Financial aggregation and index number theory / / William A. Barnett, Marcelle Chauvet
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| Autore: |
Barnett William A
|
| Titolo: |
Financial aggregation and index number theory / / William A. Barnett, Marcelle Chauvet
|
| 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 |
| 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 |
| Opac: | Controlla la disponibilità qui |
Serie:
Surveys on theories in economics and business administration ; ; v. 2.