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Journal Article
Macroeconomic shocks and business cycles in Australia

A small vector autoregression model is estimated to assess how demand and supply shocks influence Australian output and price behavior. The model is identified by assuming that aggregate demand shocks have transitory effects on output, while aggregate supply shocks have permanent effects. The paper describes how Australian macroeconomic variables respond to demand and supply shocks in the short run and in the long run. It also finds that demand shocks are dominant in determining fluctuations in Australian output at a one-quarter horizon, but supply shocks assume the larger role at longer ...
Economic Review

Conference Paper
Financial reform in Australia

Proceedings , Issue Dec , Pages 69-88

Journal Article
Financial reform in Australia and New Zealand

Economic Review , Issue Win , Pages 9-24

Working Paper
How big is the permanent component in GNP? the evidence from Japan and Australia

Pacific Basin Working Paper Series , Paper 92-02

Working Paper
The information content of financial aggregates in Australia

This paper examines whether financial aggregates provide information useful for predicting the subsequent behavior of real output and inflation. We employ vector autoregression (VAR) techniques to summarize the information in the data, providing evidence on the incremental forecasting value of financial aggregates for forecasting real output and inflation. The in-sample results suggest that there are only a few situations in which knowledge of the aggregates helps forecast real output and inflation. We then test the forecast performance of the VAR systems for two years out-of-sample in order ...
FRB Atlanta Working Paper , Paper 96-14

Working Paper
Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand

Finance and Economics Discussion Series , Paper 128

Working Paper
Incentive conflict in deposit-institution regulation: evidence from Australia

Working Paper Series, Issues in Financial Regulation , Paper 92-5

Conference Paper
Development and use of macroeconometric models in the Reserve Bank of Australia

Proceedings , Issue 1 , Pages 45-77

Conference Paper
Capital mobility and monetary policy: Australia, Japan, and New Zealand



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