An Import demand function for the Australian economy using vector autoregression techniques

Prashan Karunaratne

Research output: Contribution to journal › Meeting abstract › Research

Abstract

Purpose: To build a model that explains the determinants of Australia’s import demand, and to observe the predictions of this model by exposing it to various exogenous shocks. Originality: The approach is a vector error correction mechanism that has not been performed on Australian data to construct an import demand function. Export swill be included as an explanatory variable to establish this function for imports.
LanguageEnglish
Pages48
Number of pages1
JournalExpo 2012 Higher Degree Research : book of abstracts
Publication statusPublished - 2012
EventHigher Degree Research Expo (8th : 2012) - Sydney
Duration: 12 Nov 2012 → 13 Nov 2012

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Vector autoregression
Demand function
Import demand
Prediction
Error correction mechanism
Exogenous shocks
Import
Vector error correction

Keywords

  • Import Demand
  • Vector Autoregression (VAR)
  • Vector Error Correction Mechanism (VECM)
  • Macroeconometrics
  • Australia

Cite this

Karunaratne, Prashan. / An Import demand function for the Australian economy using vector autoregression techniques. In: Expo 2012 Higher Degree Research : book of abstracts. 2012 ; pp. 48.
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Karunaratne, P 2012, 'An Import demand function for the Australian economy using vector autoregression techniques', Expo 2012 Higher Degree Research : book of abstracts, pp. 48.

An Import demand function for the Australian economy using vector autoregression techniques. / Karunaratne, Prashan.

In: Expo 2012 Higher Degree Research : book of abstracts, 2012, p. 48.

Research output: Contribution to journal › Meeting abstract › Research

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KW - Macroeconometrics

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Karunaratne P. An Import demand function for the Australian economy using vector autoregression techniques. Expo 2012 Higher Degree Research : book of abstracts. 2012;48.

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