Financial Aggregation and Index Number Theory

William Barnett and Marcelle Chauvet

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: Index Number Theory; Aggregation Theory; Money; Financial Assets; Monetary Aggregates (search for similar items in EconPapers)
Date: 2011
ISBN: 9789814293099
References: Add references at CitEc
Citations: View citations in EconPapers (24)

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Chapters in this book:

Ch 1 International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview , pp 1-51

William Barnett and Marcelle Chauvet

Ch 2 The Exact Theoretical Rational Expectations Monetary Aggregate , pp 53-84

William Barnett, Melvin Hinich and Piyu Yue

Ch 3 On User Costs of Risky Monetary Assets , pp 85-105

William Barnett and Shu Wu

Ch 4 The Discounted Economic Stock of Money with VAR Forecasting , pp 107-150

William Barnett, Unja Chae and John W. Keating

Ch 5 Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach , pp 151-166

William Barnett and Chang Ho Kwag

Ch 6 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries , pp 167-206

William Barnett

Ch 7 Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach , pp 207-249

William Barnett, Marcelle Chauvet and Heather L. R. Tierney

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