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The Effects of International Shocks on Australia's Business Cycle

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dc.contributor.authorLiu, Philip
dc.date.accessioned2015-12-10T23:06:08Z
dc.date.issued2010
dc.date.updated2015-12-10T08:51:23Z
dc.description.abstractThis article examines the sources of Australia's business cycle fluctuations. The cyclical component of gross domestic product is extracted using the Beveridge-Nelson decomposition and a structural Vector autoregressive model (VAR) model is identified using robust sign restrictions derived from a structural small open economy model. In contrast to previous VAR studies, international factors are found to contribute to over half of the output forecast errors whereas demand shocks have relatively modest effects.
dc.identifier.issn0013-0249
dc.identifier.urihttp://hdl.handle.net/1885/62631
dc.publisherBlackwell Publishing Ltd
dc.sourceThe Economic Record
dc.titleThe Effects of International Shocks on Australia's Business Cycle
dc.typeJournal article
local.bibliographicCitation.issue275
local.bibliographicCitation.lastpage503
local.bibliographicCitation.startpage486
local.contributor.affiliationLiu, Philip, College of Asia and the Pacific, ANU
local.contributor.authoruidLiu, Philip, u4089761
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140212 - Macroeconomics (incl. Monetary and Fiscal Theory)
local.identifier.ariespublicationf2965xPUB719
local.identifier.citationvolume86
local.identifier.doi10.1111/j.1475-4932.2010.00637.x
local.identifier.scopusID2-s2.0-78649551707
local.type.statusPublished Version

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