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Advances in Monetary and
Financial Measurement (AMFM)

AMFM Home |  US Data |  Augmented |  International |  Library


Key articles and books surrounding the development of advances in monetary and financial measurement. This Library does not include data archives. International and US data archives, along with regular monthly updates, can be found within other sections of the AMFM site.

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You can filter the studies shown below by category, keyword, and/or author.
Studies within the International Research category can be filtered by country.

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Important Books
Principal Research Articles:
Important Papers Highly Relevant to AMFM
Secondary Papers Highly Relevant to AMFM
Associated Methodology Articles:
Technical Papers Relevant to Use within Econometric Models
Technical Papers Relevant to Nonlinear Dynamic Modeling
International Research:
Papers Using or Producing International Divisia Monetary Aggregates

Secondary Papers Highly Relevant to AMFM
2009 Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability
William A. Barnett and Philippe de Peretti
Blockwise weak separability is the fundamental, necessary condition for clustering of goods or assets into an admissible group for aggregation. This paper provides a state-of-the-art procedure for testing that admissibility condition. A revised draft of this working paper appeared in Macroeconomic Dynamics, vol. 13, Supplement 2, 2009, September, pp. 317-334. A related paper by de Peretti, "Testing the Significance of the Departures from Weak Separability," appeared as chapter 1 in the book, W. A. Barnett and A. Serletis (2007), Functional Structure Inference, Elsevier, 2007, pp. 3-22.

Studies Using or Producing International Divisia Monetary Aggregates