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Modelling the Australian Dollar

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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