The Construction of Continuity-Adjusted Monetary Aggregate Components
AbstractChanges in the financial industry result in new data that are inconsistent with the former presentation, and therefore adjustments are required to "adjust" or smooth out these breaks to establish continuity. The author explains the methodology for newly calculated continuity adjustments to components of the monetary aggregates. Continuity adjustments have previously been done only for the aggregates themselves. The author lists the aggregates and their components and shows the adjustments that have been made.
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Bibliographic InfoPaper provided by Bank of Canada in its series Working Papers with number 03-22.
Length: 36 pages
Date of creation: 2003
Date of revision:
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Find related papers by JEL classification:
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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- Paul D. Gilbert & Lise Pichette, 2003. "Dynamic Factor Analysis for Measuring Money," Working Papers 03-21, Bank of Canada.
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