Three essays in macroeconomics and monetary economics using Bayesian multivariate smooth transition approaches
The first essay introduces a Bayesian logistic smooth transition vector autoregression (LSTVAR) approach to investigating the impact of international business cycles on the UK economy. We find that the British business cycle is asymmetrically influenced by growth in the US, France and Germany. Overa...
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University of Leicester
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509442 |