Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity

Nicolas De Roos; Bill Russell

Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity

Research output: Working paper/Preprint › Discussion paper

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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 language	English
Publisher	University of Dundee
Publication status	Published - 2000

Publication series

Name	Dundee Discussion Papers in Economics
Publisher	University of Dundee
No.	109
ISSN (Print)	1473-236X

Keywords

Business cycles
Stock markets
Cointegration

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DDPE_109.pdf

1 Article

An empirical note on the influence of the US stock market on Australian economic activity
De Roos, N. & Russell, B., Sept 2000, In: Australian Economic Papers. 39, 3, p. 291-300
Research output: Contribution to journal › Article › peer-review

Cite this

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title = "Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity",

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.",

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author = "{De Roos}, Nicolas and Bill Russell",

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KW - Stock markets

KW - Cointegration

M3 - Discussion paper

T3 - Dundee Discussion Papers in Economics

BT - Dundee Discussion Papers in Economics 109

PB - University of Dundee

ER -

Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity

Abstract

Publication series

Keywords

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Research output

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

Cite this