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The Australian National University

The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy

Citation

Fry, R, Hocking, J & Martin, V 2008, 'The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy', The Economic Record, vol. 84, no. 264, pp. 17-33.

Year

2008

Fields of Research

  • Macroeconomics (Incl. Monetary And Fiscal Theory)
  • Time Series Analysis

Updated:  20 February 2017 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers