Macro-panels and reality

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 99
Issue: 3
Pages: 537-540

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

VAR models with common cyclical features imply parsimonious univariate final equations, justifying the use of both time series aggregation, and homogenous panels with common factors and dynamic heterogeneity. However, conducting statistical inferences based on too restrictive models might be mis-leading.

Technical Details

RePEc Handle
repec:eee:ecolet:v:99:y:2008:i:3:p:537-540
Journal Field
General
Author Count
3
Added to Database
2026-01-25