Who leads the Australian interest rates in the short and long run? An application of long run structural modelling

Review of Pacific Basin Financial Markets and Policies

Volumn 9, Issue 1, 2006, Pages 1-24

  Masih, A Mansur M ^a   Winduss, Trent ^b  

^a KING FAHD UNIVERSITY OF PETROLEUM AND MINERALS   (Saudi Arabia)

^b LinQ Capital Limited   (Australia)

Author keywords

Australian economic integration; Cointegration; Granger causality; Long run structural modelling

Indexed keywords

INTEREST RATE;

AUSTRALASIA; AUSTRALIA;

EID: 33644997627     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091506000628     Document Type: Article

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