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Original Articles

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

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Pages 239-241 | Published online: 06 Oct 2010

References

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  • Davidson , R. and Mackinnon , J. G. 1993 . Estimation and Inference in Econometrics , Oxford : OUP .
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  • Nunes , L. C. , Newbold , P. and Chung-Ming , K. 1997 . Testing for unit roots with breaks: evidence of the Great Crash and the Unit root hypothesis reconsidered . Oxford Bulletin of Economics and Statistics , 59 ( 4 ) : 435 – 448 .
  • Perron , P. 1997 . Further evidence of breaking trend functions in macroeconomic variables . Journal of Econometrics , 80 : 355 – 385 .
  • Reserve Bank of Australia . Bulletin , (monthly). various issues
  • University of Melbourne Institute of Applied Economic and Social Research . 2001 . Survey of Expectations of Inflation Computer file
  • Zivot , E. and Andrews , D. W. K. 1992 . Further evidence on the Great Crash, the oil price stock and the unit root hypothesis . Journal of Business and Economic Statistics , 10 ( 3 ) : 251 – 270 .

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