Show simple item record

The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy

dc.contributor.authorFRY, R
dc.contributor.authorHOCKING, J
dc.contributor.authorMARTIN, VL
dc.date.available2014-05-22T01:56:11Z
dc.date.issued2008-03
dc.identifier.citationFRY, R., HOCKING, J. & MARTIN, V. L. (2008). The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy. Economic Record, 84 (264), pp.17-33. https://doi.org/10.1111/j.1475-4932.2008.00444.x.
dc.identifier.issn0013-0249
dc.identifier.urihttp://hdl.handle.net/11343/30858
dc.languageen
dc.publisherWiley
dc.subjectApplied Economics
dc.titleThe Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy
dc.typeJournal Article
dc.identifier.doi10.1111/j.1475-4932.2008.00444.x
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentEconomics
melbourne.source.titleEconomic Record
melbourne.source.volume84
melbourne.source.issue264
melbourne.source.pages17-33
dc.research.codefor1402
dc.description.pagestart17
melbourne.publicationid111461
melbourne.elementsid307025
melbourne.contributor.authorMartin, Vance
melbourne.internal.ingestnoteAbstract bulk upload (2017-07-24)
dc.identifier.eissn1475-4932
melbourne.accessrightsThis item is currently not available from this repository


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record