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International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview Author info | Abstract | Publisher info | Download info | Related research | Statistics William Barnett ()
Marcelle Chauvet
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Article provided by Springer in its journal Open Economies Review .
Volume (Year): 20 (2009)
Issue (Month): 1 (February)
Pages: 1-37
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Handle: RePEc:kap:openec:v:20:y:2009:i:1:p:1-37Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100323
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Measurement error ; Monetary aggregation ; Divisia index ; Aggregation ; Monetary policy ; Index number theory ; Exchange rate risk ; Multilateral aggregation ; Open economy monetary economics ; E40 ; E52 ; E58 ; C43 ; Other versions of this item:
Paper 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!] 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!] 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.: Barnett, William A. & Liu, Yi & Jensen, Mark, 1997.
"Capm Risk Adjustment For Exact Aggregation Over Financial Assets ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 1(02), pages 485-512, June.
[Downloadable!]
Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach ,"
MPRA Paper
5770, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach ,"
MPRA Paper
10150, University Library of Munich, Germany, revised 06 Aug 2008.
[Downloadable!] William Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200706, University of Kansas, Department of Economics, revised Aug 2008.
[Downloadable!] Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2008.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach ,"
MPRA Paper
10179, University Library of Munich, Germany.
[Downloadable!] Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009.
"Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 13(S2), pages 381-412, September.
[Downloadable!] 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: Barnett, William A., 2007.
"Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries ,"
Journal of Econometrics ,
Elsevier, vol. 136(2), pages 457-482, February.
[Downloadable!] (restricted)
Other versions: McCallum, Bennett T., 1999.
"An Interview With Robert E. Lucas, Jr ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 3(02), pages 278-291, June.
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Van Hoa, Tran, 1985.
"A divisia system approach to modelling monetary aggregates ,"
Economics Letters ,
Elsevier, vol. 17(4), pages 365-368.
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Belongia, Michael T & Chrystal, K Alec, 1991.
"An Admissible Monetary Aggregate for the United Kingdom ,"
The Review of Economics and Statistics ,
MIT Press, vol. 73(3), pages 497-503, August.
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Other versions: 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.
Barnett, William A & Hahm, Jeong Ho, 1994.
"Financial-Firm Production of Monetary Services: A Generalized Symmetric Barnett Variable-Profit-Function Approach ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 12(1), pages 33-46, January.
Swamy, P. A. V. B. & Tinsley, P. A., 1980.
"Linear prediction and estimation methods for regression models with stationary stochastic coefficients ,"
Journal of Econometrics ,
Elsevier, vol. 12(2), pages 103-142, February.
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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.
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Other versions: Robert E. Lucas, Jr., 2000.
"Inflation and Welfare ,"
Econometrica ,
Econometric Society, vol. 68(2), pages 247-274, March.
Belongia, Michael T. & Ireland, Peter N., 2006.
"The Own-Price of Money and the Channels of Monetary Transmission ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(2), pages 429-445, March.
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Piyu Yue & Robert Fluri, 1991.
"Divisia monetary services indexes for Switzerland: are they useful for monetary targeting? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 19-33.
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Barnett, William A & Fisher, Douglas & Serletis, Apostolos, 1992.
"Consumer Theory and the Demand for Money ,"
Journal of Economic Literature ,
American Economic Association, vol. 30(4), pages 2086-2119, December.
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Chauvet, Marcelle, 1998.
"An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 969-96, November.
Barnett, William A., 1978.
"The user cost of money ,"
Economics Letters ,
Elsevier, vol. 1(2), pages 145-149.
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William Barnett & John Keating & Unja Chae, 2006.
"The Discounted Economic Stock of Money with VAR Forecasting ,"
Annals of Finance ,
Springer, vol. 2(3), pages 229-258, July.
[Downloadable!] (restricted)
Other versions:
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!] Belongia, Michael T, 1996.
"Measurement Matters: Recent Results from Monetary Economics Reexamined ,"
Journal of Political Economy ,
University of Chicago Press, vol. 104(5), pages 1065-83, October.
[Downloadable!] (restricted)
Barnett, William A, 1997.
"Which Road Leads to Stable Money Demand? ,"
Economic Journal ,
Royal Economic Society, vol. 107(443), pages 1171-85, July.
[Downloadable!] (restricted)
Other versions: Diewert, W. E., 1976.
"Exact and superlative index numbers ,"
Journal of Econometrics ,
Elsevier, vol. 4(2), pages 115-145, May.
[Downloadable!] (restricted)
Drake, Leigh, 1992.
"The Substitutability of Financial Assets in the U.K. and the Implications for Monetary Aggregation ,"
The Manchester School of Economic & Social Studies ,
Blackwell Publishing, vol. 60(3), pages 221-48, September.
Barnett, William A & Offenbacher, Edward K & Spindt, Paul A, 1984.
"The New Divisia Monetary Aggregates ,"
Journal of Political Economy ,
University of Chicago Press, vol. 92(6), pages 1049-85, December.
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Stephen M. Goldfeld, 1973.
"The Demand for Money Revisited ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 4(1973-3), pages 577-646.
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Jones, Barry E. & Dutkowsky, Donald H. & Elger, Thomas, 2005.
"Sweep programs and optimal monetary aggregation ,"
Journal of Banking & Finance ,
Elsevier, vol. 29(2), pages 483-508, February.
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Barnett, William A, 1982.
"The Optimal Level of Monetary Aggregation ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 14(4), pages 687-710, November.
[Downloadable!] (restricted)
Barnett, William A. & Hinich, Melvin J. & Weber, Warren E., 1986.
"The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates ,"
Journal of Econometrics ,
Elsevier, vol. 33(1-2), pages 165-185.
[Downloadable!] (restricted)
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.)
Barnett, William A. & Chauvet, Marcelle, 2008.
"The End of the Great Moderation? ,"
MPRA Paper
11642, University Library of Munich, Germany.
[Downloadable!]
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