Synopsis
1 A three sector model of earnings behaviour.- 2 Stockbuilding and liquidity.- 3 Interest elasticity of consumers' expenditure.- 4 Measuring the risk of financial institutions' portfolios: some suggestions for alternative techniques using stock prices.- 5 The long run determination of UK monetary aggregates.- 6 A capital asset pricing model with time-varying betas: some results from the London stock exchange.- 7 An empirical model of companies' debt and dividend decisions: evidence from company accounts data.- 8 Modelling the flow of funds with an application to the demand for liquid assets by the UK personal sector.- 9 Optimal control of stochastic non-linear models.
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