Data sources for the credit-card augmented Divisia monetary aggregates |
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| Affiliation: | 1. University of Ottawa, Canada;2. Royal Military College of Canada, Canada;3. Carleton University, Canada;1. University of Evry, 2, rue Facteur Cheval, 91025 Evry, France;2. ESSCA – School of Management, Strategy and Management, 55 quai Alphonse Le Gallo, 92513 Boulogne-Billancourt Cedex, France;3. University of Minho, Department of Economics and Economic Policies Research Unit (NIPE), Campus of Gualtar, 4710-057 Braga, Portugal;4. London School of Economics, LSE Alumni Association, Houghton Street, London WC2 2AE, United Kingdom;1. University of Evry, France;2. ESSCA School of Management, France;1. CRIISEA Amiens University, France;2. THEMA, University of Cergy-Pontoise, France;3. INSEEC Business School, France;4. University of Sfax, Tunisia;1. IGR-CREM Rennes – UMR 6211 CNRS, France;2. ESSCA School of Management, France;1. Department of Economics, University of Calgary, Calgary, Alberta T2N 1N4, Canada;2. Department of Economics and Finance, University of South Alabama, Mobile, AL 36688, United States |
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| Abstract: | In 2013, the Center for Financial Stability (CFS) initiated its Divisia monetary aggregates database, maintained within the CFS program called Advances in Monetary and Financial Measurement (AMFM), based on Barnett (1980, 2012). The CFS will soon be making available Divisia monetary aggregates extended to include the transactions services of credit cards. The extended aggregates will be called the augmented Divisia monetary aggregates and will be available to the public in monthly releases. The new aggregates will also be available to Bloomberg terminal users. The theory on which the new aggregates are based is provided in Barnett and Su (2014).1 In this paper, we provide detailed information on the data sources used in producing the new augmented Divisia monetary aggregates. |
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| Keywords: | Monetary aggregates Credit cards Aggregation theory Index number theory Data Divisia index G C8 E4 |
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