Indicator and filter attributes of monetary aggregates

DOI10.1016/0304-4076(80)90074-3zbMath0446.62119OpenAlexW1599544262MaRDI QIDQ1145979

M. E. Friar, P. A. Tinsley, Paul A. Spindt

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90074-3

zbMATH Keywords

monetary policyfiltersindicatorsmonetary aggregates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (3)

Relations between two sets of variates: The bits of information provided by each variate in each set ⋮ The information tableau of a linear allocation model ⋮ Information indices: Unification and applications.

Cites Work

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• A Mathematical Theory of Communication
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• On a Measure of the Information Provided by an Experiment
• On Least Squares with Insufficient Observations
• Fundamental Queries in Aggregation Theory
• Optimal Aggregation in Multi-Equation Prediction Models
• RELATIONS BETWEEN TWO SETS OF VARIATES

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