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The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources
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- 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.
- Michael T. Belongia & Peter N. Ireland, 2012. "A "Working" Solution to the Question of Nominal GDP Targeting," Boston College Working Papers in Economics 802, Boston College Department of Economics, revised 04 Jan 2013.
- 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.
- William Barnett & Sohee Park, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202120, University of Kansas, Department of Economics, revised Oct 2021.
- Barnett, William & Park, Sohee, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper 110298, University Library of Munich, Germany.
- Kurlat, Pablo, 2019.
"Deposit spreads and the welfare cost of inflation,"
Journal of Monetary Economics, Elsevier, vol. 106(C), pages 78-93.
- Pablo Kurlat, 2018. "Deposit Spreads and the Welfare Cost of Inflation," NBER Working Papers 25385, National Bureau of Economic Research, Inc.
- Pablo Kurlat, 2019. "Deposit Spreads and the Welfare Cost of Inflation," 2019 Meeting Papers 211, Society for Economic Dynamics.
- Apostolos Serletis & Khandokar Istiak & Periklis Gogas, 2013. "Interest Rates, Leverage, and Money," Open Economies Review, Springer, vol. 24(1), pages 51-78, February.
- 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.
- Apostolos Serletis & Libo Xu, 2020.
"Conditional Correlation Demand Systems,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 77-86, June.
- Apostolos Serletis & Libo Xu, "undated". "Conditional Correlation Demand Systems," Working Papers 2018-17, Department of Economics, University of Calgary, revised 25 Nov 2018.
- 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.
- William Barnett & Liting Su, 2016. "Data Sources For The Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201603, University of Kansas, Department of Economics, revised Aug 2016.
- Barnett, William & Su, Liting, 2016. "Data Sources for the Credit-Card Augmented Divisia Monetary Aggregates," MPRA Paper 73242, University Library of Munich, Germany.
- Ryan S. Mattson, 2019. "A Divisia User Cost Interpretation of the Yield Spread Recession Prediction," JRFM, MDPI, vol. 12(1), pages 1-9, January.
- Serletis, Apostolos & Xu, Libo, 2021.
"The welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Apostolos Serletis, 2007. "The Welfare Cost of Inflation," Springer Books, in: The Demand for Money, edition 0, chapter 0, pages 75-85, Springer.
- 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.
- William A. Barnett & Biyan Tang, 2016.
"Chinese Divisia Monetary Index and GDP Nowcasting,"
Open Economies Review, Springer, vol. 27(5), pages 825-849, November.
- Barnett, William A. & Tang, Biyan, 2015. "Chinese Divisia monetary index and GDP nowcasting," MPRA Paper 67691, University Library of Munich, Germany.
- William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
- 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.
- Serletis, Apostolos & Xu, Libo, 2021.
"Consumption, Leisure, And Money,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(6), pages 1412-1441, September.
- Apostolos Serletis & Libo Xu, "undated". "Consumption, Leisure, and Money," Working Papers 2019-08, Department of Economics, University of Calgary, revised 06 Jul 2019.
- 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.
- 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.
- Michael T. Belongia & Peter N. Ireland, 2015. "Money and Output: Friedman and Schwartz Revisited," NBER Working Papers 21796, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Barnett, William & Su, Liting, 2016. "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper 73248, University Library of Munich, Germany.
- Barnett, William & Su, Liting, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics 67, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William Barnett & Liting Su, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201606, University of Kansas, Department of Economics, revised Aug 2016.
- Belongia, Michael T. & Ireland, Peter N., 2022.
"A reconsideration of money growth rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Michael T. Belongia & Peter N. Ireland, 2019. "A Reconsideration of Money Growth Rules," Boston College Working Papers in Economics 976, Boston College Department of Economics.
- 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.
- 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.
- Barnett, William & Su, Liting, 2017. "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach," Studies in Applied Economics 91, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Barnett, William & Su, Liting, 2017. "Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach," MPRA Paper 82061, University Library of Munich, Germany.
- Barnett, William & Gaekwad, Neepa, 2021.
"Multilateral Divisia monetary aggregates for the Euro Area,"
MPRA Paper
105528, University Library of Munich, Germany.
- William Barnett & Neepa Gaekwad, 2021. "Multilateral Divisia Monetary Aggregates for the Euro Area," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202108, University of Kansas, Department of Economics, revised Jan 2021.
- 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.
- Richard G. Anderson & Marcelle Chauvet & Barry E. Jones, 2013. "Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy," Working Papers 2013-018, Federal Reserve Bank of St. Louis.
- 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.
- Michael D. Bordo & John V. Duca, 2023. "Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession," NBER Working Papers 31304, National Bureau of Economic Research, Inc.
- Apostolos Serletis & Libo Xu, 2020.
"Demand systems with heteroscedastic disturbances,"
Empirical Economics, Springer, vol. 58(4), pages 1913-1921, April.
- Apostolos Serletis & Libo Xu, "undated". "Demand Systems with Heteroscedastic Disturbances," Working Papers 2018-11, Department of Economics, University of Calgary, revised 25 Sep 2018.
