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Cycles in UK investment

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posted on 2005-08-12, 09:43 authored by Joanne S. McGarry
This 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 bytes

Publication date

2003

Notes

Economics Research Paper, no. 03-01

Language

  • en

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