메뉴 건너뛰기




Volumn 4, Issue 2, 2000, Pages 197-221

The exact theoretical rational expectations monetary aggregate

Author keywords

Index number theory; Monetary aggregation; Nonlinearity; Spectral analysis

Indexed keywords


EID: 0034373651     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100500015030     Document Type: Article
Times cited : (5)

References (43)
  • 2
    • 84986860173 scopus 로고
    • A diagnostic test for non-linear serial dependence in time series fitting errors
    • Ashley, R., D. Patterson & M. Hinich (1986) A diagnostic test for non-linear serial dependence in time series fitting errors. Journal of Time Series Analysis 1, 165-178.
    • (1986) Journal of Time Series Analysis , vol.1 , pp. 165-178
    • Ashley, R.1    Patterson, D.2    Hinich, M.3
  • 3
    • 84980146507 scopus 로고    scopus 로고
    • Economic monetary aggregates: An application of index number and aggregation theory
    • Barnett, W.A. (1980) Economic monetary aggregates: An application of index number and aggregation theory. Journal of Econometrics 14, 11-48. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 2. Amsterdam: North-Holland.
    • (1980) Journal of Econometrics , vol.14 , pp. 11-48
    • Barnett, W.A.1
  • 4
    • 84980146507 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A. (1980) Economic monetary aggregates: An application of index number and aggregation theory. Journal of Econometrics 14, 11-48. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 2. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 2
    • Barnett, W.A.1    Serletis, A.2
  • 5
    • 0039845157 scopus 로고
    • Understanding the new Divisia monetary aggregates
    • Barnett, W.A. (1983) Understanding the new Divisia monetary aggregates. Review of Public Data Use (now, Journal of Economic and Social Measurement) 11, 31-35. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 4. Amsterdam: North-Holland.
    • (1983) Review of Public Data Use (Now, Journal of Economic and Social Measurement) , vol.11 , pp. 31-35
    • Barnett, W.A.1
  • 6
    • 0012901455 scopus 로고    scopus 로고
    • Ch. 4. Amsterdam: North-Holland
    • Barnett, W.A. (1983) Understanding the new Divisia monetary aggregates. Review of Public Data Use (now, Journal of Economic and Social Measurement) 11, 31-35. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 4. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation
    • Barnett, W.A.1    Serletis, A.2
  • 7
    • 0008226978 scopus 로고
    • The microeconomic theory of monetary aggregation
    • W.A. Barnett and K.J. Singleton (eds.), Cambridge, UK: Cambridge University Press
    • Barnett, W.A. (1987) The microeconomic theory of monetary aggregation. In W.A. Barnett and K.J. Singleton (eds.), New Approaches to Monetary Economics. Cambridge, UK: Cambridge University Press. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 3. Amsterdam: North-Holland.
    • (1987) New Approaches to Monetary Economics
    • Barnett, W.A.1
  • 8
    • 0041032063 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A. (1987) The microeconomic theory of monetary aggregation. In W.A. Barnett and K.J. Singleton (eds.), New Approaches to Monetary Economics. Cambridge, UK: Cambridge University Press. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 3. Amsterdam: North-Holland.
    • The Theory of Monetary Aggregation, Ch. 3 , vol.2000
    • Barnett, W.A.1    Serletis, A.2
  • 10
    • 0039845152 scopus 로고
    • Financial firm's production and supply-side monetary aggregation under dynamic uncertainty
    • Barnett, W.A. & G. Zhou (1994) Financial firm's production and supply-side monetary aggregation under dynamic uncertainty. St. Louis Federal Reserve Bank's Monthly Review 76, 1330-165. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 21. Amsterdam: North-Holland.
