𝔖 Bobbio Scriptorium
✦   LIBER   ✦

TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA

✍ Scribed by EFREM CASTELNUOVO


Book ID
111042660
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
168 KB
Volume
75
Category
Article
ISSN
1463-6786

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting Aggregated Moving Average Pr
✍ Giacomo Sbrana πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 120 KB

## ABSTRACT This paper focuses on the contemporaneous aggregation of moving average processes. It is shown that aggregating across second (or first)‐order (integrated) moving average processes leads to a macro process whose parameters are exact functions of the parameters of its generation process.