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The Discounted Economic Stock of Money with VAR Forecasting Author info | Abstract | Publisher info | Download info | Related research | Statistics William Barnett ()
John Keating ()
Unja Chae ()
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Article provided by Springer in its journal Annals of Finance .
Volume (Year): 2 (2006)
Issue (Month): 3 (July)
Pages: 229-258
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Handle: RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=112370
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Keywords: Monetary aggregation ; Divisia money aggregate ; Economic stock of money ; User cost of money ; Currency equivalent index ; Bayesian vector autoregression ; Asymmetric vector autoregression ; E41 ; G12 ; C43 ; C22 ; E5 ; Other versions of this item:
Paper William Barnett & Unja Chae & John Keating, 2005.
"The Discounted Economic Stock of Money with VAR Forecasting ,"
Macroeconomics
0508021, EconWPA.
[Downloadable!] William Barnett & Unja Chae & John Keating, 2005.
"The Discounted Economic Stock of Money with VAR Forecasting ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200515, University of Kansas, Department of Economics, revised Aug 2005.
[Downloadable!] William A. Barnett & Unja Chae & John W. Keating, 2006.
"The discounted economic stock of money with VAR forecasting ,"
Computing in Economics and Finance 2006
51, Society for Computational Economics.
[Downloadable!] References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Robert B. Litterman, 1985.
"Forecasting with Bayesian vector autoregressions five years of experience ,"
Working Papers
274, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: William Barnett, 2005.
"Monetary Aggregation ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200510, University of Kansas, Department of Economics, revised Mar 2005.
[Downloadable!]
Other versions: William Barnett & Unja Chae & John Keating, 2005.
"Forecast Design in Monetary Capital Stock Measurement ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200516, University of Kansas, Department of Economics, revised Aug 2005.
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Other versions: Sims, Christopher A, 1980.
"Macroeconomics and Reality ,"
Econometrica ,
Econometric Society, vol. 48(1), pages 1-48, January.
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Schunk, Donald L, 2001.
"The Relative Forecasting Performance of the Divisia and Simple Sum Monetary Aggregates ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 33(2), pages 272-83, May.
Rotemberg, Julio J & Driscoll, John C & Poterba, James M, 1995.
"Money, Output, and Prices: Evidence from a New Monetary Aggregate ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 13(1), pages 67-83, January.
Other versions:
Julio J. Rotemberg & John C. Driscoll & James M. Poterba, 1996.
"Money, Output and Prices: Evidence from A New Monetary Aggregate ,"
NBER Working Papers
3824, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Rotemberg, J.J. & Driscoll, J.C. & Poterba, J.M., 1991.
"Money, Output, and Prices: Evidence from a New Monetary Aggregate ,"
Working papers
585, Massachusetts Institute of Technology (MIT), Department of Economics.
Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986.
"Forecasting and conditional projection using realistic prior distribution ,"
Staff Report
93, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: William A. Barnett & Shu Wu, 2005.
"On user costs of risky monetary assets ,"
Annals of Finance ,
Springer, vol. 1(1), pages 35-50, 01.
[Downloadable!] (restricted)
Other versions: Barnett, William A., 1978.
"The user cost of money ,"
Economics Letters ,
Elsevier, vol. 1(2), pages 145-149.
[Downloadable!] (restricted)
Keating, John W., 2000.
"Macroeconomic Modeling with Asymmetric Vector Autoregressions ,"
Journal of Macroeconomics ,
Elsevier, vol. 22(1), pages 1-28, January.
[Downloadable!] (restricted)
Diewert, W. E., 1976.
"Exact and superlative index numbers ,"
Journal of Econometrics ,
Elsevier, vol. 4(2), pages 115-145, May.
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Hoover, Kevin D. & Perez, Stephen J., 1994.
"Post hoc ergo propter once more an evaluation of 'does monetary policy matter?' in the spirit of James Tobin ,"
Journal of Monetary Economics ,
Elsevier, vol. 34(1), pages 47-74, August.
[Downloadable!] (restricted)
Dr. Peter Kenning & Hilke Plassmann, 2004.
"NeuroEconomics ,"
Experimental
0412005, EconWPA.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Kelly, Logan J, 2008.
"The Currency Equivalent Index and the Current Stock of Money ,"
MPRA Paper
7176, University Library of Munich, Germany.
[Downloadable!]
William Barnett, 2006.
"Supply of Money ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200607, University of Kansas, Department of Economics.
[Downloadable!]
Other versions: William Barnett & Marcelle Chauvet, 2008.
"International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200804, University of Kansas, Department of Economics, revised Sep 2008.
[Downloadable!]
Other versions:
Barnett, William A. & Chauvet, Marcelle, 2008.
"International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview ,"
MPRA Paper
10242, University Library of Munich, Germany, revised 04 Sep 2008.
[Downloadable!] William Barnett & Marcelle Chauvet, 2009.
"International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview ,"
Open Economies Review ,
Springer, vol. 20(1), pages 1-37, February.
[Downloadable!] (restricted) William Barnett & Unja Chae & John Keating, 2005.
"Forecast Design in Monetary Capital Stock Measurement ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200516, University of Kansas, Department of Economics, revised Aug 2005.
[Downloadable!]
Other versions: Barnett, William A. & Chauvet, Marcelle, 2008.
"The End of the Great Moderation? ,"
MPRA Paper
11642, University Library of Munich, Germany.
[Downloadable!]
Other versions: Kelly, Logan J, 2008.
"The Stock of Money and Why You Should Care ,"
MPRA Paper
11455, University Library of Munich, Germany.
[Downloadable!]
Barnett, William A. & Keating, John W. & Kelly, Logan, 2007.
"Toward a Bias Corrected Currency Equivalent Index ,"
MPRA Paper
6008, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Barnett, William & Keating, John & Kelly, Logan, 2007.
"Toward a Bias Corrected Currency Equivalent Index ,"
MPRA Paper
4786, University Library of Munich, Germany.
[Downloadable!] William Barnett & John Keating & Logan Kelly, 2007.
"Toward a Bias Corrected Currency Equivalent Index ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200707, University of Kansas, Department of Economics, revised Nov 2007.
[Downloadable!] Barnett, William A. & Keating, John W. & Kelly, Logan J., 2008.
"Toward a bias corrected currency equivalent index ,"
Economics Letters ,
Elsevier, vol. 100(3), pages 448-451, September.
[Downloadable!] (restricted)
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