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|a 9789814293105 (electronic bk.)
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|z 9814293091
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|z 9789814293099
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|a WSPC
|b eng
|c WSPC
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|a 332.01/5195
|2 22
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|a Barnett, William A.
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|a Financial aggregation and index number theory
|c William A. Barnett, Marcelle Chauvet.
|h [electronic resource] /
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260 |
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific Pub. Co.,
|c c2011.
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300 |
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|a xiii, 263 p. :
|b ill. (some col.)
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490 |
1 |
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|a Surveys on theories in economics and business administration ;
|v v. 2
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504 |
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|a Includes bibliographical references (p. 251-260) and index.
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|a 1. International financial aggregation and index number theory : A chronological half-century empirical overview / William A. Barnett and Marcelle Chauvet -- 2. The exact theoretical rational expectations monetary aggregate / William A. Barnett, Melvin J. Hinich and Piyu Yue -- 3. On user costs of risky monetary assets / William A. Barnett and Shu Wu -- 4. The discounted economic stock of money with VAR forecasting / William A. Barnett, Unja Chae and John W. Keating -- 5. Exchange rate determination from monetary fundamentals : An aggregation theoretic approach / William A. Barnett and Chang Ho Kwag -- 6. Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries / William A. Barnett -- 7. Measurement error in monetary aggregates : A Markov switching factor approach / William A. Barnett, Marcelle Chauvet and Heather L. R. Tierney.
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520 |
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|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 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.
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533 |
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|a Electronic reproduction.
|b Singapore :
|c World Scientific Publishing Co.,
|d 2011.
|n System requirements: Adobe Acrobat Reader.
|n Mode of access: World Wide Web.
|n Available to subscribing institutions.
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650 |
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|a Index numbers (Economics)
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650 |
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|a Finance
|x Mathematical models.
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650 |
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|a Monetary policy
|x Mathematical models.
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655 |
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|a Electronic books.
|
700 |
1 |
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|a Chauvet, Marcelle.
|
710 |
2 |
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|a World Scientific (Firm)
|
776 |
1 |
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|z 9814293091
|
776 |
1 |
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|z 9789814293099
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830 |
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0 |
|a Surveys on theories in economics and business administration ;
|v v. 2.
|
856 |
4 |
0 |
|z View fulltext via EzAccess
|u https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/7580#t=toc
|