pages 273-314, June.
  83. Alessandro Roncaglia, 2011. "Macroeconomie in crisi e macroeconomie in ripresa," Moneta e Credito, Economia civile, vol. 64(254), pages 115-133.
  84. Shubhangi Agrawal & Sambit Bhattacharyya & Chirantan Chatterjee & Somdeep Chatterjee, 2024. "Income shock and Women’s Health Spending:Evidence from India," Working Paper Series 1324, Department of Economics, University of Sussex Business School.
  85. Alexandre Petkovic, 2009. "Three essays on exotic option pricing, multivariate Lévy processes and linear aggregation of panel models," ULB Institutional Repository 2013/210357, ULB -- Universite Libre de Bruxelles.
  86. Alessandro Ronaglia, 2012. "Note bibliografiche: Gallino L. (a cura di): La lotta di classe dopo la lotta di classe," Moneta e Credito, Economia civile, vol. 65(260), pages 335-339.
  87. Douch, Mohamed & Bouaddi, Mohammed, 2010. "EQUITY Premium Puzzle in a Data-Rich Environment," MPRA Paper 29440, University Library of Munich, Germany.
  88. Boivin, Jean & Ng, Serena, 2006. "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
  89. repec:hal:spmain:info:hdl:2441/9d007rc2q9huruni0kde2vr73 is not listed on IDEAS
  90. Neri Salvadori (ed.), 2010. "Institutional and Social Dynamics of Growth and Distribution," Books, Edward Elgar Publishing, number 13365.
  91. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
  92. Dai, Wei & Tsang, Ka Wai, 2023. "A resampling approach for confidence intervals in linear time-series models after model selection," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
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