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Financial aggregation and index number theory / / William A. Barnett, Marcelle Chauvet



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Autore: Barnett William A Visualizza persona
Titolo: Financial aggregation and index number theory / / William A. Barnett, Marcelle Chauvet Visualizza cluster
Pubblicazione: Hackensack, N.J., : World Scientific Pub., c2011
Edizione: 1st ed.
Descrizione fisica: 1 online resource (278 p.)
Disciplina: 332.01/5195
Soggetto topico: Index numbers (Economics)
Finance - Mathematical models
Monetary policy - Mathematical models
Altri autori: ChauvetMarcelle  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: 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
Sommario/riassunto: 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.
Titolo autorizzato: Financial aggregation and index number theory  Visualizza cluster
ISBN: 1-283-14833-1
9786613148339
981-4293-10-5
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910814580703321
Lo trovi qui: Univ. Federico II
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Serie: Surveys on theories in economics and business administration ; ; v. 2.