The stationarity of Australian real interest rates with and without structural breaks

The 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.

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Year of publication:	2003
Authors:	Felmingham, Bruce ; Leong, Su San
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 10.2003, 4, p. 239-241
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005140982