Suzuki, Tomoya (contributor) - 2003 - [Elektronische Ressource]
rate, and the commodity price
index in the U.S. dollar as the overseas variables. Dungey and Pagan (2000) also estimate
an … measured by the log of the world non-fuel commodity
price index. LQ is the log of loans and advances by Australian banks. The ….S. variables as well as the commodity price
index. The other seven variables are the domestic variables. Then, x
t
can be written …