RDP 2008-01: A Sectoral Model of the Australian Economy References
April 2008
- Download the Paper221KB
Beechey M, N Bharucha, A Cagliarini, D Gruen and C Thompson (2000), ‘A Small Model of the Australian Macroeconomy’, RBA Research Discussion Paper No 2000-05.
Berkelmans L (2005), ‘Credit and Monetary Policy: An Australian SVAR’, RBA Research Discussion Paper No 2005-06.
Bernanke BS (1986), ‘Alternative Explanations of the Money-Income Correlation’, NBER Working Paper No 1842.
Bernanke BS and AS Blinder (1992), ‘The Federal Funds Rate and the Channels of Monetary Transmission’, American Economic Review, 82(4), pp 901–921.
Bernanke BS and M Gertler (1995), ‘Inside the Black Box: The Credit Channel of Monetary Policy Transmission’, Journal of Economic Perspectives, 9(4), pp 27–48.
Blanchard OJ and D Quah (1989), ‘The Dynamic Effects of Aggregate Demand and Supply Disturbances’, American Economic Review, 79(4), pp 655–673.
Brischetto A and G Voss (1999), ‘A Structural Vector Autoregression Model of Monetary Policy in Australia’, RBA Research Discussion Paper No 1999-11.
Carlino G and R DeFina (1998), ‘The Differential Regional Effects of Monetary Policy’, Review of Economics and Statistics, 80(4), pp 572–587.
Christiano LJ, M Eichenbaum and C Evans (1996), ‘The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds’, Review of Economics and Statistics, 78(1), pp 16–34.
Cooley TF and SF Leroy (1985), ‘Atheoretical Macroeconometrics: A Critique’, Journal of Monetary Economics, 16(3), pp 283–308.
Cushman DO and T Zha (1997), ‘Identifying Monetary Policy in a Small Open Economy under Flexible Exchange Rates’, Journal of Monetary Economics, 39(3), pp 433–448.
Dale S and AG Haldane (1995), ‘Interest Rates and the Channels of Monetary Transmission: Some Sectoral Estimates’, European Economic Review, 39(9), pp 1611–1626.
Dedola L and F Lippi (2005), ‘The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries’, European Economic Review, 49(6), pp 1543–1569.
Dungey M and A Pagan (2000), ‘A Structural VAR Model of the Australian Economy’, Economic Record, 76(235), pp 321–342.
Faust J (1998), ‘The Robustness of Identified VAR Conclusions about Money’, Board of Governors of the Federal Reserve System International Finance Discussion Paper No 610.
Galí J (1992), ‘How Well Does the IS-LM Model Fit Post-War US Data?’, Quarterly Journal of Economics, 107(2), pp 709–738.
Hamilton JD (1994), Time Series Analysis, Princeton University Press, Princeton.
Kilian L (1998), ‘Small-Sample Confidence Intervals for Impulse Response Functions’, Review of Economics and Statistics, 80(2), pp 218–230.
Meltzer AH (1995), ‘Monetary, Credit and (Other) Transmission Processes: A Monetarist Perspective’, Journal of Economic Perspectives, 9(4), pp 49–72.
Mishkin FS (1996), ‘The Channels of Monetary Transmission: Lessons for Monetary Policy’, NBER Working Paper No 5464.
Mishkin FS (2007), ‘Housing and the Monetary Transmission Mechanism’, NBER Working Paper No 13518.
Nimark K (2007), ‘A Structural Model of Australia as a Small Open Economy’, RBA Research Discussion Paper No 2007-01.
Raddatz C and R Rigobon (2003), ‘Monetary Policy and Sectoral Shocks: Did the Federal Reserve React Properly to the High-Tech Crisis?’, World Bank Policy Research Working Paper Series No 3160.
Sims CA (1980), ‘Macroeconomics and Reality’, Econometrica, 48(1), pp 1–48.
Sims CA (1986), ‘Are Forecasting Models Usable for Policy Analysis?’, Federal Reserve Bank of Minneapolis Quarterly Review, 10(1), pp 2–16.
Sims CA (1992), ‘Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy’, European Economic Review, 36(5), pp 975–1000.
Sims CA, JH Stock and MW Watson (1990), ‘Inference in Linear Time Series Models with Some Unit Roots’, Econometrica, 58(1), pp 113–144.
Stone A, T Wheatley and L Wilkinson (2005), ‘A Small Model of the Australian Macroeconomy: An Update’, RBA Research Discussion Paper No 2005-11.
Suzuki T (2004), ‘Is the Lending Channel of Monetary Policy Dominant in Australia?’, Economic Record, 80(249), pp 145–156.
Tallman EW and N Bharucha (2000), ‘Credit Crunch or What? Australian Banks during the 1986–93 Credit Cycle’, Federal Reserve Bank of Atlanta Economic Review, 85(3), pp 13–33.
Weber EJ (2006), ‘Monetary Policy in a Heterogeneous Monetary Union: The Australian Experience’, Applied Economics, 38(21), pp 2487–2495.