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The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources

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Cited by:

  1. Belongia, Michael T. & Ireland, Peter N., 2015. "A “Working” Solution To The Question Of Nominal Gdp Targeting," Macroeconomic Dynamics, Cambridge University Press, vol. 19(3), pages 508-534, April.
  2. William A. Barnett & Sohee Park, 2023. "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 331-346, March.
  3. Kurlat, Pablo, 2019. "Deposit spreads and the welfare cost of inflation," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 78-93.
  4. Apostolos Serletis & Khandokar Istiak & Periklis Gogas, 2013. "Interest Rates, Leverage, and Money," Open Economies Review, Springer, vol. 24(1), pages 51-78, February.
  5. Ryan S. Mattson & Victor J. Valcarcel, 2016. "Compression in monetary user costs in the aftermath of the financial crisis: implications for the Divisia M4 monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1294-1300, December.
  6. Apostolos Serletis & Libo Xu, 2020. "Conditional Correlation Demand Systems," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 77-86, June.
  7. Barnett, William A. & Su, Liting, 2017. "Data sources for the credit-card augmented Divisia monetary aggregates," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 899-910.
  8. Ryan S. Mattson, 2019. "A Divisia User Cost Interpretation of the Yield Spread Recession Prediction," JRFM, MDPI, vol. 12(1), pages 1-9, January.
  9. Serletis, Apostolos & Xu, Libo, 2021. "The welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
  10. Scharnagl, Michael & Mandler, Martin, 2015. "The relationship of simple sum and Divisia monetary aggregates with real GDP and inflation: a wavelet analysis for the US," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112879, Verein für Socialpolitik / German Economic Association.
  11. William A. Barnett & Biyan Tang, 2016. "Chinese Divisia Monetary Index and GDP Nowcasting," Open Economies Review, Springer, vol. 27(5), pages 825-849, November.
  12. El-Shagi, Makram & Kelly, Logan, 2019. "What can we learn from country-level liquidity in the EMU?," Journal of Financial Stability, Elsevier, vol. 42(C), pages 75-83.
  13. Serletis, Apostolos & Xu, Libo, 2021. "Consumption, Leisure, And Money," Macroeconomic Dynamics, Cambridge University Press, vol. 25(6), pages 1412-1441, September.
  14. Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, University of Hamburg, Department of Socioeconomics.
  15. Michael T. Belongia & Peter N. Ireland, 2016. "Money and Output: Friedman and Schwartz Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1223-1266, September.
  16. Dongfeng Chang & Ryan S. Mattson & Biyan Tang, 2019. "The Predictive Power of the User Cost Spread for Economic Recession in China and the US," IJFS, MDPI, vol. 7(2), pages 1-12, June.
  17. Barnett, William A. & Su, Liting, 2019. "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 23(S1), pages 90-114, September.
  18. Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
  19. Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
  20. Barnett, William A. & Su, Liting, 2020. "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 130-160, January.
  21. Barnett, William & Gaekwad, Neepa, 2021. "Multilateral Divisia monetary aggregates for the Euro Area," MPRA Paper 105528, University Library of Munich, Germany.
  22. Richard G. Anderson & Marcelle Chauvet & Barry Jones, 2015. "Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 228-254, February.
  23. Michael D. Bordo & John V. Duca, 2023. "Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession," Working Papers 2306, Federal Reserve Bank of Dallas.
  24. Apostolos Serletis & Libo Xu, 2020. "Demand systems with heteroscedastic disturbances," Empirical Economics, Springer, vol. 58(4), pages 1913-1921, April.
  25. Pragidis, Ioannis & Gogas, Periklis & Plakandaras, Vasilios & Papadimitriou, Theophilos, 2015. "Fiscal shocks and asymmetric effects: A comparative analysis," The Journal of Economic Asymmetries, Elsevier, vol. 12(1), pages 22-33.
  26. William A. Barnett & Van H. Nguyen, 2021. "Constructing Divisia Monetary Aggregates for Singapore," JRFM, MDPI, vol. 14(8), pages 1-15, August.
  27. William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014. "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers 14-39, Bank of Canada.
  28. Belongia, Michael T. & Ireland, Peter N., 2017. "Circumventing the zero lower bound with monetary policy rules based on money," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 42-58.
  29. Ryan S. Mattson & Philippe de Peretti, 2014. "Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models," Working Papers hal-00984827, HAL.
