Economic Modelling at the Bank of England
Published on 9. August 1990
Book
Hardback
288 pages
978-0-412-35710-7 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Illustrations
index
Dimensions
Height: 234 mm
Width: 156 mm
Weight
530 gr
ISBN-13
978-0-412-35710-7 (9780412357107)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
G. B. Henry
Economic Modelling at the Bank of England
Book
11/2013
Springer
€53.49
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Content
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.