Looking for Evolving Growth Rates and Cycles in British Industrial Production, 1700–1913

Paul Newbold and Christos Agiakloglou

Journal of the Royal Statistical Society Series A, 1991, vol. 154, issue 2, 341-348

Abstract: An alternative analysis of an index of British industrial production for the years 1700–1913 is provided. The focus of attention is the components structure of this time series. Specifically, evidence of evolving growth rates and cycles is sought. The methodology employed is the standard autoregressive integrated moving average model building approach. In contrast with previous findings based on an alternative methodology, we find strong evidence against the hypothesis of evolving growth rates and little support for cycles of any substance.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssa:v:154:y:1991:i:2:p:341-348

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