Adjusted monetary aggregates and UK inflation targeting

C-Tier
Journal: Oxford Economic Papers
Year: 2006
Volume: 58
Issue: 4
Pages: 681-705

Authors (2)

Leigh Drake Adrian R. Fleissig (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

Abstract

This study shows how to construct monetary aggregates using a procedure to adjust the simple-sum, Divisia and empirical monetary aggregates to be consistent with weak separability. The corresponding adjusted monetary aggregates have considerable leading indicator information and provide the most accurate predictions of inflation over the Bank of England's two year forecast horizon. Copyright 2006, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:oxecpp:v:58:y:2006:i:4:p:681-705
Journal Field
General
Author Count
2
Added to Database
2026-01-25