Financial aggregation and index number theory

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 pu...

Full description

Bibliographic Details
Main Author: Barnett, William A.
Corporate Author: World Scientific (Firm)
Other Authors: Chauvet, Marcelle.
Format: Electronic
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2011.
Series:Surveys on theories in economics and business administration ; v. 2.
Subjects:
Online Access:View fulltext via EzAccess
LEADER 03094nam a2200385 a 4500
001 4208
003 WSP
005 20110523111135.0
006 m d
007 cr cuu|||uu|||
008 110523s2011 si a sb 001 0 eng d
020 # # |a 9789814293105 (electronic bk.) 
020 # # |z 9814293091 
020 # # |z 9789814293099 
040 # # |a WSPC  |b eng  |c WSPC 
082 0 4 |a 332.01/5195  |2 22 
100 1 # |a Barnett, William A. 
245 1 0 |a Financial aggregation and index number theory  |c William A. Barnett, Marcelle Chauvet.  |h [electronic resource] / 
260 # # |a Singapore ;  |a Hackensack, N.J. :  |b World Scientific Pub. Co.,  |c c2011. 
300 # # |a xiii, 263 p. :  |b ill. (some col.) 
490 1 # |a Surveys on theories in economics and business administration ;  |v v. 2 
504 # # |a Includes bibliographical references (p. 251-260) and index. 
505 0 # |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. 
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 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. 
533 # # |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. 
650 # 0 |a Index numbers (Economics) 
650 # 0 |a Finance  |x Mathematical models. 
650 # 0 |a Monetary policy  |x Mathematical models. 
655 # 0 |a Electronic books. 
700 1 # |a Chauvet, Marcelle. 
710 2 # |a World Scientific (Firm) 
776 1 # |z 9814293091 
776 1 # |z 9789814293099 
830 # 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