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Financial aggregation and index number theory / William A. Barnett, Marcelle Chauvet.
- Format:
- Book
- Author/Creator:
- Barnett, William A.
- Series:
- Surveys on theories in economics and business administration ; v. 2.
- Surveys on theories in economics and business administration, 2010-1724 ; v. 2
- Language:
- English
- Subjects (All):
- Index numbers (Economics).
- Finance--Mathematical models.
- Finance.
- Monetary policy--Mathematical models.
- Monetary policy.
- Physical Description:
- 1 online resource (278 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Hackensack, N.J. : World Scientific Pub., c2011.
- Language Note:
- English
- Summary:
- The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to a systematic survey chapter unifying the rest of the book, this publication contains reprints of published articles that are central to the survey chapter. ""Financial Aggregation and Index Number Theory"" provides a reference work for financial data researchers and users of central bank data, placing emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory.
- Contents:
- Contents; Introduction; 1 International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview; 2 The Exact Theoretical Rational Expectations Monetary Aggregate; 3 On User Costs of Risky Monetary Assets; 4 The Discounted Economic Stock of Money with VAR Forecasting; 5 Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach; 6 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries; 7 Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach; References; Author Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786613148339
- 9781283148337
- 1283148331
- 9789814293105
- 9814293105
- OCLC:
- 733047771
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