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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. 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/
Appendix C: Channels of Transmission of Business Cycles
1 Nov 1996
RDP
9607
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
References
1 Nov 1996
RDP
9607
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
Towards an Understanding of Australia's Co-movement with Foreign Business Cycles
1 Nov 1996
RDP
9607
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9607.html
Introduction
1 Nov 1996
RDP
9607
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 D: Data Sources and Description
1 Nov 1996
RDP
9607
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-d.html
Appendix B: Estimates of the ‘Gruen and Shuetrim Model Using Detrended Variables
1 Nov 1996
RDP
9607
Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-b.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. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-a.html
Appendix E: Integration Tests of the Data
1 Nov 1996
RDP
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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
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Conclusion. Nicolas de Roos and Bill Russell. November 1996.
https://www.rba.gov.au/publications/rdp/1996/9607/conclusion.html