03273nam 2200649 a 450 991046131650332120200520144314.01-283-14833-19786613148339981-4293-10-5(CKB)2670000000095523(EBL)737606(OCoLC)733047771(SSID)ssj0000507384(PQKBManifestationID)12194574(PQKBTitleCode)TC0000507384(PQKBWorkID)10546545(PQKB)11746315(MiAaPQ)EBC737606(WSP)00007580(Au-PeEL)EBL737606(CaPaEBR)ebr10479902(CaONFJC)MIL314833(EXLCZ)99267000000009552320100524d2011 uy 0engur|n|---|||||txtccrFinancial aggregation and index number theory[electronic resource] /William A. Barnett, Marcelle ChauvetHackensack, N.J. World Scientific Pub.c20111 online resource (278 p.)Surveys on theories in economics and business administration,2010-1724 ;v. 2Description based upon print version of record.981-4293-09-1 Includes bibliographical references and index.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 IndexThe 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.Surveys on theories in economics and business administration ;v. 2.Index numbers (Economics)FinanceMathematical modelsMonetary policyMathematical modelsElectronic books.Index numbers (Economics)FinanceMathematical models.Monetary policyMathematical models.332.01/5195Barnett William A886936Chauvet Marcelle886937MiAaPQMiAaPQMiAaPQBOOK9910461316503321Financial aggregation and index number theory1980647UNINA