Garratt, A; Lee, K; Pesaran, M; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004
A small quarterly macroeconometric model of the UK is estimated over the period 1965q1=1995q4 in eight core variables: domestic and foreign outputs, domestic and foreign prices (both measured relative to oil prices), the nominal effective exchange rate, nominal domestic and foreign interest...