A multilateral approach to decomposing volatility in bilateral exchange rates
In: Working papers in economics and econometrics 320
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In: Working papers in economics and econometrics 320
In: Working papers in economics and econometrics 325
In: Advanced Research on Asian Economy and Economies of Other Continents; Asian Economic Cooperation in the New Millennium, S. 213-233
In: The Australian economic review, Band 37, Heft 1, S. 89-101
ISSN: 1467-8462
AbstractEstimates of potential output growth for Australia, the United States and Canada are presented and analysed in this article. We define potential growth as that growth rate consistent with a steady (domestic component of the) inflation rate (SIRG). At around 4 per cent per annum, Australia's SIRG has been relatively stable for the past 30 years, which seems inconsistent with the view that wide‐ranging microeconomic reform in the 1990s raised growth potential. However, we show that the reduction in employment growth in Australia from the 1980s to the 1990s may account for the absence of a rise in potential growth. In Canada and the United States the SIRGs are closer to 3 per cent, and we explore the reasons why potential growth estimates are higher for Australia than for North America. We also discuss why Australia's growth averaged less than its potential in the 1980s and 1990s and the possible use of our estimates for monetary policy purposes.
In: IMF Working Paper, S. 1-33
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In: The Australian economic review, Band 33, Heft 3, S. 281-285
ISSN: 1467-8462
In: Economic Record, Band 96, Heft 314, S. 350-365
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In: CAMA Working Paper No. 5/2015
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Working paper
In: Finance and the economy
In: Economic Record, Band 96, Heft 314, S. 314-330
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In: CAMA Working Paper No. 07/2019
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Working paper
In: The Australian economic review, Band 44, Heft 4, S. 468-479
ISSN: 1467-8462
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In: QMS Research Paper 2020/05
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Working paper
In: Yao W, Dungey M, Alexeev V, Modelling Financial Contagion Using High Frequency Data, Economic Record, 2020 Forthcoming
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