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

Nicolas De Roos, Bill Russell

    Research output: Contribution to journalArticle

    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
    Pages (from-to)291-300
    JournalAustralian Economic Papers
    Volume39
    Issue number3
    DOIs
    Publication statusPublished - Sep 2000

    Keywords

    • Business cycles
    • Stock markets
    • Cointegration

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

    De Roos, N. & Russell, B., 2000, University of Dundee, (Dundee Discussion Papers in Economics; no. 109).

    Research output: Working paperDiscussion paper

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