Research Discussion Paper – RDP 2005-06 Credit and Monetary Policy: An Australian SVAR

Contents

• Introduction
• The Set-up of the SVAR
• Estimation and Results
• Conclusion
• Appendix A: The SVAR Methodology
• Appendix B: Data Descriptions and Sources
• References

The author especially wants to thank Jonathan Kearns, and also: Ellis Connolly, Mardi Dungey, Luci Ellis, Simon Guttmann, James Hansen, Christopher Kent, Laura Berger-Thompson, Tim Robinson, Riki Polygenis, Graham Voss and Thomas Walker for their assistance as well as colleagues and participants in seminars at the Reserve Bank of Australia for useful comments. Responsibility for any remaining errors rests with the author. The views expressed in this paper are those of the author and should not be attributed to the Reserve Bank.