Research Discussion Paper – RDP 9009 An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy

Contents

• Introduction
• Some Stylized Facts
• The VAR Method
• Results
• Conclusions
• References
• Appendix: Confidence Intervals

We are grateful to colleagues at the RBA for helpful comments. Any errors are ours alone. The views expressed herein are those of the authors and do not necessarily reflect the views of the Reserve Bank of Australia.