Advances in Monetary and Financial Measurement Library - The Center for Financial Stability

Advances in Monetary and
Financial Measurement (AMFM)

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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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			Technical Papers Relevant to Use within Econometric Models Technical Papers Relevant to Nonlinear Dynamic Modeling
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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