Arbeitspapier
Is UK Risky Money Weakly Separable? A Stochastic Approach
Using non-parametric weak separability tests that are extended to allow for measurement errors in the data, a broad group of UK monetary assets is found to be weakly separable from consumer goods and leisure over the larger part of the nineties. Financial innovations have made assets with substantial interest rate risk (e.g. unit trusts) more liquid and recent developments in monetary aggregation theory dealt with risk and risk aversion in the calculation of user costs. It is, however, not possible to find any weakly separable group of assets that contains 'risky' assets in the current sample.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 2002:13
- Klassifikation
-
Wirtschaft
Index Numbers and Aggregation; Leading indicators
Consumer Economics: Theory
Consumer Economics: Empirical Analysis
Demand for Money
- Thema
-
Monetary Aggregation
Weak Separability
Risk
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Binner, Jane
Elger, Thomas
de Peretti, Philipe
- Ereignis
-
Veröffentlichung
- (wer)
-
Lund University, School of Economics and Management, Department of Economics
- (wo)
-
Lund
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Binner, Jane
- Elger, Thomas
- de Peretti, Philipe
- Lund University, School of Economics and Management, Department of Economics
Entstanden
- 2002
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