Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia

This paper investigates comovements between the United States and Australia. Our nonlinear model allows the dynamic response to shocks to differ if countries are in recession. Generalised Impulse Response Functions highlight a significant asymmetric response to positive and negative shocks.

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Year of publication:	2002
Authors:	Henry, Olan T. ; Olekalns, Nilss ; Shields, Kalvinder
Institutions:	Department of Economics, Faculty of Business and Economics
Subject:	Current Depth of Recession Models \| Generalised Impulse Response Functions \| Asymmetries

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Extent:	application/pdf
Series:	Department of Economics - Working Papers Series.
Type of publication:	Book / Working Paper
Notes:	Number 857 11 pages
Classification:	E0 - Macroeconomics and Monetary Economics. General ; N1 - Macroeconomics and Monetary Economics; Growth and Fluctuations
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005574840