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A Structural VAR Model of the Australian Economy

Dungey, Mardi; Pagan, Adrian

Description

We develop an 11-variable structural VAR for the Australian economy over the period 1980 to 1998. The VAR methodology has only relatively recently been applied in the Australian context, despite its popularity in quantitative macroeconomics internationally. Our model includes an overseas sector which distinguishes between goods and asset markets so as to disentangle the effects of shocks emanating from each source. We utilize our model to dissect the Australian growth cycle into its separate...[Show more]

CollectionsANU Research Publications
Date published: 2000
Type: Journal article
URI: http://hdl.handle.net/1885/88852
Source: The Economic Record
DOI: 10.1111/j.1475-4932.2000.tb00030.x

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