  30. Belongia, Michael T. & Ireland, Peter N., 2019. "The demand for Divisia Money: Theory and evidence," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
  31. Michael T. Belongia & Peter N. Ireland, 2015. "Interest Rates and Money in the Measurement of Monetary Policy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 255-269, April.
  32. Karl Pinno & Apostolos Serletis, 2016. "Money, Velocity, and the Stock Market," Open Economies Review, Springer, vol. 27(4), pages 671-695, September.
  33. Hussin Abdullah & Shehu El-Rasheed, 2019. "Financial Sector Reforms, Monetary and Output Uncertainties and the Behavior of Money Demand in Kenya: The Divisia Index Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(7), pages 766-777, July.
  34. Ioannis Andreadis & Athanasios D. Fragkou & Theodoros E. Karakasidis & Apostolos Serletis, 2023. "Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-17, December.
  35. William A. Barnett & Neepa B. Gaekwad, 2018. "The Demand for Money for EMU: a Flexible Functional Form Approach," Open Economies Review, Springer, vol. 29(2), pages 353-371, April.
  36. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016. "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, vol. 191(2), pages 312-324.
  37. Serletis, Apostolos & Xu, Libo, 2020. "Functional monetary aggregates, monetary policy, and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  38. William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201604, University of Kansas, Department of Economics, revised Aug 2016.
  39. Dai, Wei & Serletis, Apostolos, 2019. "On the Markov switching welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
  40. Maximilian C. Brill & Dieter Nautz & Lea Sieckmann, 2021. "Divisia monetary aggregates for a heterogeneous euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 247-278, February.
  41. Apostolos Serletis & Khandokar Istiak, 2016. "Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?," Open Economies Review, Springer, vol. 27(2), pages 303-316, April.
  42. James J. Heckman & Apostolos Serletis, "undated". "Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy," Working Papers 2014-73, Department of Economics, University of Calgary, revised 29 Sep 2014.
  43. Cosmas Dery & Apostolos Serletis, 2021. "The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks," Open Economies Review, Springer, vol. 32(2), pages 311-333, April.
  44. Dery, Cosmas & Serletis, Apostolos, 2021. "Interest Rates, Money, And Economic Activity," Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1842-1891, October.
  45. Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates," MPRA Paper 73246, University Library of Munich, Germany.
  46. Serletis, Apostolos & Xu, Libo, 2023. "Consumer preferences, the demand for Divisia money, and the welfare costs of inflation," Journal of Macroeconomics, Elsevier, vol. 75(C).
  47. Ellington, Michael & Milas, Costas, 2019. "Global liquidity, money growth and UK inflation," Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
  48. Apostolos Serletis & Maksim Isakin, 2017. "Stochastic volatility demand systems," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1111-1122, November.
  49. El-Shagi, Makram & Tochkov, Kiril, 2022. "Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, vol. 120(C).
  50. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
  51. Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary," Studies in Applied Economics 59, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  52. Cosmas Dery & Apostolos Serletis, 2023. "Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks," Open Economies Review, Springer, vol. 34(5), pages 961-977, November.
  53. Apostolos Serletis & Sajjadur Rahman, 2015. "On the Output Effects of Monetary Variability," Open Economies Review, Springer, vol. 26(2), pages 225-236, April.
  54. Mohamed Arbi Madani & Zied Ftiti, 2022. "Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach," Annals of Operations Research, Springer, vol. 313(1), pages 367-400, June.
  55. Apostolos Serletis & Periklis Gogas, 2014. "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 229-241, February.
  56. Michael T. Belongia & Peter N. Ireland, 2012. "Quantitative Easing: Interest Rates and Money in the Measurement of Monetary Policy," Boston College Working Papers in Economics 801, Boston College Department of Economics.
  57. William Barnett & Liting Su, 2017. "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach1," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201707, University of Kansas, Department of Economics, revised Oct 2017.
  58. repec:clg:wpaper:2012-05 is not listed on IDEAS
  59. Tarassow, Artur, 2019. "Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques," International Journal of Forecasting, Elsevier, vol. 35(2), pages 443-457.
  60. Wenjuan Chen & Dieter Nautz, 2015. "The Information Content of Monetary Statistics for the Great Recession: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2015-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  61. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.
  62. John Meszaros & Eric Olson, 2020. "The effects of U.S. quantitative easing on South Africa," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 321-331, April.
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