Search Results - subject:"divisia monetary aggregates"

Serletis, Apostolos; Istiak, Khandokar; Gogas, Periklis - In: Open Economies Review 24 (2013) 1, pp. 51-78

monetary aggregates, such as the new Center for Financial Stability Divisia monetary aggregates. Copyright Springer Science …

Persistent link: https://www.econbiz.de/10010865302

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

Barnett, William; Liu, Jia; Mattson, Ryan; Noort, Jeff - In: Open Economies Review 24 (2013) 1, pp. 101-124

The Center for Financial Stability (CFS) has initiated a new Divisia monetary aggregates database, maintained within …-theoretic monetary aggregation. The international section of the AMFM web site is a centralized source for Divisia monetary aggregates … data and research for over 40 countries throughout the world. The components of the CFS Divisia monetary aggregates for the …

Persistent link: https://www.econbiz.de/10010865304

Monetary Aggregation

Barnett, William - Department of Economics, University of Kansas - 2005

This entry on monetary aggregation will appear under that title in The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven Durlauf and Lawrence Blume. The entry provides an up-to-date overview of state-of-the-art research on monetary aggregation and index number theory, from its...

Persistent link: https://www.econbiz.de/10005106595

Where simple sum and Divisia monetary aggregates part: illustrations and evidence for the United States

Belongia, Michael - Volkswirtschaftliche Fakultät, … - 2005

Empirical studies of money continue to use the Federal Reserve's official simple sum indexes, apparently in the belief that their behavior differs little from patterns exhibited by superlative indexes of money. This paper illustrates specific periods when this assumption is refuted and offers...

Persistent link: https://www.econbiz.de/10008514890

Interest rates, leverage, and money

Serletis, Apostolos; Istiak, Khandokar; Gkonkas, Periklēs - In: Open economies review 24 (2013) 1, pp. 51-78

Persistent link: https://www.econbiz.de/10009737965

The new CFS Divisia monetary aggregates : design, construction, and data sources

Barnett, William A.; Liu, Jia; Mattson, Ryan S.; Van … - In: Open economies review 24 (2013) 1, pp. 101-124

Persistent link: https://www.econbiz.de/10009737962

Does Money Include Information for Output in the Euro Area?

Reimers, Hans-Eggert - In: Swiss Journal of Economics and Statistics (SJES) 139 (2003) II, pp. 231-252

euro area, where simple sum and Divisia monetary aggregates are used. Adapting an in-sample analysis, all real monetary …

Persistent link: https://www.econbiz.de/10005148849

Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area

Stracca, Livio - 2001

This paper sets out to build a synthetic quarterly Divisia monetary aggregate for the euro area using area wide data over the sample period from 1980 to 2000. Then, the analysis proceeds in two separate steps. First, the demand for this Divisia monetary aggregate is evaluated using econometric...

Persistent link: https://www.econbiz.de/10011604125

Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area

Stracca, Livio - European Central Bank - 2001

Persistent link: https://www.econbiz.de/10005530804

Detecting signatures of stochastic self-organization in US money and velocity measures

Serletis, Apostolos; Uritskaya, Olga Y. - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 1, pp. 281-291

Divisia monetary aggregates are more appropriate for measuring long-term tendencies in money supply dynamics while the CE …

Persistent link: https://www.econbiz.de/10011061235