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The stationarity of Australian real interest rates with and without structural breaks
journal contribution
posted on 2023-05-16, 14:41 authored by Felmingham, BS, Leong, SThe Australian cash rate is generally unstable, while surveyed expected inflation and the 90 day bank bill rate are stationary subject to breaks. Real bond rates (2, 5, 10 years) are stationary in levels. Policy and market implications are drawn.
History
Publication title
Applied Economics LettersVolume
10Issue
4Pagination
239-241ISSN
1350-4851Department/School
TSBEPublisher
RoutledgePlace of publication
LondonRepository Status
- Restricted