Felmingham, Bruce; Qing, Zhang; Healy, Tanya - In: The Economic Record 76 (2000) 233, pp. 163-71
We assess the interdependence of the Australian and foreign (USA, Japan, UK, Canada, Germany, NZ) short-term real rates of interest using a quarterly time series: 1970(1) to 1997(4). Applying Zivot and Andrews (1992) tests for stationarity subject to structural breaks we find all series to be...