Cycles in UK investment

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.

Saved in:
Bibliographic Details
Main Author: Joanne S. McGarry
Format: Default Preprint
Published: 2003
Subjects:
Online Access:https://hdl.handle.net/2134/346
Tags: Add Tag
No Tags, Be the first to tag this record!