The discounted economic stock of money with VAR forecasting
type: Item
instance of: scholarly article
title: The discounted economic stock of money with VAR forecasting
zbMATH Open document ID: 1233.91213
author: William A. Barnett
author: John W. Keating
author: Unja Chae
published in: Annals of Finance
publication date: 2012-03-06T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6012303
zbMATH Keywords: monetary aggregation
zbMATH Keywords: divisia money aggregate
zbMATH Keywords: economic stock of money
zbMATH Keywords: user cost of money
zbMATH Keywords: currency equivalent index
zbMATH Keywords: Bayesian vector autoregression
zbMATH Keywords: asymmetric vector autoregression
MaRDI profile type: Publication
full work available at URL: s10436-006-0038-y
OpenAlex ID: W2057971825
cites work: Economic monetary aggregates. An application of index number and aggregation theory
cites work: On user costs of risky monetary assets
cites work: CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
cites work: Exact and superlative index numbers
cites work: Forecasting and conditional projection using realistic prior distributions
DOI: 10.1007/S10436-006-0038-Y
description: scientific article; zbMATH DE number 6012303