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dc.contributor.authorAtif, Syed Muhammaden
dc.contributor.authorSauytbekova, Moldiren
dc.contributor.authorMacdonald, Jamesen
dc.date.accessioned2012-10-30T12:52:42Z-
dc.date.available2012-10-30T12:52:42Z-
dc.date.issued2012-
dc.identifier.urihttp://hdl.handle.net/10419/65665-
dc.description.abstractThe paper analyzes Australian exchange rate and its determinants by providing an insight into the economic and non-economic factors. By drawing a comparison between quarterly and annual data over the period of 1975 to 2012, it is suggested that Australia’s trade components and macroeconomic indicators such as output and liquidity relative to the US, play a significant role in determination of its exchange rates. However, interest rate and inflation appear insignificant in this relationship. The study also emphasizes on the pertinence of unobservable effects such as political events and external shocks in influencing the exchange rate. Engle-Granger Cointegration test exhibits a long run relationship between exchange rate and its determinants, and corroborates the substantial role of macroeconomic indicators in diminishing the uncertainty in foreign exchange market.en
dc.language.isoengen
dc.publisher|aZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |cKiel und Hamburgen
dc.subject.jelC22en
dc.subject.jelF31en
dc.subject.ddc330en
dc.subject.keywordExchange Rateen
dc.subject.keywordBackward Eliminationen
dc.subject.stwExchange rateen
dc.titleThe Determinants of Australian Exchange Rate: A Time Series Analysis-
dc.typePreprinten
dc.identifier.ppn728971135en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:esprep:65665en

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