Keith Cuthbertson
Datos Biográficos
| ID | 5731246 |
|---|---|
| NOMBRE | Keith Cuthbertson |
| NOMBRES | Keith |
| APELLIDO | Cuthbertson |
| FIRMA | CUTHBERTSON K |
| AFILIACIONES | Bank of England |
| VERIFICADO | No |
| TOTAL DE OBRAS | 14 |
| TOTAL DE CITAS | 45 |
| TOTAL COMO AUTOR | 14 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 1979 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 1997 |
| ÍNDICE H | 5 |
Microfoundations and the Demand for Money
Microfoundations and the Demand for Money Get access Keith Cuthbertson Keith Cuthbertson University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 443, 1 July 1997, Pages 1186–1201, https://doi.org/10.1111/j.1468-0297.1997.tb00018.x Published: 27 January 2012
The Behaviour of UK Stock Prices and Returns
The VAR methodology of Campbell and Shiller (1989) is employed under four different assumptions regarding equilibrium expected returns to assess the efficiency of the UK stock market. In our first model, equilibrium expected (real) returns are assumed to be constant, while in the second model, excess returns are assumed to be constant. The next two models assume that equilibrium returns depend upon a time‐varying risk premium which varies with th…
The Expectations Hypothesis of the Term Structure
Using a high quality weekly data set we provide several tests of the expectations hypothesis EH, using the VAR and cointegration methodologies, for several maturities between 1-week and 12-months, for the UK interbank market. On the basis of the Johansen cointegration analysis there appears to be a 'break' in the term structure when both the six-month and twelve-month maturities are included as a pair. The latter may be due to either the presence…
The Determinants of Manufacturing Inventories in the UK
Journal Article The Determinants of Manufacturing Inventories in the UK Get access Keith Cuthbertson, Keith Cuthbertson City University Business School and Bank of England Search for other works by this author on: Oxford Academic Google Scholar David Gasparro David Gasparro Schroder Economics and Bank of England Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 103, Issue 421, 1 November 1993, P…
A Data Based Simulation Model of the Financial Asset Decisions of Uk, ‘Other’ Financial Intermediaries
A data-based simulation model of the financial asset decisions of U.K. "other" financial intermediaries is constructed. The preferred equations have coefficients that are satisfactory on a priori grounds and exhibit temporal stability. The data-based model is simulated to assess the plausibility of short-run and long-run effects and the dynamic path to equilibrium. Copyright 1992 by Scottish Economic Society
Applied Econometric Techniques
Journal Article Applied Econometric Techniques Get access Applied Econometric Techniques. By Keith Cuthbertson, Stephen G. Hall and Mark P. Taylor. (New York and London: Philip Allan, 1991. Pp. xiii + 274. £45.00 hardback. ISBN 0 86003 084 9.) Carlo A. Favero Carlo A. Favero Queen Mary and Westfield CollegeUniversity of london Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 415, 1 N…
Disequilibrium, Buffer Stocks and Consumers' Expenditure on Non-Durables
The authors examine the importance of a disequilibrium real balance effect on non-durable consumers' expenditure in the U.K. Using cointegration techniques and the Johansen procedure they first establish a desired long-run demand function for liquid assets depending on income, wealth and a set of interest rates. Deviations of liquidity from this desired level cause changes in consumption via intertemporal substitution but via its effect on disequ…
Neoclassical Consumer Demand Theory and the Demand for Money
Journal Article Neoclassical Consumer Demand Theory and the Demand for Money Get access D. G. Barr, D. G. Barr Bank of England Search for other works by this author on: Oxford Academic Google Scholar K. Cuthbertson K. Cuthbertson University of Newcastle Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 101, Issue 407, 1 July 1991, Pages 855–876, https://doi.org/10.2307/2233859 Published: 01 July…
An Econometric Study of the Demand for First and Second Class Inland Letter Services
A dynamic quarterly model for both first and second class U.K. inland letter traffic is estimated over the period 1976-88. The demand for first class letters is strongly influenced by aggregate expenditure, but for second class letters this linkage is much weaker. Both letter streams respond to changes in the price of first and second class letters, the price of telephone services, and "other prices" as measured by an aggregate price index. Copyr…
The Demand for Money
Journal Article The Demand for Money: A Dynamic Rational Expectations Model Get access Keith Cuthbertson, Keith Cuthbertson University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar Mark P. Taylor Mark P. Taylor University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for …
Price Expectations and Lags in the Demand for Money
The Supply and Demand for Money