    • (1994) St. Louis Federal Reserve Bank's Monthly Review , vol.76 , pp. 1330-2165
    • Barnett, W.A.1    Zhou, G.2
  • 11
    • 0012901455 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A. & G. Zhou (1994) Financial firm's production and supply-side monetary aggregation under dynamic uncertainty. St. Louis Federal Reserve Bank's Monthly Review 76, 1330-165. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 21. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 21
    • Barnett, W.A.1    Serletis, A.2
  • 12
    • 0002226307 scopus 로고
    • Seminonparametric Bayesian estimation of the asymptotically ideal production model
    • Barnett, W.A., J. Geweke & M. Wolfe (1991a) Seminonparametric Bayesian estimation of the asymptotically ideal production model. Journal of Econometrics 49, 5-50.
    • (1991) Journal of Econometrics , vol.49 , pp. 5-50
    • Barnett, W.A.1    Geweke, J.2    Wolfe, M.3
  • 13
    • 0004387319 scopus 로고
    • Seminonparametric Bayesian estimation of consumer and factor demand models
    • W.A. Barnett, B. Cornet, C. D'Aspremont, J. Gabszewicz & A. Mas-Colell (eds.), Cambridge, UK: Cambridge University Press
    • Barnett, W.A., J. Geweke & M. Wolfe (1991b) Seminonparametric Bayesian estimation of consumer and factor demand models. In W.A. Barnett, B. Cornet, C. D'Aspremont, J. Gabszewicz & A. Mas-Colell (eds.), Equilibrium Theory and Applications, pp. 425-480. Cambridge, UK: Cambridge University Press.
    • (1991) Equilibrium Theory and Applications , pp. 425-480
    • Barnett, W.A.1    Geweke, J.2    Wolfe, M.3
  • 14
    • 32144454611 scopus 로고
    • Monitoring monetary aggregates under risk aversion
    • M.T. Belongia (ed.), Amsterdam: Kluwer
    • Barnett, W.A., M. Hinich & P. Yue ( 1991c) Monitoring monetary aggregates under risk aversion. In M.T. Belongia (ed.), Monetary Policy on the 75th Anniverary of the Federal Reserve System, pp. 189-222. Amsterdam: Kluwer. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 11. Amsterdam: North-Holland.
    • (1991) Monetary Policy on the 75th Anniverary of the Federal Reserve System , pp. 189-222
    • Barnett, W.A.1    Hinich, M.2    Yue, P.3
  • 15
    • 0012901455 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A., M. Hinich & P. Yue ( 1991c) Monitoring monetary aggregates under risk aversion. In M.T. Belongia (ed.), Monetary Policy on the 75th Anniverary of the Federal Reserve System, pp. 189-222. Amsterdam: Kluwer. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 11. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 11
    • Barnett, W.A.1    Serletis, A.2
  • 16
    • 0003470554 scopus 로고
    • Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM demand system
    • W.A. Barnett, G. Tauchen & J. Powell (eds.), Cambridge, UK: Cambridge University Press
    • Barnett, W.A., J. Geweke &P. Yue (1991d) Seminonparametric Bayesian estimation of the asymptotically ideal model: The AIM demand system. In W.A. Barnett, G. Tauchen & J. Powell (eds.), Nonparametric and Semiparametric Methods in Econometrics and Statistics, pp. 127-174. Cambridge, UK: Cambridge University Press.
    • (1991) Nonparametric and Semiparametric Methods in Econometrics and Statistics , pp. 127-174
    • Barnett, W.A.1    Geweke, J.2    Yue, P.3
  • 17
    • 0000092308 scopus 로고
    • Consumer theory and the demand for money
    • Barnett, W.A., D. Fisher & A. Serletis (1992) Consumer theory and the demand for money. Journal of Economic Literature 92, 2086-2119. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 18. Amsterdam: North-Holland.
    • (1992) Journal of Economic Literature , vol.92 , pp. 2086-2119
    • Barnett, W.A.1    Fisher, D.2    Serletis, A.3
  • 18
