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Modelling the Australian Dollar
31 Dec 2015
RDP
2015-12
Research Discussion Paper – RDP 2015-12 Modelling the Australian Dollar. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). 1.39. MB. The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2015/2015-12/
Appendix B: Markov-switching Model Output
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar Appendix B: Markov-switching Model Output. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB.
https://www.rba.gov.au/publications/rdp/2015/2015-12/appendix-b.html
Conclusion
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 7. Conclusion. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. This paper has presented an
https://www.rba.gov.au/publications/rdp/2015/2015-12/conclusion.html
Introduction
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 1. Introduction. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. The decision to float the
https://www.rba.gov.au/publications/rdp/2015/2015-12/introduction.html
A Markov-switching Model
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 4. A Markov-switching Model. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. The rolling
https://www.rba.gov.au/publications/rdp/2015/2015-12/a-markov-switching-model.html
Appendix A: Out-of-sample Forecasting
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar Appendix A: Out-of-sample Forecasting. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. In
https://www.rba.gov.au/publications/rdp/2015/2015-12/appendix-a.html
Literature Review
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 2. Literature Review. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. The theoretical and
https://www.rba.gov.au/publications/rdp/2015/2015-12/literature-review.html
References
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar References. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. Alquist R and MD Chinn (2008),
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html
Incorporating Unconventional Monetary Policy
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 6. Incorporating Unconventional Monetary Policy. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper
https://www.rba.gov.au/publications/rdp/2015/2015-12/incorporating-unconventional-monetary-policy.html
The Baseline ECM
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 3. The Baseline ECM. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. October 2015 – ISSN 1448-5109 (Online). Download the Paper 1.39. MB. The baseline ECM is
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html