erp03-01.pdf (132.7 kB)
Cycles in UK investment
preprint
posted on 2005-08-12, 09:43 authored by Joanne S. McGarryThis paper investigates the cyclical behaviour of quarterly U.K. investment using an unobserved
components framework formulated in continuous time. Comparisons are made between
the results from two models that differ in the specification of the cyclical component.
History
School
- Business and Economics
Department
- Economics
Pages
108473 bytesPublication date
2003Notes
Economics Research Paper, no. 03-01Language
- en