by William A Barnett (University of Kansas, USA) & Marcelle Chauvet (University of California at Riverside, USA)

The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to an introduction and a systematic survey chapter unifying the rest of the book, this publication contains reprints of six published articles central to the survey chapter.

Financial Aggregation and Index Number Theory provides a reference work for financial data researchers and users of central bank data, placing emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory.

• International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview (W A Barnett & M Chauvet)
• The Exact Theoretical Rational Expectations Monetary Aggregate (W A Barnett et al.)
• On User Costs of Risky Monetary Assets (W A Barnett & S Wu)
• The Discount Economic Stock of Money with VAR Forecasting (W A Barnett et al.)
• Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach (W A Barnett & H K Chang)
• Multilateral Aggregation-Theoretic Monetary Aggregation Over Heterogeneous Countries (W A Barnett)
• Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach (W A Barnett et al.)