Contemporaneous aggregation of linear dynamic models in large economies

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Recent Advances in ARCH Modelling (2007, background): “Since Granger's pioneering work, this question has attracted considerable attention in the econometric and time series literature, see Gonçalves and Gouriéroux (1988), Lippi and Zaffaroni (1999), and Oppenheim and Viano (1999) among others.”
Theory and Practice of GVAR Modeling (2016, unknown): “…given by xit = Θiixit−1 + ∑ j=1,j 6=i Θij (xj,t−1 − Γjft) + Γift −Θ′iΓift−1 + uit, (32) 10See for instance Granger (1987), Forni and Lippi (1997), Pesaran (2003), Zaffaroni (2004) and Pesaran (2006). where Θij are appropriate partitioned submatrices of Θ = Θ11 Θ12 · · · Θ1N Θ21 Θ22 Θ2N ... . . .…”
Can aggregation explain the persistence of inflation (2009, methodology): “Zaffaroni (2004) shows that the rate of decay of the µk (i.e., the persistence of the aggregate shock) only depends on the behavior near unity of f(α).”
Crop Supply Dynamics and the Illusion of Partial Adjustment (2014, unknown): “Trivedi (1985), Lewbel (1994), and Zaffaroni (2004) provide generalizations of this result.”