Add to ORKGThis study uses quarterly macroeconomic data over 1984-2003 period along with a 7-variable structural vector autoregression model to investigate the nominal exchange rate neutrality hypothesis for the case of Australia. Impulse response functions and variance decompositions are generated for four different variations of the model for empirically testing the hypothesis. Empirical evidence presented in this paper support the nominal exchange rate neutrality for the case of Australia. In addition, we find that the neutrality is invariant to the choice of the nominal exchange rate or the measure of monetary aggregates used in the estimation
Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we id...
Financial Deregulation and the Stability of the Demand for Money in Australia A common feature ...
The objective of this thesis is to undertake an empirical investigation of three wellknown exchange...
This study uses quarterly macroeconomic data over the period of 1984-2003 along with a seven-variabl...
Previous tests of the long-run neutrality hypothesis have generally relied on annual time series dat...
urrently, the exchange rate regime in the Republic of Macedonia is what is refered to as a "managed ...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2002.Includes bibliograp...
This paper extends the literature by looking at the contribution of non parity variables after extra...
Jeff Wooldridge for helpful discussions. The views expressed herein are tho53 of the author and do n...
This paper examines Purchasing Power Parity (PPP) with a variation of the Vector Error Correction Mo...
The paper describes three empirical models commonly used to conduct exchange rate assessments and ap...
Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we id...
An evolutionary macroeconomic approach, stressing institutional behaviour, is used to estimate a mod...
The paper analyzes Australian exchange rate and its determinants by providing an insight into the ec...
According to a recent paper by Fisher and Huh (2002), in contrast to a long-run neutrality hypothesi...
Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we id...
Financial Deregulation and the Stability of the Demand for Money in Australia A common feature ...
The objective of this thesis is to undertake an empirical investigation of three wellknown exchange...
This study uses quarterly macroeconomic data over the period of 1984-2003 along with a seven-variabl...
Previous tests of the long-run neutrality hypothesis have generally relied on annual time series dat...
urrently, the exchange rate regime in the Republic of Macedonia is what is refered to as a "managed ...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2002.Includes bibliograp...
This paper extends the literature by looking at the contribution of non parity variables after extra...
Jeff Wooldridge for helpful discussions. The views expressed herein are tho53 of the author and do n...
This paper examines Purchasing Power Parity (PPP) with a variation of the Vector Error Correction Mo...
The paper describes three empirical models commonly used to conduct exchange rate assessments and ap...
Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we id...
An evolutionary macroeconomic approach, stressing institutional behaviour, is used to estimate a mod...
The paper analyzes Australian exchange rate and its determinants by providing an insight into the ec...
According to a recent paper by Fisher and Huh (2002), in contrast to a long-run neutrality hypothesi...
Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we id...
Financial Deregulation and the Stability of the Demand for Money in Australia A common feature ...
The objective of this thesis is to undertake an empirical investigation of three wellknown exchange...