A new keynesian perspective of monetary policy in Australia /

A new keynesian perspective of monetary policy in Australia /

We estimate a SVAR for the Australian economy based on an open economy New Keynesian model. Deep structural parameters are identified by placing exclusion restrictions on the VAR residuals and the covariance matrix. Parameter estimates suggest that the New Keynesian specification fits Australian dat...

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Bibliographic Details
Main Author: Leu, Shawn Chen-Yu
Format: Book
Language:English
Published: Bundoora, Vic. : La Trobe University. School of Business, 2006
Series:Discussion papers (La Trobe University. School of Business) no. 06.01
Subjects:
POLITICA MONETARIA
MODELOS ECONOMETRICOS
AUSTRALIA
Online Access:http://www.latrobe.edu.au/__data/assets/pdf_file/0007/130894/2006.01.pdf

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