Research Discussion Paper – RDP 2024-10 How Do Global Shocks Affect Australia?
December 2024
Contents
- Introduction
- Related Literature
- A Global FAVAR Model for Australia
- How Much Do Global Shocks Affect Australia?
- How Do Global Shocks Spill Over to Australia?
- Discussion
- Conclusion
- Appendix A: Data
- Appendix B: Factor Loadings
- Appendix C: Supplementary VAR Results
- References
- Copyright and Disclaimer Notice
We are grateful to Matthew Read for his feedback and technical assistance. Thank you to Shayan Omidi, Sam Pordeli, Claire Johnson, Joost Bats, Tim Atkin and Jacob Harris for their help obtaining data and graphs. We would also like to thank Nick Stenner, James Morley, Jeremy Lawson, Anthony Brassil, Sarah Hunter and RBA seminar and ER Coffee participants for their helpful feedback and suggestions. These are the views of the authors and not the Reserve Bank of Australia. Any remaining errors are our own.