Trans-Tasman transmission of fiscal shocks : a thesis submitted in partial fulfilment of the requirements for the Master of Business Studies (Financial Economics) at Massey University, Albany

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dc.contributor.authorBodle, Michael
dc.date.accessioned2018-10-16T20:51:23Z
dc.date.available2018-10-16T20:51:23Z
dc.date.issued2006
dc.description.abstractThis paper investigates how shocks to government spending and income taxes in Australia affects both Australia and New Zealand economies and looks at the channels through which these effects are transmitted from one economy to the other. A semi-structural vector auto regressive (VAR) approach is used to analyse quarterly data from the period: 1974:3 – 2005:4. The empirical results show that a shock to Australian income tax revenues leads to a decrease in both Australian and New Zealand output, and a shock to Australian government consumption leads to an increase in both Australian and New Zealand output. The impact of government expenditure shocks is transmitted through the interest rate channel only. The empirical results also suggest that the impact of an income tax shock is transmitted through the interest rate channel, which dominates the effect of the exchange rate channel.en_US
dc.identifier.urihttp://hdl.handle.net/10179/13860
dc.language.isoenen_US
dc.publisherMassey Universityen_US
dc.rightsThe Authoren_US
dc.subjectFiscal policyen_US
dc.subjectEconometric modelsen_US
dc.subjectBusiness cyclesen_US
dc.subjectAustraliaen_US
dc.subjectNew Zealanden_US
dc.titleTrans-Tasman transmission of fiscal shocks : a thesis submitted in partial fulfilment of the requirements for the Master of Business Studies (Financial Economics) at Massey University, Albanyen_US
dc.typeThesisen_US
massey.contributor.authorBodle, Michael
thesis.degree.disciplineFinancial Economicsen_US
thesis.degree.grantorMassey Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Business Studies (M.B.S.)en_US
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