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Volumn 59, Issue 3, 2007, Pages 411-429

Identifying aggregate demand and supply shocks in a small open economy

Author keywords

[No Author keywords available]

Indexed keywords

DECOMPOSITION ANALYSIS; DEMAND ANALYSIS; GROSS DOMESTIC PRODUCT; INFLATION; MONETARY POLICY;

EID: 34547901015     PISSN: 00307653     EISSN: 14643812     Source Type: Journal    
DOI: 10.1093/oep/gpl029     Document Type: Article
Times cited : (22)

References (11)
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    • Blanchard, O.J. and Quah, D. (1989) The dynamic effects of aggregate demand and supply disturbances, American Economic Review 79, 655-73.
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    • Blanchard, O.J.1    Quah, D.2
  • 2
    • 84927105042 scopus 로고    scopus 로고
    • Structural vector autoregressive modeling and impulse responses
    • H. Lütkepohl, and M. Krätzig, eds, Cambridge University Press, Cambridge
    • Breitung, J., Brüggemann, R., and Lükepohl, H. (2004) Structural vector autoregressive modeling and impulse responses, in H. Lütkepohl, and M. Krätzig, (eds) Applied Time Series Econometrics, Cambridge University Press, Cambridge.
    • (2004) Applied Time Series Econometrics
    • Breitung, J.1    Brüggemann, R.2    Lükepohl, H.3
  • 3
    • 33744720993 scopus 로고    scopus 로고
    • Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks: Results using a bivariate VAR
    • Cover, J.P., Enders, W. and Hueng, C.J. (2006) Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks: Results using a bivariate VAR, Journal of Money Credit and Banking, 38, 777-90.
    • (2006) Journal of Money Credit and Banking , vol.38 , pp. 777-790
    • Cover, J.P.1    Enders, W.2    Hueng, C.J.3
  • 4
    • 0034471422 scopus 로고    scopus 로고
    • A structural VAR model of the Australian economy
    • Dungey, M. and Pagan A.R. (2000) A structural VAR model of the Australian economy, Economic Record, 76, 321-42.
    • (2000) Economic Record , vol.76 , pp. 321-342
    • Dungey, M.1    Pagan, A.R.2
  • 5
    • 34548489263 scopus 로고    scopus 로고
    • Laternational shocks on Australia - the Japanese effect
    • Dungey, M. and Fry, R. (2003) Laternational shocks on Australia - the Japanese effect, Australian Economic Papers, 42, 499-515.
    • (2003) Australian Economic Papers , vol.42 , pp. 499-515
    • Dungey, M.1    Fry, R.2
  • 6
    • 2942687454 scopus 로고    scopus 로고
    • Identifying the sources of shocks to Australian real equity prices: 1982-2002
    • Dungey, M., Fry, R., and Martin, V.L. (2004) Identifying the sources of shocks to Australian real equity prices: 1982-2002, Global Finance Journal, 15, 81-102.
    • (2004) Global Finance Journal , vol.15 , pp. 81-102
    • Dungey, M.1    Fry, R.2    Martin, V.L.3
  • 7
    • 33846101034 scopus 로고    scopus 로고
    • Working Paper, Department of Economics, University of California, San Diego
    • Hamilton, J.D., Waggoner, D., and Zha, T. (2004) Normalization in econometrics. Working Paper, Department of Economics, University of California, San Diego.
    • (2004) Normalization in econometrics
    • Hamilton, J.D.1    Waggoner, D.2    Zha, T.3
  • 8
    • 49649131398 scopus 로고
    • Expectations and the neutrality of money
    • Lucas, R. E. Jr. (1972) Expectations and the neutrality of money, Journal of Economic Theory, 4, 103-124.
    • (1972) Journal of Economic Theory , vol.4 , pp. 103-124
    • Lucas Jr., R.E.1
  • 10
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    • Macroeconomics and reality
    • Sims, C.A. (1980) Macroeconomics and reality, Econometrica, 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1
  • 11
    • 0345456128 scopus 로고    scopus 로고
    • Likelihood preserving normalization in multiple equation Models
    • Waggoner, D. and Zha, T. (2003) Likelihood preserving normalization in multiple equation Models, Journal of Econometrics 114, 329-47.
    • (2003) Journal of Econometrics , vol.114 , pp. 329-347
    • Waggoner, D.1    Zha, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.