LEADER 03238nam 2200649 a 450 001 9910814580703321 005 20240516085329.0 010 $a1-283-14833-1 010 $a9786613148339 010 $a981-4293-10-5 035 $a(CKB)2670000000095523 035 $a(EBL)737606 035 $a(OCoLC)733047771 035 $a(SSID)ssj0000507384 035 $a(PQKBManifestationID)12194574 035 $a(PQKBTitleCode)TC0000507384 035 $a(PQKBWorkID)10546545 035 $a(PQKB)11746315 035 $a(MiAaPQ)EBC737606 035 $a(WSP)00007580 035 $a(Au-PeEL)EBL737606 035 $a(CaPaEBR)ebr10479902 035 $a(CaONFJC)MIL314833 035 $a(EXLCZ)992670000000095523 100 $a20100524d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial aggregation and index number theory /$fWilliam A. Barnett, Marcelle Chauvet 205 $a1st ed. 210 $aHackensack, N.J. $cWorld Scientific Pub.$dc2011 215 $a1 online resource (278 p.) 225 1 $aSurveys on theories in economics and business administration,$x2010-1724 ;$vv. 2 300 $aDescription based upon print version of record. 311 $a981-4293-09-1 320 $aIncludes bibliographical references and index. 327 $aContents; 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 330 $aThe book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to a systematic survey chapter unifying the rest of the book, this publication contains reprints of published articles that are central to the survey chapter. ""Financial Aggregation and Index Number Theory"" provides a reference work for financial data researchers and users of central bank data, placing emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory. 410 0$aSurveys on theories in economics and business administration ;$vv. 2. 606 $aIndex numbers (Economics) 606 $aFinance$xMathematical models 606 $aMonetary policy$xMathematical models 615 0$aIndex numbers (Economics) 615 0$aFinance$xMathematical models. 615 0$aMonetary policy$xMathematical models. 676 $a332.01/5195 700 $aBarnett$b William A$01121739 701 $aChauvet$b Marcelle$01702978 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910814580703321 996 $aFinancial aggregation and index number theory$94087891 997 $aUNINA