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STERLING BANK LENDING TO UK INDUSTRIAL AND COMMERICAL COMPANIES
16 references·1 citing·35 second hop
STERLING BANK LENDING TO UK INDUSTRIAL AND COMMERICAL COMPANIES (1985)STERLING BANK LENDING TO UK INDUSTRIAL AN…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…The Short-Run Demand for Money: A Reconsideration (1984)The Short-Run Demand for Mone…The `Buffer Stock Notion in Monetary Economics (1984)The `Buffer Stock Notion in M…Monetary Theory and Practice (1984)Monetary Theory and PracticeMonetarist Perspectives. (1983)Monetarist Perspectives.ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT* (1983)ECONOMETRIC MODELLING: THE “C…Error Correction Mechanisms (1982)Error Correction MechanismsSerial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Inflation and Relative Price Variability (1978)Inflation and Relative Price …THE DEMAND FOR MONEY IN THE UNITED KINGDOM: 1963–1973 (1976)THE DEMAND FOR MONEY IN THE U…Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure (1976)Rational Expectations and the…Estimation in a disequilibrium model and the value of information (1975)Estimation in a disequilibriu…Pitfalls in Financial Model-Building (1968)Pitfalls in Financial Model-B…A Model of the Demand for Money by Firms (1966)A Model of the Demand for Mon…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia (2012)Bank-characteristics, lending…The General Theory of Employment, Interest and Money. (1936)The Interest-Elasticity of Transactions Demand For Cash (1956)Quantity Theory of Money (1989)Chapter 8 The demand for money (1990)A Survey of Recent Empirical Money Demand Studies (2000)The Explanation of Productivity Change (1967)Real Wages, Employment, and Inflation (1969)Some International Evidence on Output-Inflation Tradeoffs. (1973)Towards an understanding of the costs of inflation: II (1981)Risk, Inflation, and the Stock Market (1983)The Elusive Costs of Inflation: Price Dispersion during the U.S. Great Inflation* (2018)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)T IME -S ERIES –C ROSS -S ECTION D ATA : What Have We Learned in the Past Few Years? (2001)Interpreting cointegrated models (1988)Cointegration, exogeneity, and policy analysis: An overview (1992)Macroeconomics and Reality (1980)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Do ESG Controversies Matter for Firm Value? Evidence from International Data (2016)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Dynamic Econometrics (1995)Do Firms Rebalance Their Capital Structures? (2005)A Model of the Consumption Response to Fiscal Stimulus Payments (2014)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)Fiscal Transparency: Concepts, Measurement and UK Practice (2003)Pandemic programming (2020)Algorithmic Impact Assessments and Accountability (2021)
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References

  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1966A Model of the Demand for Money by Firms1,338 cited
  • 1968Pitfalls in Financial Model-Building1,042 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1978Inflation and Relative Price Variability375 cited
  • 1984Monetary Theory and Practice349 cited
  • 1982Error Correction Mechanisms247 cited
  • 1984The `Buffer Stock Notion in Monetary Economics235 cited
  • 1983ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*220 cited
  • 1975Estimation in a disequilibrium model and the value of information165 cited
  • 1976Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure135 cited
  • 1976THE DEMAND FOR MONEY IN THE UNITED KINGDOM: 1963–1973129 cited
  • 1984The Short-Run Demand for Money: A Reconsideration117 cited

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  • 1983Monetarist Perspectives.100 cited
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    • 2012Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia29 cited