English, Article, Journal or magazine article edition: The Role of Heterogeneous Demand for Temporal and Structural Aggregation Bias Bente Halvorsen and Bodil M. Larsen

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Bookmark: http://trove.nla.gov.au/version/53494
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Role of Heterogeneous Demand for Temporal and Structural Aggregation Bias
Author
  • Bente Halvorsen and Bodil M. Larsen
Physical Description
  • preprint
Notes
  • Differences in estimated parameters depending on the frequency of aggregate data have been reported in several fields of economic research. Some differences are due to seasonal variations in demand, but temporal aggregation bias is reported even in seasonally adjusted models. These biases have been explained by time-nonseparable preferences and excluded dynamic components. We show that it is possible to observe temporal aggregation bias in a seasonally adjusted static model even when preferences are time-separable. This is because of changes in the distribution of exogenous factors describing the variation in seasonal demand across consumers. To show this, we develop a method for aggregation based on an Almost Ideal Demand System, where demand response varies across both consumers and time
  • Temporal aggregation; Consumer demand; Heterogeneity
  • RePEc:ssb:dispap:537
Language
  • English
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