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Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1991/9108.html

Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?

1 Sep 1991 RDP 9108
David W. R. Gruen and Jenny Wilkinson
https://www.rba.gov.au/publications/rdp/1991/9108/

Introduction

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? 1. Introduction. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. As part of the deregulation of
https://www.rba.gov.au/publications/rdp/1991/9108/introduction.html

The Stylised Facts

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? 2. The Stylised Facts. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. Graph 1 shows Australia's
https://www.rba.gov.au/publications/rdp/1991/9108/stylised-facts.html

Data Appendix

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? Data Appendix. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. The Real Exchange Rate. The real
https://www.rba.gov.au/publications/rdp/1991/9108/data-appendix.html

References

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? References. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. Ball, L. (1991), “The Genesis of
https://www.rba.gov.au/publications/rdp/1991/9108/references.html

Appendix

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? Appendix. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. The following tables contain the
https://www.rba.gov.au/publications/rdp/1991/9108/appendix.html

Methodology

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? 3. Methodology. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. (a) Theoretical Motivation. In
https://www.rba.gov.au/publications/rdp/1991/9108/methodology.html

Discussion and Conclusions

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? 5. Discussion and Conclusions. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. Four broad
https://www.rba.gov.au/publications/rdp/1991/9108/discussion-and-conclusions.html

Results

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
RDP 9108: Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials? 4. Results. David W. R. Gruen and Jenny Wilkinson. September 1991. Download the Paper 531. KB. All series used in the estimation
https://www.rba.gov.au/publications/rdp/1991/9108/results.html