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Economic Modelling at the Bank of England

  • Book
  • © 1990

Overview

Editors:
  1. S. G. B. Henry

    1. Economics Division, Back of England, UK

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  2. K. D. Patterson

    1. Department of Economics, University of Reading, UK
      Bank of England, UK

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Foundations of Computer Science (FCSC)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xix
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  2. A three-sector model of earnings behaviour

    • D. J. Mackie
    Pages 1-48

  3. Stockbuilding and liquidity

    • T. S. Callen, S. G. Hall, S. G. B. Henry
    Pages 49-72

  4. Interest elasticity of consumers’ expenditure

    • M. J. Dicks
    Pages 73-106

  5. Measuring the risk of financial institutions’ portfolios: some suggestions for alternative techniques using stock prices

    • S. G. Hall, D. K. Miles
    Pages 107-126

  6. The long-run determination of the UK monetary aggregates

    • S. G. Hall, S. G. B. Henry, J. B. Wilcox
    Pages 127-166

  7. A capital asset pricing model with time-varying betas: some results from the London Stock Exchange

    • S. G. Hall, D. K. Miles, M. P. Taylor
    Pages 167-185

  8. An empirical model of companies’ debt and dividend decisions: evidence from company accounts data

    • G. Chowdhury, D. K. Miles
    Pages 187-221

  9. Modelling the flow of funds with an application to the demand for liquid assets by the UK personal sector

    • D. G. Barr, K. Cuthbertson
    Pages 223-246

  10. Optimal control of stochastic non-linear models

    • S. G. Hall, M. J. Stephenson
    Pages 247-256

  11. Back Matter

    Pages 257-261
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Keywords

About this book

J. S. FLEMMING The Bank of England's role as a leading central bank involves both formal and informal aspects. At a formal level it is an adviser to HM Government, whilst at an informal level it is consulted by domestic and overseas institutions for advice on many areas of economic interest. Such advice must be grounded in an understanding of the workings of the domestic and international economy-a task which becomes ever more difficult with the pace of change both in the economy and in the techniques which are used by professional economists to analyse such changes. The Bank's economists are encouraged to publish their research whenever circumstances permit, whether in refereed journals or in other ways. In particular, we make it a rule that the research underlying the Bank's macroeconometric model, to which outside researchers have access through the ESRC (Economic and Social Research Council) macromodelling bureau, should be adequately explained and documented in published form. This volume expands the commitment to make research which is undertaken within the Economics Division of the Bank of England widely available. Included here are chapters which illustrate the breadth of interests which the Bank seeks to cover. Some of the research is, as would be expected, directly related to the specification of the Bank's model, but other aspects are also well represented.

Editors and Affiliations

  • Economics Division, Back of England, UK

    S. G. B. Henry

  • Department of Economics, University of Reading, UK

    K. D. Patterson

  • Bank of England, UK

    K. D. Patterson

Bibliographic Information

  • Book Title: Economic Modelling at the Bank of England

  • Editors: S. G. B. Henry, K. D. Patterson

  • Series Title: Foundations of Computer Science

  • DOI: https://doi.org/10.1007/978-94-009-0419-4

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media Dordrecht 1990

  • Softcover ISBN: 978-94-010-6674-7Published: 13 November 2013

  • eBook ISBN: 978-94-009-0419-4Published: 12 March 2013

  • Edition Number: 1

  • Number of Pages: XIX, 261

  • Topics: Science, Humanities and Social Sciences, multidisciplinary

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