A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION

DOI10.1017/S1365100508080024MaRDI QIDQ3395274zbMATH OpenFDO

Authors Apostolos Serletis

Publication date 24 August 2009

Published in Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

Monetary AggregationMonetary Policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites work

• A single-blind controlled competition among tests for nonlinearity and chaos
• Chaotic analysis of US money and velocity measures
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Economic monetary aggregates. An application of index number and aggregation theory
• Exact and superlative index numbers
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Martingales, nonlinearity, and chaos
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
• Testing for a unit root in time series regression
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• Time Series Regression with a Unit Root

Cited in

(2)

• MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
• The case for Divisia monetary statistics: a Bayesian time-varying approach

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