An empirical note on the influence of the US stock market on Australian economic activity

Nicolas De Roos, Bill Russell

    Research output: Working paperDiscussion paper

    197 Downloads (Pure)

    Abstract

    This paper empirically examines the impact of the US stock market on Australian economic activity as one explanation of the strong correlation in the Australian and US business cycles. It is found that both the US and Australian share markets appear to have a significant impact on Australian activity.
    Original languageEnglish
    PublisherUniversity of Dundee
    Publication statusPublished - 2000

    Publication series

    NameDundee Discussion Papers in Economics
    PublisherUniversity of Dundee
    No.109
    ISSN (Print)1473-236X

    Keywords

    • Business cycles
    • Stock markets
    • Cointegration

    Fingerprint Dive into the research topics of 'An empirical note on the influence of the US stock market on Australian economic activity'. Together they form a unique fingerprint.

  • Research Output

    An empirical note on the influence of the US stock market on Australian economic activity

    De Roos, N. & Russell, B., Sep 2000, In : Australian Economic Papers. 39, 3, p. 291-300

    Research output: Contribution to journalArticle

  • Cite this

    De Roos, N., & Russell, B. (2000). An empirical note on the influence of the US stock market on Australian economic activity. (Dundee Discussion Papers in Economics; No. 109). University of Dundee.