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

Prashan Karunaratne

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

Department of Economics

Research output: Contribution to journal › Meeting abstract

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.

Original language	English
Pages (from-to)	48
Number of pages	1
Journal	Expo 2012 Higher Degree Research : book of abstracts
Publication status	Published - 2012
Event	Higher Degree Research Expo (8th : 2012) - Sydney Duration: 12 Nov 2012 → 13 Nov 2012

Keywords

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

Access to Document

http://www.businessandeconomics.mq.edu.au/research_expo/2012

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title = "An Import demand function for the Australian economy using vector autoregression techniques",

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.",

keywords = "Import Demand, Vector Autoregression (VAR), Vector Error Correction Mechanism (VECM), Macroeconometrics, Australia",

author = "Prashan Karunaratne",

year = "2012",

language = "English",

pages = "48",

journal = "Expo 2012 Higher Degree Research : book of abstracts",

issn = "1837-9214",

publisher = "Faculty of Business and Economics, Macquarie University",

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AB - 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.

KW - Import Demand

KW - Vector Autoregression (VAR)

KW - Vector Error Correction Mechanism (VECM)

KW - Macroeconometrics

KW - Australia

M3 - Meeting abstract

SP - 48

JO - Expo 2012 Higher Degree Research : book of abstracts

JF - Expo 2012 Higher Degree Research : book of abstracts

SN - 1837-9214

ER -