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A Structural VAR Model of the Australian Economy

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dc.contributor.authorDungey, Mardi
dc.contributor.authorPagan, Adrian
dc.date.accessioned2015-12-13T23:14:55Z
dc.date.issued2000
dc.date.updated2015-12-12T08:41:01Z
dc.description.abstractWe 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 influences and to study the Asian crisis. Throughout there is a strong emphasis upon identifying the impact of monetary policy.
dc.identifier.issn0013-0249
dc.identifier.urihttp://hdl.handle.net/1885/88852
dc.publisherBlackwell Publishing Ltd
dc.sourceThe Economic Record
dc.subjectKeywords: macroeconomics; monetary policy; national economy; vector autoregression; Australia
dc.titleA Structural VAR Model of the Australian Economy
dc.typeJournal article
local.bibliographicCitation.issue235
local.bibliographicCitation.lastpage342
local.bibliographicCitation.startpage321
local.contributor.affiliationDungey, Mardi, College of Asia and the Pacific, ANU
local.contributor.affiliationPagan, Adrian, College of Business and Economics, ANU
local.contributor.authoruidDungey, Mardi, u9402571
local.contributor.authoruidPagan, Adrian, u7400221
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor140212 - Macroeconomics (incl. Monetary and Fiscal Theory)
local.identifier.ariespublicationMigratedxPub18708
local.identifier.citationvolume76
local.identifier.doi10.1111/j.1475-4932.2000.tb00030.x
local.identifier.scopusID2-s2.0-0034471422
local.type.statusPublished Version

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