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Original Articles

Temporal aggregation and time deformation

Pages 363-365 | Published online: 06 Oct 2010

References

  • Burns , A. F. and Mitchell , W. C. 1946 . Measuring Business Cycles , New York : National Bureau of Economic Research .
  • Cook , S. 1999 . Time deformation in UK consumers' expenditure . Bulletin of Economic Research , 51 : 253 – 258 .
  • Granger , C. and Terasvirta , T. 1993 . Modelling Non-Linear Economic Relationships , Oxford : Oxford University Press .
  • Neftci , S. N. 1984 . Are economic series asymmetric over the business cycle? . Journal of Political Economy , 92 : 307 – 328 .
  • Rossana , R. and Sealer , J. 1995 . Temporal aggregation and economic time series . Journal of Business and Economic Statistics , 13 : 441 – 451 .
  • Stock , J. H. 1987 . Measuring business cycle time . Journal of Political Economy , 95 : 1240 – 1261 .
  • Stock , J. H. 1988 . Estimating continuous time processes subject to time deformation: an application to post-war GNP . Journal of the American Statistical Association , 83 : 77 – 85 .

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