Series: IMF Working Papers
Author(s): Yan Sun
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2011
Keywords: business cyles, sample period, small sample, statistically significant, interest rates, International Policy Coordination and Transmission,
This paper examines the size and source of external spillovers to Australia and New Zealand based on a structural vector autoregression (VAR) approach. It finds that during the last decade shocks from emerging Asia...