Financial aggregation and index number theory

• 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: Index numbers (Economics); Finance > Mathematical models.; Monetary policy > Mathematical models.; Electronic books.
• Online Access: View fulltext via EzAccess

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...

Table of Contents:

• 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.