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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
David W. R. Gruen.
https://www.rba.gov.au/publications/rdp/1991/9108/

References

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
Dornbusch, R. (1976), “Expectations and Exchange Rate Dynamics”, Journal of Political Economy, 84: 1161–74. ... 91–52, Faculty of Business Administration, National University of Singapore, February. Pagan, A.R.
https://www.rba.gov.au/publications/rdp/1991/9108/references.html

Introduction

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
1. Introduction. David W. R. Gruen and Jenny Wilkinson. September 1991.
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
2. The Stylised Facts. David W. R. Gruen and Jenny Wilkinson.
https://www.rba.gov.au/publications/rdp/1991/9108/stylised-facts.html

Methodology

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
3. Methodology. David W. R. Gruen and Jenny Wilkinson. September 1991. ... where. k. R. t. is the domestic real interest rate of maturity k at period t, and.
https://www.rba.gov.au/publications/rdp/1991/9108/methodology.html

Data Appendix

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
Data Appendix. David W. R. Gruen and Jenny Wilkinson. September 1991.
https://www.rba.gov.au/publications/rdp/1991/9108/data-appendix.html

Discussion and Conclusions

1 Sep 1991 RDP 9108
David W.R. Gruen and Jenny Wilkinson
5. Discussion and Conclusions. David W. R. Gruen and Jenny Wilkinson.
https://www.rba.gov.au/publications/rdp/1991/9108/discussion-and-conclusions.html

Appendix

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

Results

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