Financial aggregation and index number theory

著者

書誌事項

Financial aggregation and index number theory

William A Barnett, Marcelle Chauvet

(Surveys on theories in economics and business administration, v. 2)

World Scientific Pub., c2011

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注記

Includes bibliographical references (p. 251-260) and index

内容説明・目次

内容説明

The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to an introduction and a systematic survey chapter unifying the rest of the book, this publication contains reprints of six published articles central to the survey chapter. Financial Aggregation and Index Number Theory provides a reference work for financial data researchers and users of central bank data, placing emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory.

目次

  • Monetary Aggregation and Index Number Theory
  • Monetary User Cost Formulas
  • Risk Adjustment
  • Monetary Policy
  • State Space Time Series Evaluation of Aggregate Data.

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