|Forlag||World Scientific Publishing Co|
|Emne||Finance; Monetary economics|
|Se flere detaljer|
Om Financial Aggregation and Index Number T
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 an introduction and a systematic survey chapter unifying the rest of the book, this publication contains reprints of six published articles 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.Contents:International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview (W A Barnett & M Chauvet)The Exact Theoretical Rational Expectations Monetary Aggregate (W A Barnett et al.)On User Costs of Risky Monetary Assets (W A Barnett & S Wu)The Discount Economic Stock of Money with VAR Forecasting (W A Barnett et al.)Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach (W A Barnett & H K Chang)Multilateral Aggregation-Theoretic Monetary Aggregation Over Heterogeneous Countries (W A Barnett)Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach (W A Barnett et al.)Readership: Graduates students and advanced undergraduate students in macroeconomics and monetary economics; central banker economists; professionals in macroeconomic policy; researchers on the applications of aggregation and index number theory; students and researchers working on national accounts; research on financial market economics.