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Gold investment as an inflationary hedge : cointegration evidence with allowance for endogenous structural breaks
Worthington, Andrew Charles; Pahlavani, Mosayeb - In: Applied financial economics letters 3 (2007) 4/6, pp. 259-262
Persistent link: https://www.econbiz.de/10003604899
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Testing for structural breaks in Australia's monetary aggregates and interest rates : an application of the innovational outlier and additive outlier models
Pahlavani, Mosayeb (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002821909
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The impact of financial deregulation on monetary aggregates and interest rates in Australia
Pahlavani, Mosayeb; Valadkhani, Abbas; Worthington, … - In: Applied financial economics letters 1 (2005) 3, pp. 157-163
Persistent link: https://www.econbiz.de/10002896142
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Testing for Structural Breaks in Australia's Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models
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...
Persistent link: https://www.econbiz.de/10005515397