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...
Saved in:
Online Access: |
Full Text (via ProQuest) |
---|---|
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: |
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.