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Cycles in UK investment
preprintposted 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.
- Business and Economics
NotesEconomics Research Paper, no. 03-01