Pahlavani, Mosayeb; Valadkhani, Abbas; Worthington, Andrew - School of Accounting, Economics, and Finance, … - 2005
This paper employs all quarterly time series currently available to endogenously determine the timing of structural breaks for various monetary aggregates and interest rates in Australia over the last thirty years. The Innovational Outlier model (IO) and the Additive Outlier model (AO) are then...