- 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.
- Ioannis Praggidis & Periklis Gogas & Vasilios Plakandaras & Theophilos Papadimitriou, 2013. "Fiscal shocks and asymmetric effects: a comparative analysis," Papers 1312.2693, arXiv.org.
- William A. Barnett & Van H. Nguyen, 2021.
"Constructing Divisia Monetary Aggregates for Singapore,"
JRFM, MDPI, vol. 14(8), pages 1-15, August.
- Barnett, William A. & Nguyen, Van H., 2021. "Constructing Divisia monetary aggregates for Singapore," MPRA Paper 108422, University Library of Munich, Germany.
- William Barnett & Van H. Nguyen, 2021. "Constructing Divisia Monetary Aggregates for Singapore," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202114, University of Kansas, Department of Economics, revised Jun 2021.
- 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.
- 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.
- Michael T. Belongia & Peter N. Ireland, 2016. "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," Boston College Working Papers in Economics 911, Boston College Department of Economics.
- Michael T. Belongia & Peter N. Ireland, 2017. "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," NBER Working Papers 23157, National Bureau of Economic Research, Inc.
- Ryan S. Mattson & Philippe de Peretti, 2014.
"Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models,"
Working Papers
hal-00984827, HAL.
- Ryan S. Mattson & Philippe de Peretti, 2014. "Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00984827, HAL.
- 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.
- Michael T. Belongia & Peter N. Ireland, 2017. "The Demand for Divisia Money: Theory and Evidence," Boston College Working Papers in Economics 937, Boston College Department of Economics.
- 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.
- Michael T. Belongia & Peter N. Ireland, 2014. "Interest Rates and Money in the Measurement of Monetary Policy," NBER Working Papers 20134, National Bureau of Economic Research, Inc.
- Karl Pinno & Apostolos Serletis, 2016.
"Money, Velocity, and the Stock Market,"
Open Economies Review, Springer, vol. 27(4), pages 671-695, September.
- Karl Pinno & Apostolos Serletis, "undated". "Money, Velocity, and the Stock Market," Working Papers 2016-33, Department of Economics, University of Calgary, revised 06 Jun 2016.
- 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.
- 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.
- 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.
- Barnett, William & Gaekwad, Neepa, 2017. "The Demand for Money for EMU: A Flexible Functional Form Approach," MPRA Paper 81466, University Library of Munich, Germany.
- William Barnett & Neepa B. Gaekwad, 2017. "The Demand for Money for EMU: A Flexible Functional Form Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201704, University of Kansas, Department of Economics, revised Sep 2017.
- 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.
- Serletis, Apostolos & Xu, Libo, 2020. "Functional monetary aggregates, monetary policy, and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- 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.
- Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper 73245, University Library of Munich, Germany.
- Dai, Wei & Serletis, Apostolos, 2019.
"On the Markov switching welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Apostolos Serletis & Wei Dai, "undated". "On the Markov Switching Welfare Cost of Inflation," Working Papers 2019-12, Department of Economics, University of Calgary, revised 30 Aug 2019.
- 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.
- Brill, Maximilian & Nautz, Dieter & Sieckmann, Lea, 2019. "Divisia monetary aggregates for a heterogeneous euro area," Discussion Papers 2019/9, Free University Berlin, School of Business & Economics.
- 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.
- Apostolos Serletis & Khandokar Istiak, "undated". "Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?," Working Papers 2015-17, Department of Economics, University of Calgary, revised 10 Aug 2015.
- 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.
- 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.
- Dery, Cosmas & Serletis, Apostolos, 2021.
"Interest Rates, Money, And Economic Activity,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1842-1891, October.
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- 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.
- William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201605, University of Kansas, Department of Economics, revised Aug 2016.
- 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).
- Ellington, Michael & Milas, Costas, 2019.
"Global liquidity, money growth and UK inflation,"
Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
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- Apostolos Serletis & Maksim Isakin, 2017.
"Stochastic volatility demand systems,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1111-1122, November.
- Apostolos Serletis & Maksim Isakin, "undated". "Stochastic Volatility Demand Systems," Working Papers 2014-74, Department of Economics, University of Calgary, revised 29 Sep 2014.
- 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).
- Makram El-Shagi & Kiril Tochkov, 2020. "Shadow of the Colossus: Euro Area Spillovers and Monetary Policy in Central and Eastern Europe," CFDS Discussion Paper Series 2020/7, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- 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.
- William Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201313, University of Kansas, Department of Economics, revised Feb 2014.
- 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.
- 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.
- Apostolos Serletis & Sajjadur Rahman, 2015. "On the Output Effects of Monetary Variability," Open Economies Review, Springer, vol. 26(2), pages 225-236, April.
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- 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.
- Apostolos Serletis & Periklis Gogas, "undated". "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Working Papers 2013-02, Department of Economics, University of Calgary.
- 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.
- 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.
- repec:clg:wpaper:2012-05 is not listed on IDEAS
- 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.
- 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.
- 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.
- 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.