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Autore: |
Barnett William A
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Titolo: |
Financial aggregation and index number theory / / William A. Barnett, Marcelle Chauvet
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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
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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 ![]() |
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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