    • 0012901455 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A., D. Fisher & A. Serletis (1992) Consumer theory and the demand for money. Journal of Economic Literature 92, 2086-2119. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 18. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 18
    • Barnett, W.A.1    Serletis, A.2
  • 20
    • 21844498640 scopus 로고
    • Estimating policy-invariant deep parameters in the financial sector when risk and growth matter
    • Barnett, W.A., M. Kirova & M. Pasupathy (1995b) Estimating policy-invariant deep parameters in the financial sector when risk and growth matter. Journal of Money, Credit, and Banking 27, 1402-1430. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 22. Amsterdam: North-Holland.
    • (1995) Journal of Money, Credit, and Banking , vol.27 , pp. 1402-1430
    • Barnett, W.A.1    Kirova, M.2    Pasupathy, M.3
  • 21
    • 0012901455 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A., M. Kirova & M. Pasupathy (1995b) Estimating policy-invariant deep parameters in the financial sector when risk and growth matter. Journal of Money, Credit, and Banking 27, 1402-1430. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 22. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 22
    • Barnett, W.A.1    Serletis, A.2
  • 23
    • 0031354890 scopus 로고    scopus 로고
    • CAPM risk adjustment for exact aggregation over financial assets
    • Barnett, W.A., Y. Liu & M. Jensen (1997b) CAPM risk adjustment for exact aggregation over financial assets. Macroeconomic Dynamics 1,485-512. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 21. Amsterdam: North-Holland.
    • (1997) Macroeconomic Dynamics , vol.1 , pp. 485-512
    • Barnett, W.A.1    Liu, Y.2    Jensen, M.3
  • 24
    • 0031354890 scopus 로고    scopus 로고
    • Amsterdam: North-Holland
    • Barnett, W.A., Y. Liu & M. Jensen (1997b) CAPM risk adjustment for exact aggregation over financial assets. Macroeconomic Dynamics 1,485-512. Reprinted in W.A. Barnett & A. Serletis (eds.) (2000) The Theory of Monetary Aggregation, Ch. 21. Amsterdam: North-Holland.
    • (2000) The Theory of Monetary Aggregation, Ch. 21
    • Barnett, W.A.1    Serletis, A.2
  • 25
    • 0001554634 scopus 로고    scopus 로고
    • Measurement matters: Recent results from monetary economics reexamined
    • Belongia, M.T. (1996) Measurement matters: Recent results from monetary economics reexamined. Journal of Political Economy 104, 1065-1083.
    • (1996) Journal of Political Economy , vol.104 , pp. 1065-1083
    • Belongia, M.T.1
  • 27
    • 84929064467 scopus 로고
    • The changing empirical definition of money: Some estimates from a model of the demand for money substitutes
    • Belongia, M. & J. Chalfant (1989) The changing empirical definition of money: some estimates from a model of the demand for money substitutes. Journal of Political Economy 97, 387-398.
    • (1989) Journal of Political Economy , vol.97 , pp. 387-398
    • Belongia, M.1    Chalfant, J.2
  • 29
    • 0005631446 scopus 로고
    • Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock
    • Chrystal, K.A. & R. MacDonald (1994) Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock. Federal Reserve Bank of St. Louis Review 76, 73-109.
    • (1994) Federal Reserve Bank of St. Louis Review , vol.76 , pp. 73-109
    • Chrystal, K.A.1    MacDonald, R.2
  • 31
    • 44249122821 scopus 로고
    • Functional equivalence between liquidity costs and the utility of money
    • Feenstra, R.C. (1986) Functional equivalence between liquidity costs and the utility of money. Journal of Monetary Economics 17, 271-291.
    • (1986) Journal of Monetary Economics , vol.17 , pp. 271-291
    • Feenstra, R.C.1
  • 32
    • 84977305801 scopus 로고
    • Time series regression of sea level on weather
