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Why Does the Australian Dollar Move so Closely with the Terms of Trade?

1 May 1996 RDP 9601
David Gruen and Tro Kortian
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9601.html

Why Does the Australian Dollar Move so Closely with the Terms of Trade?

1 May 1996 RDP 9601
David Gruen and Tro Kortian
https://www.rba.gov.au/publications/rdp/1996/9601/

Appendix B: Real Exchange Rate Model B

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? Appendix B: Real Exchange Rate Model B. David Gruen and Tro Kortian. Download the Paper 204. KB. This appendix explains how the preferred specifications for real
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-b.html

Appendix A: Stationarity Tests

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? Appendix A: Stationarity Tests. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. The Augmented Dickey-Fuller (ADF) statistic, with constant and trend,
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-a.html

References

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? References. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. Blundell-Wignall, A., J. Fahrer and A.J. Heath (1993), ‘ Major Influences on the
https://www.rba.gov.au/publications/rdp/1996/9601/references.html

Appendix D: Data

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? Appendix D: Data. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. The terms of trade, defined as the ratio of the implicit price deflators for
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-d.html

Discussion and Conclusions

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? 5. Discussion and Conclusions. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. The paper has documented the predictability of the Australian real
https://www.rba.gov.au/publications/rdp/1996/9601/discussion-and-conclusions.html

Introduction

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? 1. Introduction. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. It has long been observed that there is a close relationship between commodity
https://www.rba.gov.au/publications/rdp/1996/9601/introduction.html

Appendix C: Monte Carlo Simulations

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? Appendix C: Monte Carlo Simulations. David Gruen and Tro Kortian. May 1996. Download the Paper 204. KB. This appendix outlines the Monte Carlo simulations used to
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-c.html

Modelling the Real Exchange Rate

1 May 1996 RDP 9601
David Gruen and Tro Kortian
RDP 9601: Why Does the Australian Dollar Move so Closely with the Terms of Trade? 3. Modelling the Real Exchange Rate. David Gruen and Tro Kortian. Download the Paper 204. KB. We construct a measure of Australia's real exchange rate as a
https://www.rba.gov.au/publications/rdp/1996/9601/modelling-the-real-exchange-rate.html