RDP 2024-10: How Do Global Shocks Affect Australia? Appendix B: Factor Loadings
December 2024
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| Factor | Category | Region type | ||||
|---|---|---|---|---|---|---|
| US | Advanced | Emerging | China | Global | ||
| Factor 1 | Activity | 24.9 | 14.9 | 14.5 | 13.3 | |
| Factor 1 | Financial | 18.9 | 12.7 | 9.6 | 0.2 | 16.0 |
| Factor 1 | Interest | 24.2 | 16.6 | 6.9 | 5.1 | |
| Factor 1 | Prices | 40.7 | 20.7 | 18.0 | 18.1 | |
| Factor 1 | Commodities | 30.4 | ||||
| Factor 2 | Activity | 9.5 | 9.6 | 5.9 | 1.3 | |
| Factor 2 | Financial | 14.8 | 3.9 | 10.5 | 1.0 | 1.1 |
| Factor 2 | Interest | 9.3 | 4.0 | 1.6 | 1.8 | |
| Factor 2 | Prices | 8.1 | 6.5 | 2.5 | 0.7 | |
| Factor 2 | Commodities | 5.6 | ||||
| Factor 3 | Activity | 5.4 | 1.6 | 2.8 | 3.5 | |
| Factor 3 | Financial | 32.1 | 18.1 | 11.9 | 0.5 | 2.0 |
| Factor 3 | Interest | 5.3 | 2.0 | 1.7 | 2.6 | |
| Factor 3 | Prices | 10.2 | 9.1 | 1.1 | 1.3 | |
| Factor 3 | Commodities | 5.8 | ||||
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Note: Blank cells represent no variables captured by the country/category pairs. |
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