Research Discussion Paper – RDP 9606 The Information Content of Financial Aggregates in Australia

Contents

• Introduction
• Literature Survey
• Data
• Empirical Methods
• Out-Of-Sample Forecasting
• Discussion of Results
• Appendix A: Data
• Appendix B: Detailed Out-Of-Sample Results
• References

We thank Malcolm Edey, Tro Kortian, Brian Redican and John Romalis for useful discussions. The opinions expressed, and any remaining errors are ours, and should not be attributed to the Reserve Bank of Australia.