Sectoral Fluctuations in U.K. Firms' Investment Expenditures

Christopher Baum, Mustafa Caglayan () and Neslihan Ozkan

No 520, Boston College Working Papers in Economics from Boston College Department of Economics

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.

Keywords: investment; sectoral behavior; VAR; Factor analysis (search for similar items in EconPapers)
JEL-codes: C32 E22 E32 (search for similar items in EconPapers)
Date: 2002-01-12, Revised 2003-06-15
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Published, Economics Bulletin, Vol. 5, No. 13, 2003.

Downloads: (external link)
http://fmwww.bc.edu/EC-P/wp520.pdf main text (application/pdf)

Related works:
Journal Article: Sectoral fluctuations in U.K. firms' investment expenditures (2003)
Working Paper: Sectoral Fluctuations in U.K. Firms' Investment Expenditures (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:520

Access Statistics for this paper

More papers in Boston College Working Papers in Economics from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().