The standardised residuals from GARCH models fitted to three stock indices of the Athens Stock Exchange are examined for evidence of chaotic behaviour. In each case the correlation dimension is calculated for a range of embedding dimensions. The results do not support the hypothesis of chaotic...

type="main" xml:lang="en" <p>This paper examines the stability of the disequilibrium money model, with endogenous money and transitory interest rate control by the Central Bank. In the tradition of the post-Keynesian literature, the money supply is determined by bank lending and disequilibrium...</p>

The purpose of this short note is to demonstrate that for those probality distributions for which it exists, an exact expression for E(U-1) may be derived without great difficulty.