Journal Article The Supply and Demand for Money Get access The Supply and Demand for Money. By KEITH CUTHBERTSON. (Oxford: Basil Blackwell, 1985. Pp. xii + 295. à à à à à à à à à à à à à à à à £25.00 hardback.) James Davidson James Davidson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 96, Issue 383, 1 September 1986, Pages 832–833, https://doi.org/10.2307/2233005 …
The effects of local authority fiscal decisions on population levels in urban areas
This is a study on the effects of local authority fiscal decisions on population levels in urban areas of the United Kingdom. The authors examine whether discriminatory local fiscal policies have an important effect on borough population levels by presenting a simple model of population determination and testing it with 1971 cross-sectional data for the 32 London boroughs. "The results suggest that both expenditure and tax policies do have import…
Local Authorities and the Local Economy
Applied Econometric Techniques
Journal Article Applied Econometric Techniques Get access Applied Econometric Techniques. By Keith Cuthbertson, Stephen G. Hall and Mark P. Taylor. (New York and London: Philip Allan, 1991. Pp. xiii + 274. £45.00 hardback. ISBN 0 86003 084 9.) Carlo A. Favero Carlo A. Favero Queen Mary and Westfield CollegeUniversity of london Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 415, 1 N…
The Determinants of Manufacturing Inventories in the UK
Journal Article The Determinants of Manufacturing Inventories in the UK Get access Keith Cuthbertson, Keith Cuthbertson City University Business School and Bank of England Search for other works by this author on: Oxford Academic Google Scholar David Gasparro David Gasparro Schroder Economics and Bank of England Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 103, Issue 421, 1 November 1993, P…
The Demand for Money
Journal Article The Demand for Money: A Dynamic Rational Expectations Model Get access Keith Cuthbertson, Keith Cuthbertson University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar Mark P. Taylor Mark P. Taylor University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for …
The effects of local authority fiscal decisions on population levels in urban areas
This is a study on the effects of local authority fiscal decisions on population levels in urban areas of the United Kingdom. The authors examine whether discriminatory local fiscal policies have an important effect on borough population levels by presenting a simple model of population determination and testing it with 1971 cross-sectional data for the 32 London boroughs. "The results suggest that both expenditure and tax policies do have import…
Neoclassical Consumer Demand Theory and the Demand for Money
Journal Article Neoclassical Consumer Demand Theory and the Demand for Money Get access D. G. Barr, D. G. Barr Bank of England Search for other works by this author on: Oxford Academic Google Scholar K. Cuthbertson K. Cuthbertson University of Newcastle Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 101, Issue 407, 1 July 1991, Pages 855–876, https://doi.org/10.2307/2233859 Published: 01 July…
Microfoundations and the Demand for Money
Microfoundations and the Demand for Money Get access Keith Cuthbertson Keith Cuthbertson University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 443, 1 July 1997, Pages 1186–1201, https://doi.org/10.1111/j.1468-0297.1997.tb00018.x Published: 27 January 2012
The Supply and Demand for Money
Journal Article The Supply and Demand for Money Get access The Supply and Demand for Money. By KEITH CUTHBERTSON. (Oxford: Basil Blackwell, 1985. Pp. xii + 295. à à à à à à à à à à à à à à à à £25.00 hardback.) James Davidson James Davidson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 96, Issue 383, 1 September 1986, Pages 832–833, https://doi.org/10.2307/2233005 …
The Behaviour of UK Stock Prices and Returns
The VAR methodology of Campbell and Shiller (1989) is employed under four different assumptions regarding equilibrium expected returns to assess the efficiency of the UK stock market. In our first model, equilibrium expected (real) returns are assumed to be constant, while in the second model, excess returns are assumed to be constant. The next two models assume that equilibrium returns depend upon a time‐varying risk premium which varies with th…
Local Authorities and the Local Economy
The effects of local authority fiscal decisions on population levels in urban areas
This is a study on the effects of local authority fiscal decisions on population levels in urban areas of the United Kingdom. The authors examine whether discriminatory local fiscal policies have an important effect on borough population levels by presenting a simple model of population determination and testing it with 1971 cross-sectional data for the 32 London boroughs. "The results suggest that both expenditure and tax policies do have import…
Price Expectations and Lags in the Demand for Money
The Supply and Demand for Money
