Supplement to "Long memory via networking"

This Supplement Material includes various extension of the paper’s main results, namely (i) deviations from power laws in the cn coefficients (ii) the presence of multiple sources of noise in the network (iii) the possibility of non integrable limiting power spectra and (iv) heterogeneity in the agents’ responses. It also includes the description of a simple and stylized variant of the Loss-Plosser model as well as a “toy” application based on the “input-output accounts” database compiled by the Bureau of Economic Analysis.

Supplemental Authors: 
Schennach, Susanne M - Brown University
Online Appendix

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