A structural VAR model of the Australian economy

Economic Record

Volumn 76, Issue 235, 2000, Pages 321-342

  Dungey, Mardi ^a   Pagan, Adrian ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

MACROECONOMICS; MONETARY POLICY; NATIONAL ECONOMY; VECTOR AUTOREGRESSION;

AUSTRALIA;

EID: 0034471422     PISSN: 00130249     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1475-4932.2000.tb00030.x     Document Type: Article

References (5)

1. Bernanke, B.S. and Blinder, A.S. (1992), 'The Federal Funds Rate and the Channels of Monetary Transmission', American Economic Review 82, 901-21.
2. Blundell-Wignall, A., Fahrer, J., and Heath, A. (1993), 'Major influences on the Australian Dollar Exchange Rate', in A. Blundell-Wignall (ed). The Exchange Rate, International trade and the Balance of Payments, Reserve Bank of Australia, Sydney, 30-78.
3. Hansen, L.P. and Sargent, T.J. (1981), 'Formulating and Estimating Dynamic Linear Rational Expectations Models', in R.E. Lucas and T.J. Sargent (eds), Rational Expectations and Econometric Practice, University of Minnesota Press, Minneapolis.
4. Harding, D. and Pagan, A.R. (1999), 'Dissecting the Cycle', Melbourne Institute Working Paper No. 13/99.
5. Huh, H. (1999), 'How well does the Mundell-FIeming model fit Australian data since the collapse of Bretton Woods?', Applied Economics 31, 397-407.