282 Temporal Aggregation of Economic Time Series 12. We have used the package RATS for finding these decompositions. In all the simulations, the covariance matrix of the innovations is

First Page		Document Content
Date: 2015-04-08 13:06:50 Statistics Lars Peter Hansen Thomas J. Sargent Econometrica Rational expectations Economic model Econometrics Mathematical economics Econometric model Economics Fellows of the Econometric Society Academia		282 Temporal Aggregation of Economic Time Series 12. We have used the package RATS for finding these decompositions. In all the simulations, the covariance matrix of the innovations is Add to Reading List Source URL: www.tomsargent.com Download Document from Source Website File Size: 3,33 MB Share Document on Facebook

	Term Structure of Uncertainty in the Macroeconomy∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University DocID: 1ptTy - View Document
	United States then, Europe now Thomas J. Sargent∗ February 1, 2012 Abstract Under the Articles of Confederation, the central government of the United States DocID: 1peAM - View Document
	WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT 1. Introduction 1.1. Foundations. von Neumann and Morgenstern (1944), Savage (1954), and Muthcreated mathematical foundations that appl DocID: 1pbmI - View Document
	Subscribe Share Past Issues DocID: 1p7I1 - View Document
	Thomas J. Sargent GRFP Recipient: 1964 Undergraduate Institution: B.A. 1964, University of California, Berkeley DocID: 1p5Ph - View Document