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Business Cycle Transmission between Australia and New Zealand: A Vector Autoregression Approach

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  • Selover, David D
  • Round, David K

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  • Selover, David D & Round, David K, 1995. "Business Cycle Transmission between Australia and New Zealand: A Vector Autoregression Approach," Australian Economic Papers, Wiley Blackwell, vol. 34(65), pages 218-243, December.
  • Handle: RePEc:bla:ausecp:v:34:y:1995:i:65:p:218-43
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    References listed on IDEAS

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    9. Gilbert, Christopher L, 1986. "Professor Hendry's Econometric Methodology," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 283-307, August.
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    16. Trivedi, P K & Baker, G M, 1985. "Equilibrium Unemployment in Australia: Concepts and Measurement," The Economic Record, The Economic Society of Australia, vol. 61(174), pages 629-643, September.
    17. A. A. L. Powell, 1969. "Productivity Change In Australia: An Overall View," Economic Papers, The Economic Society of Australia, vol. 1(31), pages 18-34, June.
    18. Pitchford, J D, 1983. "Unemployment, Real Wages and the Money Supply in Australia," The Economic Record, The Economic Society of Australia, vol. 59(165), pages 118-131, June.
    19. Smith, V Kerry & Huang, Ju-Chin, 1995. "Can Markets Value Air Quality? A Meta-analysis of Hedonic Property Value Models," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 209-227, February.
    20. A. J. Phipps & J. R. Sheen, 1995. "Macroeconomic Policy and Employment Growth in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(1), pages 86-104.
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    27. Neil Dias Karunaratne, 1995. "Paradox of Hysteresis and Real-Wage Flexibility in Australia," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 17(4), pages 503-514, July.
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    Cited by:

    1. Selover, David D. & Jensen, Roderick V., 1999. "'Mode-locking' and international business cycle transmission," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 591-618, February.
    2. Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.
    3. Leslie Hull, 2002. "Foreign-owned banks: Implications for New Zealand's financial stability," Reserve Bank of New Zealand Discussion Paper Series DP2002/05, Reserve Bank of New Zealand.
    4. Selover, David D. & Round, David K., 1996. "Business cycle transmission and interdependence between Japan and Australia," Journal of Asian Economics, Elsevier, vol. 7(4), pages 569-602.
    5. Narayan, Paresh Kumar, 2008. "An investigation of the behaviour of Australia's business cycle," Economic Modelling, Elsevier, vol. 25(4), pages 676-683, July.
    6. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.

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