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A Review of Some Earlier Models
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account rates adjustment AGEN agencies assumed assumption average bank loans bank-reserves model basis points behavior billion capital gains changes coefficients commercial banks commercial paper rate components consumer credit corporate bond rate corporate bonds debt decline demand deposits demand equations deposit rate discrepancy distributed lag endogenous equities estimated exogenous expected Federal Reserve FHLB flow flow-of-funds model forecasts free reserves FSCA mortgage funds Hendershott home mortgage rate household housing impact income income quintiles increase institutions interest rates investment issues liabilities LICs long-run long-term rate long-term securities MITC mort mortgage market mortgage purchases MSBs mutual savings banks nonfinancial businesses open-market outlays percent percentage point period policy loans portfolio primary securities quarter rate ceilings Rcor regressors relative rise Rmor savings accounts sector shift short short-term securities simulation SLAs stacked equation substitution tax cut tax-exempts thrifts tion total financial assets Treasury variables yields