Multivariate Markov Switching Common Factor Models for the U.k
نویسندگان
چکیده
This paper forms part of the ESRC funded project (Award No. L1382511013) " Business Cycle Volatility and Economic Growth: A Comparative Time Series Study " , which itself is part of the Understanding the Evolving Macroeconomy Research programme. My thanks to Kate Morrison for providing excellent research assistance.
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