Economic Modelling at the Bank of England
Chapman and Hall (Verlag)
978-0-412-35710-7 (ISBN)
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The papers collected together in this volume are a representative sample of quantitative research undertaken recently in the Economics Division of the Bank of England which spans many aspects of economics, involving both macroeconomic and microeconomic studies. Throughout the programme of research there is an interest in identifying, and where possible quantifying, the links between the real and financial sectors of the economy. In this book the editors have selected research papers which illustrate these facets of empirical research, and they have consciously decided not to include material on the the more short-term activities relating to reporting and briefing.
A three sector model of earnings behaviour, D.J.Mackie; stockbuilding and liquidity, T.S.Callen et al; interest elasticity of consumer's expenditure, M.J.Dicks; measuring the risk of financial institutions' portfolios - some suggestions for alternative techniques using stock prices, S.G.F.Hall and D.K.Miles; the long run determination of UK monetary aggregates, S.G.Hall et al; a capital asset pricing model with time-varying beta - some results from the London stock exchange, S.G.Hall et al; an empirical model of companies' debt and dividend decisions - evidence from company accounts data, G.Chowdhury and D.K.Miles; modelling the flow of funds with an application to the demand for liquid assets by the UK personal sector, D.G.Barr and K.Cuthbertson; optimal control of stochastic non-linear models, S.G.Hall and M.J.Stephenson.
Erscheint lt. Verlag | 9.8.1990 |
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Reihe/Serie | International Studies in Economic Modelling |
Zusatzinfo | index |
Verlagsort | London |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 530 g |
Themenwelt | Wirtschaft ► Allgemeines / Lexika |
Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre | |
Wirtschaft ► Volkswirtschaftslehre | |
ISBN-10 | 0-412-35710-0 / 0412357100 |
ISBN-13 | 978-0-412-35710-7 / 9780412357107 |
Zustand | Neuware |
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