Starting from a modern approach to dynamic aggregate supply and aggregate demand modeling with rigorous steady state existence and stability proofs in the first part, this book reconsiders the modeling of financial asset markets in a closed economy, and suggests a number of improvements. In particular a Tobinian general equilibrium mechanism is introduced into these markets in part two of this book. In part three the influence of government interest payments (in the first two parts neutralized by tax rules) and its impact on the dynamic system is treated analytically. Steady state and comparative static analysis and also rigorous stability proofs are performed for the models as well.