collaborators

1 paper

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…