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Divisia Second Moments: An Application of Stochastic Index Number Theory

Author

Listed:
  • William Barnett

    (Department of Economics, The University of Kansas)

  • Barry E. Jones

    (Binghamton University)

  • Travis D. Nesmith

    (Federal Reserve Board)

Abstract

No abstract is available for this item.

Suggested Citation

  • William Barnett & Barry E. Jones & Travis D. Nesmith, 2008. "Divisia Second Moments: An Application of Stochastic Index Number Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200803, University of Kansas, Department of Economics, revised Jul 2008.
  • Handle: RePEc:kan:wpaper:200803
    as

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    File URL: http://www2.ku.edu/~kuwpaper/2008Papers/200803.pdf
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    References listed on IDEAS

    as
    1. Barnett, William A., 1980. "Economic monetary aggregates an application of index number and aggregation theory," Journal of Econometrics, Elsevier, vol. 14(1), pages 11-48, September.
    2. 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 1049-1085, December.
    3. Barnett, William A. & Serletis, Apostolos, 1990. "A dispersion-dependency diagnostic test for aggregation error : With applications to monetary economics and income distribution," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 5-34.
    4. Diewert, W. E., 1976. "Exact and superlative index numbers," Journal of Econometrics, Elsevier, vol. 4(2), pages 115-145, May.
    5. Barnett, William A., 1978. "The user cost of money," Economics Letters, Elsevier, vol. 1(2), pages 145-149.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. William A. Barnett & Biyan Tang, 2016. "Chinese Divisia Monetary Index and GDP Nowcasting," Open Economies Review, Springer, vol. 27(5), pages 825-849, November.
    2. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
    3. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.
    4. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Monetary aggregation theory and statistical index numbers," Working Papers 1996-007, Federal Reserve Bank of St. Louis.
    5. Wesche, Katrin, 1996. "Aggregating Money Demand in Europe with a Divisia Index," Discussion Paper Serie B 392, University of Bonn, Germany.
    6. William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1, 2004. "The Nonlinear Skeletons in the Closet," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200403, University of Kansas, Department of Economics, revised May 2004.
    7. Zahid, Asghar & Frahat, Tahira, 2010. "Measuring inflation through stochastic approach to index numbers," MPRA Paper 21513, University Library of Munich, Germany.

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