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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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Barnett, William A.
Format: eBook
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific Pub., ©2011.
Series:Surveys on theories in economics and business administration ; v. 2.
Subjects:
Table of 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.