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The Contrast between Portfolio Theory and Econometric Models of the U.K. Monetary Sector

In: Modern Portfolio Theory and Financial Institutions

Author

Listed:
  • David G. Mayes
  • D. Savage

Abstract

It is one thing to write down in conceptual terms a complete portfolio model of the monetary system, it is quite another to estimate such a model in practice. In this article we review econometric models of the UK monetary sector which have been constructed and conclude that there is a considerable gap between estimated and theoretical models.

Suggested Citation

  • David G. Mayes & D. Savage, 1983. "The Contrast between Portfolio Theory and Econometric Models of the U.K. Monetary Sector," Palgrave Macmillan Books, in: Desmond Corner & David G. Mayes (ed.), Modern Portfolio Theory and Financial Institutions, chapter 10, pages 211-230, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-349-05843-3_10
    DOI: 10.1007/978-1-349-05843-3_10
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