Measurement Error in Monetary Aggregates: a Markov Switching Factor Approach

C-Tier

Journal: Macroeconomic Dynamics

Year: 2009

Volume: 13

Issue: S2

Pages: 381-412

Authors (3)

Barnett, William A. (not in RePEc) Chauvet, Marcelle (University of California-River...) Tierney, Heather L. R. (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count