How better monetary statistics could have signaled the financial crisis

DOI10.1016/J.JECONOM.2010.09.002zbMath1441.62600OpenAlexW2074565438MaRDI QIDQ737292

William A. Barnett, Marcelle Chauvet

Publication date: 10 August 2016

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

Full work available at URL: http://www2.ku.edu/~kuwpaper/2009Papers/201005.pdf

zbMATH Keywords

aggregationmeasurement errormonetary policyfinancial crisismonetary aggregationDivisia indexfederal reservegreat moderationindex number theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (9)

Measurement errors in stock markets ⋮ The case for Divisia monetary statistics: a Bayesian time-varying approach ⋮ Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy ⋮ What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015) ⋮ The demand for money for EMU: a flexible functional form approach ⋮ Introduction to internally consistent modeling, aggregation, inference, and policy ⋮ The Barnett critique after three decades: a New Keynesian analysis ⋮ Functional monetary aggregates, monetary policy, and business cycles ⋮ A reconsideration of money growth rules

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