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The Role of International Shocks in Australia's Business Cycle

18 Dec 2008 RDP 2008-08
Philip Liu
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-08.html

Sign-restricted VAR Results

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 5.
https://www.rba.gov.au/publications/rdp/2008/2008-08/sig-res-results.html

Conclusion

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 6.
https://www.rba.gov.au/publications/rdp/2008/2008-08/conclusion.html

Appendix B: Supplementary Figures

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle Appendix B: Supplementary Figures.
https://www.rba.gov.au/publications/rdp/2008/2008-08/appendix-b.html

References

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle References.
https://www.rba.gov.au/publications/rdp/2008/2008-08/references.html

A Small Open Economy DSGE Model

18 Dec 2008 RDP 2008-08
Philip Liu
The open economy IS equation derived from the consumer's optimising problem is:. ... To complete the description of the structural model, the terms of trade s.
https://www.rba.gov.au/publications/rdp/2008/2008-08/sma-ope-eco-model.html

The Role of International Shocks in Australia's Business Cycle

18 Dec 2008 RDP 2008-08
Philip Liu
Research Discussion Paper – RDP 2008-08 The Role of International Shocks in Australia's Business Cycle.
https://www.rba.gov.au/publications/rdp/2008/2008-08/

Appendix A: Sign Restriction Algorithm

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle Appendix A: Sign Restriction Algorithm.
https://www.rba.gov.au/publications/rdp/2008/2008-08/appendix-a.html

Estimating a SVAR Model

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 4.
https://www.rba.gov.au/publications/rdp/2008/2008-08/est-model.html

The Cyclical Component of GDP

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 2. ... The first, in 1986, coincides with Paul Keating's banana republic remark over concerns about Australia's foreign debt position, a sharp depreciation of the exchange rate,
https://www.rba.gov.au/publications/rdp/2008/2008-08/cyc-com-gdp.html