Money, Measurement and Computation

ISBN 10: 1403947937 / ISBN 13: 9781403947932

Edité par Palgrave Macmillan, 2005

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N° de réf. du vendeur mon0000000695

Détails bibliographiques

• Titre: Money, Measurement and Computation
• Éditeur: Palgrave Macmillan
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 1403947937
• ISBN à 13 chiffres: 9781403947932
• Reliure: Hardcover
• État de l'article: New

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Synopsis

In this book leading researchers from universities around the world bring together new ideas on measurement and computation of indices for the financial sector. The book is divided into three parts. The first part contains two chapters which present particularly new ideas and applications on models of the supply and demand for monetary assets in the UK. The first paper explores some of the more popular cases in which cointegration is used as a basis for the construction of linear models and, and runs tests for nonlinearity of the linear combination of the cointegrated variables. The second, estimates the money aggregator function, using a new functional form that has a number of properties which make it useful for representing money aggregator functions. The second part contains five chapters on new approaches to hypothesis testing and data analysis. This includes a new approach to the smoothing problem and developing tests for a global maximum. The final section considers problems of money measurement and debates issue central to the performance of Divisia monetary aggregates. The conclusions are that Divisia monetary aggregates outperform their simple sum counterparts in a range of applications.

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WILLIAM A. BARNETT Professor, Department of Economics, University of Kansas, USA JOHN R. CONLON Department of Economics, University of Mississippi, USA ERWIN DIEWERT Professor of Economics, The University of British Columbia, Canada KIERAN P. DONAGHY Associate Professor of Urban and Regional Planning, University of Illinois, USA ROBERT E. DORSEY Department of Economics and Finance, University of Mississippi, USA C. T. ELGER Department of Economics, School of Economics and Management, Lund University, Sweden DENNIS FIXLER Chief Statistician, Bureau of Economic Analysis, US Department of Commerce, USA MELVIN HINICH Mike Hogg Professor of Government and Professor of Economics, University of Texas, USA BARRY E. JONES Assistant Professor, Department of Economics, Binghamton University, New York, USA MILKA KIROVA Department of Economics, Saint Louis University, USA LISBETH LA COUR Department of Economics, Copenhagen Business School, Denmark WALTER MAYER Department of Economics and Finance, University of Mississippi, USA TRAVIS D. NESMITH Government of the United States of America - Payment System Studies Section, Washington DC, USA MEENAKSHI PASUPATHY Assistant Professor of Economics and Finance, School of Zicklin Business, Baruch College, The City University of New York, USA DOUGLAS M. PATTERSON Professor of Finance, Pamplin College of Business, Virginia Polytechnic Institute and State University, USA DENIS M. RICHARD IZI Metodi, Analizi e Valutazioni Economiche, Rome, Italy SARANNA ROBINSON THORNTON Elliott Associate Professor of Economics, Hampden-Sydney College, USA TIM J. WALES Department of Economics, University of British Columbia, Canada NORMAN K. WOMER Retired Director of the Hearin Center for Enterprise Science and Professor of Production Operations Management, University of Mississippi, USA KIM ZIESCHANG International Monetary Fund, USA