Journal Article The Supply and Demand for Money Get access The Supply and Demand for Money. By KEITH CUTHBERTSON. (Oxford: Basil Blackwell, 1985. Pp. xii + 295. à à à à à à à à à à à à à à à à £25.00 hardback.) James Davidson James Davidson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 96, Issue 383, 1 September 1986, Pages 832–833, https://doi.org/10.2307/2233005 …
The Demand for Money
Journal Article The Demand for Money: A Dynamic Rational Expectations Model Get access Keith Cuthbertson, Keith Cuthbertson University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar Mark P. Taylor Mark P. Taylor University of Newcastle upon Tyne, Economics Division, Bank of England, University of Newcastle upon Tyne Search for …
An Econometric Study of the Demand for First and Second Class Inland Letter Services
A dynamic quarterly model for both first and second class U.K. inland letter traffic is estimated over the period 1976-88. The demand for first class letters is strongly influenced by aggregate expenditure, but for second class letters this linkage is much weaker. Both letter streams respond to changes in the price of first and second class letters, the price of telephone services, and "other prices" as measured by an aggregate price index. Copyr…
Disequilibrium, Buffer Stocks and Consumers' Expenditure on Non-Durables
The authors examine the importance of a disequilibrium real balance effect on non-durable consumers' expenditure in the U.K. Using cointegration techniques and the Johansen procedure they first establish a desired long-run demand function for liquid assets depending on income, wealth and a set of interest rates. Deviations of liquidity from this desired level cause changes in consumption via intertemporal substitution but via its effect on disequ…
Neoclassical Consumer Demand Theory and the Demand for Money
Journal Article Neoclassical Consumer Demand Theory and the Demand for Money Get access D. G. Barr, D. G. Barr Bank of England Search for other works by this author on: Oxford Academic Google Scholar K. Cuthbertson K. Cuthbertson University of Newcastle Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 101, Issue 407, 1 July 1991, Pages 855–876, https://doi.org/10.2307/2233859 Published: 01 July…
A Data Based Simulation Model of the Financial Asset Decisions of Uk, ‘Other’ Financial Intermediaries
A data-based simulation model of the financial asset decisions of U.K. "other" financial intermediaries is constructed. The preferred equations have coefficients that are satisfactory on a priori grounds and exhibit temporal stability. The data-based model is simulated to assess the plausibility of short-run and long-run effects and the dynamic path to equilibrium. Copyright 1992 by Scottish Economic Society
Applied Econometric Techniques
Journal Article Applied Econometric Techniques Get access Applied Econometric Techniques. By Keith Cuthbertson, Stephen G. Hall and Mark P. Taylor. (New York and London: Philip Allan, 1991. Pp. xiii + 274. £45.00 hardback. ISBN 0 86003 084 9.) Carlo A. Favero Carlo A. Favero Queen Mary and Westfield CollegeUniversity of london Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 415, 1 N…
The Determinants of Manufacturing Inventories in the UK
Journal Article The Determinants of Manufacturing Inventories in the UK Get access Keith Cuthbertson, Keith Cuthbertson City University Business School and Bank of England Search for other works by this author on: Oxford Academic Google Scholar David Gasparro David Gasparro Schroder Economics and Bank of England Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 103, Issue 421, 1 November 1993, P…
The Expectations Hypothesis of the Term Structure
Using a high quality weekly data set we provide several tests of the expectations hypothesis EH, using the VAR and cointegration methodologies, for several maturities between 1-week and 12-months, for the UK interbank market. On the basis of the Johansen cointegration analysis there appears to be a 'break' in the term structure when both the six-month and twelve-month maturities are included as a pair. The latter may be due to either the presence…
Microfoundations and the Demand for Money
Microfoundations and the Demand for Money Get access Keith Cuthbertson Keith Cuthbertson University of Newcastle upon Tyne Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 443, 1 July 1997, Pages 1186–1201, https://doi.org/10.1111/j.1468-0297.1997.tb00018.x Published: 27 January 2012
The Behaviour of UK Stock Prices and Returns
The VAR methodology of Campbell and Shiller (1989) is employed under four different assumptions regarding equilibrium expected returns to assess the efficiency of the UK stock market. In our first model, equilibrium expected (real) returns are assumed to be constant, while in the second model, excess returns are assumed to be constant. The next two models assume that equilibrium returns depend upon a time‐varying risk premium which varies with th…
Economics (13 obras) · Monetary Policy and Economic Impact (8 obras) · Computer Science (7 obras) · Political science (6 obras) · Econometrics (5 obras) · Economic history (5 obras) · Economic Theory and Policy (5 obras) · Law (4 obras) · Law (4 obras) · Microeconomics (4 obras)