    • Groves, G.W. & E.J. Hannan (1968) Time series regression of sea level on weather. Reviews of Geophysics 6, 129-174.
    • (1968) Reviews of Geophysics , vol.6 , pp. 129-174
    • Groves, G.W.1    Hannan, E.J.2
  • 33
    • 85017108575 scopus 로고
    • Generalized instrumental variable estimation of nonlinear rational expectations models
    • Hansen, L.P. & K. Singleton (1982) Generalized instrumental variable estimation of nonlinear rational expectations models. Econometrica 50, 1269-1286.
    • (1982) Econometrica , vol.50 , pp. 1269-1286
    • Hansen, L.P.1    Singleton, K.2
  • 34
    • 84986811814 scopus 로고
    • Testing for Gaussianity and linearity of a stationary time series
    • Hinich, M.J. (1982) Testing for Gaussianity and linearity of a stationary time series. Journal of Time Series Analysis 3, 169-176.
    • (1982) Journal of Time Series Analysis , vol.3 , pp. 169-176
    • Hinich, M.J.1
  • 35
    • 0029378431 scopus 로고
    • On the principal domain of the discrete bispectrum of a stationary signal
    • Hinich, M.J. & G.R. Messer (1995) On the principal domain of the discrete bispectrum of a stationary signal. IEEE Transactions on Signal Processing 43, 2130-2134.
    • (1995) IEEE Transactions on Signal Processing , vol.43 , pp. 2130-2134
    • Hinich, M.J.1    Messer, G.R.2
  • 36
    • 0039845162 scopus 로고
    • Identification of the coefficients in a non-linear time series of the quadratic type
    • Hinich, M.J. & D. Patterson (1985) Identification of the coefficients in a non-linear time series of the quadratic type. Journal of Econometrics 30, 29-288.
    • (1985) Journal of Econometrics , vol.30 , pp. 29-288
    • Hinich, M.J.1    Patterson, D.2
  • 38
    • 0030353688 scopus 로고    scopus 로고
    • Consistent testing for serial correlation of unknown form
    • Hong, Y. (1996) Consistent testing for serial correlation of unknown form. Econometrica 64, 837-864.
    • (1996) Econometrica , vol.64 , pp. 837-864
    • Hong, Y.1
  • 39
    • 0040359704 scopus 로고
    • Rationality versus myopia in dynamic demand systems
    • R.L. Basmann & G.F. Rhodes (eds.), Greenwich, CT: JAI Press, 3-33
    • Phlips, L. & F. Spinnewyn (1982) Rationality versus myopia in dynamic demand systems. In R.L. Basmann & G.F. Rhodes (eds.), Advances in Econometrics, pp. 3-33, Greenwich, CT: JAI Press, 3-33.
    • (1982) Advances in Econometrics , pp. 3-33
    • Phlips, L.1    Spinnewyn, F.2
  • 40
    • 0039026371 scopus 로고
    • Money in the utility function: An empirical implementation
    • W.A. Barnett & K.J. Singleton (eds.), Cambridge, UK: Cambridge University Press
    • Poterba, J.M. & J.J. Rotemberg (1987) Money in the utility function: An empirical implementation. In W.A. Barnett & K.J. Singleton (eds.), New Approaches to Monetary Economics, pp. 219-240. Cambridge, UK: Cambridge University Press.
    • (1987) New Approaches to Monetary Economics , pp. 219-240
    • Poterba, J.M.1    Rotemberg, J.J.2
  • 42
    • 0001693743 scopus 로고
    • Nonparametric test of utility maximization and weak separability for consumption, leisure, and money
    • Swofford, J.L. & G.A. Whitney (1987) Nonparametric test of utility maximization and weak separability for consumption, leisure, and money. Review of Economics and Statistics 69, 458-464.
    • (1987) Review of Economics and Statistics , vol.69 , pp. 458-464
    • Swofford, J.L.1    Whitney, G.A.2
  • 43
    • 84908144695 scopus 로고
    • The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short modified periodograms
    • Welch, P.D. (1967) The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short modified periodograms. IEEE Transactions on Audio and Electroacoustics, AU-15, 70-73.
    • (1967) IEEE Transactions on Audio and Electroacoustics , vol.AU-15 , pp. 70-73
    • Welch, P.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.