Appendix 1: VAR Impulse Response Functions (to 1 Std Dev Shocks)
Full Period (1997:11-2007:02)
Figure A1: audhr_val_cyc to audnzd_cyc
Figure A2: Reaction of audhr_tra_cyc to audnzd_cyc
Figure A3: Reaction of usdhr_val_cyc to usdnzd_cyc
Figure A4: Reaction of usdhr_tra_cyc to usdnzd_cyc
First Half Period (1997:11 – 2002:06)
Figure A5: Response of audhr_val_cyc to audnzd_cyc
Figure A6: Response of usdhr_val_cyc to usdnzd_cyc
Second Half Period (2002:07 – 2007:02)
Figure A7: Response of audhr_val_cyc to audnzd_cyc
Figure A8: Response of usdhr_val_cyc to usdnzd_cyc
Full Period (1997:11-2007:02) Alternative Exchange Rate Measures
Figure A9: Response of audhr_val_cyc to aud1
Figure A10: Response of audhr_val_cyc to aud3
Figure A11: Response of audhr_val_cyc to aud5
Figure A12: Response of audhr_val_cyc to aud10
First Half Period (1997:11 – 2002:06)
Figure A13: Response of usdhr_val_cyc to usd1
Figure A14: Response of usdhr_val_cyc to usd3
Figure A15: Response of usdhr_val_cyc to usd5
Figure A16: Response of usdhr_val_cyc to usd10
Full Period (1997:11-2007:02) Forward Points Effect
Figure A17: Response of audhr_val_cyc to fpnzau
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