Showing 1 - 10 of 172
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia’s export prices relate to the world prices using quarterly time-series data spanning the period 1969q4-2002q3. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10009457625
This paper examines the magnitude and duration of the GST effect on inflation in Australia’s eight capital cities using the Box and Tiao intervention analysis and quarterly data spanning from 1948:4 to 2003:1. We found that GST had a significant but transitory impact on inflation only in the...
Persistent link: https://www.econbiz.de/10009457629
This article examines the magnitude and duration of the effect of the Goods and Services Tax (GST) on inflation in Australia’s eight capital cities using the Box and Tiao intervention analysis and quarterly data spanning from 1948:4 to 2003:1. We found that the GST had a significant but...
Persistent link: https://www.econbiz.de/10009457673
Persistent link: https://www.econbiz.de/10010563718
Persistent link: https://www.econbiz.de/10010563731
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia’s export prices relate to the world prices, using quarterly time-series data spanning, the period 1969–2002. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10009479689
This article examines the magnitude and duration of the effect of the Goods and Services Tax(GST) on inflation in Australia's eight capital cities using the Box and Tiao intervention analysis and quarterly data spanning from 1948:4 to 2003:l. We found that the GST had a significant but...
Persistent link: https://www.econbiz.de/10009479790
As is the case with most small open economies, volatility in Australia's export prices is an important source of national macroeconomic disturbance largely out of its control given its choice of export bundle. The Capital Asset Pricing Model of portfolio theory is employed as a loose, but...
Persistent link: https://www.econbiz.de/10009479926
This paper employs all available annual time series data to endogenously determine the timing of structural breaks for 10 macroeconomic variables in the Australian economy. The ADF (Augmented Dickey and Fuller) test and the LP (Lumsdaine and Papell, 1997) test are used to examine the time series...
Persistent link: https://www.econbiz.de/10009479927
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia's export prices relate to the world prices, using quarterly time-series data spanning, the period 1969q4–2002q3. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10008538970