An Empirical Note on the Influence of the US Stock Market on Australian Economic Activity
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- Nicolas De Roos & Bill Russell, 2000. "An Empirical Note on the Influence of the US Stock Market on Australian Economic Activity," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 291-300, September.
References listed on IDEAS
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Cited by:
- Mansur, Alfan & Liu, Yichang & Zaman, Kazi Arif Uz, 2015. "Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach," MPRA Paper 93992, University Library of Munich, Germany, revised 17 May 2015.
- Ibrahim, M.H, 2004. "A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(1), pages 5-28.
- Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004.
"Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002,"
Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
- Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers 2003-18, The Australian National University, Arndt-Corden Department of Economics.
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