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The term structure of interest rates in Australia: an application of long run structural modelling

✍ Scribed by Mansur, A.; Masih *, M.; Ryan, Vicky

Book ID: 126923838
Publisher: Taylor and Francis Group
Year: 2005
Tongue: English
Weight: 209 KB
Volume: 15
Category: Article
ISSN: 0960-3107
DOI: 10.1080/09603100500056742

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## Abstract In this paper we examine the causal linkages between the G‐7 long‐term interest rates by using a new technique, which enables the researcher to analyse relations between a set of __I__(1) series without imposing any identification conditions based on economic theory. Specifically, we ap