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Towards an Understanding of Australia's Co-Movement with Foreign Business Cycles

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996. 149. KB. We would like to especially thank Lynne Cockerell, Gordon de Brouwer, Jacqui Dwyer, David Gruen, Jo Paisley, and Alison Tarditi for
https://www.rba.gov.au/publications/rdp/1996/9607/

Towards an Understanding of Australia's Co-movement with Foreign Business Cycles

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9607.html

Appendix C: Channels of Transmission of Business Cycles

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996. ... 3) Share market. Canova and De Nicolo (1995). Looks at linkages between European and US business cycles through stock markets.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-c.html

Appendix D: Data Sources and Description

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-d.html

References

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996. ... 125–188. Canova, F. and G. De Nicolo (1995), ‘Stock Returns and Real Activity: A Structural Approach’, European Economic Review, 39(5), May, pp.
https://www.rba.gov.au/publications/rdp/1996/9607/references.html

Appendix A: Empirical Estimates of Australia's Co-Movement With Foreign Business Cycles

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-a.html

Appendix B: Estimates of the ‘Gruen and Shuetrim Model Using Detrended Variables

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-b.html

Introduction

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Introduction. Nicolas de Roos and Bill Russell. November 1996. ... This section follows the work of Fama (1990) and Canova and De Nicolo (1995) to see if foreign share markets influence Australian activity.
https://www.rba.gov.au/publications/rdp/1996/9607/introduction.html

Appendix E: Integration Tests of the Data

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-e.html

Conclusion

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Conclusion. Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/conclusion.html