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    Trans-Tasman transmission of monetary shocks : evidence from a VAR approach : a thesis submitted in partial fulfillment of the requirements of the Master of Business Studies (Financial Economics) at Massey University, Albany, 2004

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    Abstract
    This study investigates the cross-country transmission of monetary shocks, using evidence from Australia and New Zealand. A vector autoregressive model is constructed, using data from 1985:1-2003:4. The empirical results indicate that a contractionary monetary shock in either Australia or New Zealand has real effects in the short-run in both countries, however an Australian shock generates more significant responses of most variables. Australian output is found to be significantly more sensitive than New Zealand output to monetary innovations in either country.
    Date
    2006
    Author
    Jolly, Sam
    Rights
    The Author
    Publisher
    Massey University
    URI
    http://hdl.handle.net/10179/13861
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    Copyright © Massey University
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    DSpace software copyright © Duraspace
    v5.7-2023.7-7