most citedRandom matrix ensemble for the covariance matrix of Ornstein-Uhlenbeck processes with heterogeneous temperatures

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econ.GN2025

A Millennium of UK Business Cycles: Insights from Structural VAR Analysis

Leonardo N. Ferreira, Haroon Mumtaz, Gabor Pinter

We study macroeconomic fluctuations in the United Kingdom over seven centuries (1271--2022) using a time-varying VAR with stochastic volatility. We identify business cycle shocks a…