Financial aggregation and index number theory / William A Barnett & Marcelle Chauvet.
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 ar...
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Online Access: |
Full Text (via ProQuest) |
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Main Author: | |
Format: | eBook |
Language: | English |
Published: |
Singapore ; Hackensack, NJ :
World Scientific Pub.,
©2011.
|
Series: | Surveys on theories in economics and business administration ;
v. 2. |
Subjects: |
MARC
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100 | 1 | |a Barnett, William A. | |
245 | 1 | 0 | |a Financial aggregation and index number theory / |c William A Barnett & Marcelle Chauvet. |
260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific Pub., |c ©2011. | ||
300 | |a 1 online resource (xiii, 263 pages) : |b illustrations. | ||
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490 | 1 | |a Surveys on theories in economics and business administration ; |v vol. 2. | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a 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. | |
520 | |a 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. | ||
588 | 0 | |a Print version record. | |
650 | 0 | |a Index numbers (Economics) | |
650 | 0 | |a Finance |x Mathematical models. | |
650 | 0 | |a Monetary policy |x Mathematical models. | |
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650 | 7 | |a Index numbers (Economics) |2 fast |0 (OCoLC)fst00968957. | |
650 | 7 | |a Monetary policy |x Mathematical models. |2 fast |0 (OCoLC)fst01025245. | |
776 | 0 | 8 | |i Print version: |a Barnett, William A. |t Financial aggregation and index number theory. |d Singapore ; Hackensack, NJ : World Scientific Pub., ©2011 |z 9789814293099 |w (DLC) 2010020448 |w (OCoLC)466344867. |
830 | 0 | |a Surveys on theories in economics and business administration ; |v v. 2. | |
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