Stephen Hall

1953

• A disequilibrium model of building society mortgage lending
• A multivariate GARCH in mean estimation of the capital asset pricing model
• A note on the estimation of GARCH-M models using the Kalman filter
• A system approach to the relationship between consumption and wealth
• An application of the Granger and Engle two-step estimation procedureto UK aggregate wage data
• An investigation of time inconsistency and optimal policy formulation in the presence of rational expectations using the National Institute's Model 7
• Estimating the uncertainty of the simulation properties of large non-linear econometric models
• Model ordering and the problem of multiple solutions
• Model solution techniques and the non-existence of a well defined equilibrium solution
• Monitoring bank risk
• Optimal control of stochastic non-linear models
• Rational expectations in an econometric model