Structural changes in Australia's monetary aggregates and interest rates

Authors

Abbas Valadkhani, University of WollongongFollow
Mosayeb Pahlavani, University of WollongongFollow

RIS ID

13100

Publication Details

Valadkhani, A. (2005). Structural changes in Australia's monetary aggregates and interest rates. In M. Hoque (Eds.), Proceedings of the Second International Business Research Conference Melbourne: World Business Institute.

Abstract

This paper employs all quartley time series currently available to determine endogenously the time of structural breaks for three monetary aggregates, the long and short-tem interest rates as well as the consumer price index in Australia using the ZA (Zivot and Andrews, 1992) test and the LP (Lumsdaine and Papell, 1997) test.

Link to publisher version (URL)

International Business Research Conference