Aggregation involves combining all futures positions owned by a trader or consolidating client data by financial advisors, ...

We explore the question of optimal aggregation level for stress testing models when the stress test is specified in terms of aggregate macroeconomic variables, but the underlying performance data are ...

How well stress tests measure a bank’s ability to survive adverse conditions depends on the statistical modeling approach used. Banks can access data on loan characteristics to precisely estimate ...

Gourville, John T. "The Effects of Monetary Magnitude and Level of Aggregation on the Temporal Framing of Price." Marketing Letters 14, no. 2 (July 2003): 125–135.

It has been more than 80 years since the beginning of the Keynesian revolution in economics with the publication of John Maynard Keynes’ The General Theory of Employment, Interest, and Money in 1936.