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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.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


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