Sectoral fluctuations in U.K. firms' investment expenditures

Christopher Baum; Mustafa Caglayan; Neslihan Ozkan

Sectoral fluctuations in U.K. firms' investment expenditures

Christopher Baum
, Mustafa Caglayan
, Neslihan Ozkan

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, employing VAR and factor analytic models with quarterly U.K. sectoral business investment data, we show that both common and sector-specific shocks play important roles in explaining business investment fluctuations.

Original language	English
Journal	Economics Bulletin
Volume	5
Issue number	1
Publication status	Published - 2003

ASJC Scopus subject areas

General Economics,Econometrics and Finance

Cite this

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title = "Sectoral fluctuations in U.K. firms' investment expenditures",

abstract = "In this paper, employing VAR and factor analytic models with quarterly U.K. sectoral business investment data, we show that both common and sector-specific shocks play important roles in explaining business investment fluctuations.",

author = "Christopher Baum and Mustafa Caglayan and Neslihan Ozkan",

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AU - Caglayan, Mustafa

AU - Ozkan, Neslihan

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N2 - In this paper, employing VAR and factor analytic models with quarterly U.K. sectoral business investment data, we show that both common and sector-specific shocks play important roles in explaining business investment fluctuations.

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SN - 1545-2921

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JO - Economics Bulletin

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Sectoral fluctuations in U.K. firms' investment expenditures

Abstract

ASJC Scopus subject areas

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