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Record Nr. |
UNINA9910461316503321 |
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Autore |
Barnett William A |
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Titolo |
Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet |
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Pubbl/distr/stampa |
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Hackensack, N.J., : World Scientific Pub., c2011 |
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ISBN |
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1-283-14833-1 |
9786613148339 |
981-4293-10-5 |
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Descrizione fisica |
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1 online resource (278 p.) |
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Collana |
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Surveys on theories in economics and business administration, , 2010-1724 ; ; v. 2 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Index numbers (Economics) |
Finance - Mathematical models |
Monetary policy - Mathematical models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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