Abstract

Scottish Journal of Political EconomyVolume 40, Issue 2 p. 143-164 A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF THE UK BUSINESS CYCLE Paul Michael Turner, Paul Michael Turner School of Business and Economic Studies, University of Leeds *Thanks are due from the author to Terry Mills for many helpful comments on several drafts of this paper, to Keith Blackburn for providing an awareness of the Hodrick-Prescott filter, to Edward Prescott for the Fortran algorithm used to compt, e it, to participants in a seminar at the Money, Macro and Finance Research Group conference and to two anonymous referees for numerous useful comments. All opinions and errors in the paper remain those of the author.Search for more papers by this author Paul Michael Turner, Paul Michael Turner School of Business and Economic Studies, University of Leeds *Thanks are due from the author to Terry Mills for many helpful comments on several drafts of this paper, to Keith Blackburn for providing an awareness of the Hodrick-Prescott filter, to Edward Prescott for the Fortran algorithm used to compt, e it, to participants in a seminar at the Money, Macro and Finance Research Group conference and to two anonymous referees for numerous useful comments. All opinions and errors in the paper remain those of the author.Search for more papers by this author First published: May 1993 https://doi.org/10.1111/j.1467-9485.1993.tb00647.xCitations: 12 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume40, Issue2May 1993Pages 143-164 RelatedInformation

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