The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources
Tóm tắt
Từ khóa
Tài liệu tham khảo
Anderson R, Buol J (2005) Revisions to User Costs for the Federal Reserve Bank of St. Louis Monetary Services. Federal Reserve Bank of St Louis Review 87(6):735–749
Anderson RG, Jones BE (2011) A comprehensive revision of the US monetary services (Divisia) indexes. Federal Reserve Bank of St Louis Review 93(5):235–59
Anderson RG, Rasche RH (2001) Retail Sweeps Prorams and Bank Reserves 1994–1999. Federeal Reserve Bank of St Louis Review 83(1):51–72
Anderson RG, Jones BE, Nesmith T (1997) Building New Monetary Services Indexes: Concepts, Data, and Methods. Federal Reserve Bank of St Louis Review 79.1:53–82
Bankrate.com (2012) Track economic index trends and graph financial industry rates. Retrieved from http://www.bankrate.com/funnel/graph/
Barnett W (1980) Economic monetary aggregates: an application of index number and aggregation theory. Journal of Econometrics 14:11–48, Reprinted in Barnett and Serletis (2000), Chapter 2, pp. 11–48
Barnett W (1982) The optimal level of monetary aggregation. Journal of Money, Credit, and Banking 14:687–710, Reprinted in Barnett and Serletis (2000), Chapter 7, pp. 125–149
Barnett W (2012) Getting it wrong: how faulty monetary statistics undermine the fed, the financial system, and the economy. MIT, Cambridge
Barnett W Spindt P (1982) Divisia monetary aggregates: compilation, data, and historical behavior. Board of Governors of the Federal Reserve System Staff Study, 116
Barnett WA, Chauvet M (2011) Financial aggregation and index number theory. World Scientific Books, Hackensack
Belongia M, Ireland, P (2012) Where simple sum and divisia monetary aggregates part: illustrations and evidence for the United States. University of Mississippi, working paper
Cynamon B, Dutkowsky D, Jones B (2006) Redefining the monetary aggregates: a clean sweep. Eastern Economic Journal 32(4):661–672
European Central bank (2000) Seasonal adjustment of monetary aggregates and HICP for the Euro Area. European Central Bank, Frankfurt
Farr HT, Johnson D (1985) “Revisions in the Monetary Services (Divisia) Indexes of Monetary Aggregates.” Staff Study 147, Board of Governors of the Federal Reserve System
Federal Reserve Board (2003) Federal reserve statistical release: H.6-monety stock measures. Retrieved from Discontinuance of M3.: www.federalreserve.gov/releases/h6/20060323
Federal Reserve Bank of New York (2012) Primary dealer statistics XML data. Retrieved from http://www.newyorkfed.org/xml/gsds_finance.html
Federal Reserve Board of Governors (2012) Statistics and Historical Data. Retrieved 2012, from http://www.federalreserve.gov/releases/h8/current/default.htm
Hanke S (2011) Malfeasant Central bankers, again. Energy Tribune
Hanke S (2011) The whigs versus the schoolboys. Globe Asia, 20–22
International Monetary Fund (2008) Monetary and financial statistics: compilation guide. International Monetary Fund, Washington
Jones B, Dutkowsky D, Elger T (2005) Sweep programs and optimal monetary aggregation. Journal of Banking & Finances 29:483–508
Offenbacher A, Shachar S (2011) Divisia monetary aggregates for Israel: background note and metadata. Bank of Israel, Research Department: Monetary/Finance Division
Serletis A, Gogas P (2012) Divisia monetary aggregates for moentary policy and business cycle analysis. University of Calgary, working paper
Thornton D, Yue P (1992) An extended series of divisia monetary aggregates. Federal Reserve Bank of St Louis Review 74(6):35–52
Thorp J (2003) Change of seasonal adjustment method to X-12 ARIMA. Monetary and Financial Statistics, pp 4–8
TreasuryDirect (2012) Monthly Statement of the Public Debt (MSPD) and Downloadable Files. Retrieved 2012, from http://www.treasurydirect.gov/govt/reports/pd/mspd/mspd.htm
United States Census Bureau (2012) X-12 arima. Retrieved April 2012, from US Census Bureau: http://www.census.gov/srd/www/x12a/