Chinese liquidity effects on the Australian macroeconomy, 2002–2017

C-Tier
Journal: Applied Economics
Year: 2020
Volume: 52
Issue: 18
Pages: 1973-1985

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

China’s growing importance to the Australian economy has been well recognized in policy circles but remained relatively untested in formal empirical analysis. This paper examines the reactions of Australian macroeconomic variables to Chinese money growth and inflation over the post-2002 period using VAR estimation, historical decompositions and long-run cointegration models. The consistent impact of Chinese money growth on Australian inflation and on the exchange rate seen in the VAR analysis is supplemented by evidence of cointegrating relationships between the Australian variables and both Chinese money growth and Chinese inflation.

Technical Details

RePEc Handle
repec:taf:applec:v:52:y:2020:i:18:p:1973-1985
Journal Field
General
Author Count
2
Added to Database
2026-01-25