Masih, A. Mansur M.; Winduss, Trent - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 01, pp. 1-24
The focus of this paper is to test the cointegrating and Granger-causal relationships between Australian short-run interest rate securities and those of the UK, US, Japan, Hong Kong, Singapore and New Zealand. A relatively new methodology known as Long Run Structural Model (LRSM) (Pesaran and...