10 Collect data from various sources and carry out (orthogonal) impulse response analysis in the following groups...
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10 Collect data from various sources and carry out (orthogonal) impulse response analysis in the following groups of time series:
(a) sectoral output indices in the UK,
(b) GDP of the UK, the US and Japan
(c) stock market return indices of the UK, the US and Japan.
What do you find of their characteristics?
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