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Keywords:Australia 

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
Forecasting Australian monetary aggregates

Finance and Economics Discussion Series , Paper 55

Working Paper
Australian banking risk: evidence from share prices

We use share price data to calculate bank asset volatilities, market capital-asset ratios, and the public-sector depositor protection liability for Australia. The results show that the average capital ratio for the Australian banking sector has risen over the past decade, while the riskiness of bank assets has increased slightly. An examination of the relationship between asset volatility and bank capital implies that riskier banks have tended to maintain higher capital ratios, with a similar positive relationship between the two variables over time at individual banks. We find that the ...
Working Papers in Applied Economic Theory , Paper 94-03

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

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

Conference Paper
Overseas financial sector deregulation: lessons from Australia and New Zealand

Proceedings , Paper 59

Conference Paper
Incentive conflict in deposit-insurance regulation: evidence from Australia

Proceedings , Paper 348

Discussion Paper
Financial deregulation, the demand for money, and monetary policy in Australia

Special Studies Papers , Paper 222

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
Financial aggregates as conditioning information for Australian output and inflation

This paper examines whether financial aggregates provide information useful for predicting real output growth and inflation, extending the inquiry conducted in Tallman and Chandra (1996). First, we investigate whether perfect knowledge of the future values of financial aggregates helps improve significantly the forecasting accuracy of output and inflation in a simple vector autoregression framework. The results display only one notable improvement to the forecasts with the addition of perfect information on the financial aggregates?future information on credit growth helps improve the ...
FRB Atlanta Working Paper , Paper 97-8

Journal Article
Financial reform in Australia and New Zealand

Economic Review , Issue Win , Pages 9-24

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