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Extending a SVAR Model of the Australian Economy

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dc.contributor.authorDungey, Mardi
dc.contributor.authorPagan, Adrian
dc.date.accessioned2015-12-10T22:15:21Z
dc.date.issued2009
dc.date.updated2016-02-24T10:55:36Z
dc.description.abstractDungey and Pagan (2000) present a SVAR model of the Australian economy which models macroeconomic outcomes as transitory deviations from a deterministic trend. In this paper we extend that model in two directions. First, we relate it to an emerging literature on Dynamic Stochastic General Equilibrium modelling of small open economies. Second, we allow for both transitory and permanent components in the series and show how this modification has an impact on the design of macroeconomic models.
dc.identifier.issn0013-0249
dc.identifier.urihttp://hdl.handle.net/1885/50620
dc.publisherBlackwell Publishing Ltd
dc.sourceThe Economic Record
dc.subjectKeywords: economic analysis; macroeconomics; modeling; stochasticity; Australasia; Australia
dc.titleExtending a SVAR Model of the Australian Economy
dc.typeJournal article
local.bibliographicCitation.issue268
local.bibliographicCitation.lastpage20
local.bibliographicCitation.startpage1
local.contributor.affiliationDungey, Mardi, College of Asia and the Pacific, ANU
local.contributor.affiliationPagan, Adrian, University of New South Wales
local.contributor.authoruidDungey, Mardi, u9402571
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140212 - Macroeconomics (incl. Monetary and Fiscal Theory)
local.identifier.ariespublicationu4326120xPUB207
local.identifier.citationvolume85
local.identifier.doi10.1111/j.1475-4932.2008.00525.x
local.identifier.scopusID2-s2.0-62149146779
local.type.statusPublished Version

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