References
- Aruman , S and Dunguey , M . 2003 . A perspective on modelling the Australian real trade weighted index since the float . Australian Economic Papers , 42 : 56 – 76 .
- Bai , J and Perron , P . 1998 . Estimating and testing linear models with multiple structural changes . Econometrica , 66 : 47 – 78 .
- Hermet , F , Hoarau , JF and Nurbel , A . 2004 . Exchange rate misalignment and current account sustainability: the Australian experience . Journal of Business and Economics Research , 2 : 1 – 12 .
- Hinkle , LE and Montiel , P . 1999 . Exchange Rate Misalignment: Concepts and Measurement for Developing Countries , New York : Oxford University Press .
- James , B , James , K and Siegmund , D . 1987 . Tests for a change point . Biometrika , 74 : 71 – 83 .
- Jouini , J and Boutahar , M . 2003 . Structural breaks in the U.S. inflation process: a further investigation . Applied Economics Letters , 10 : 985 – 9 .
- Jouini , J and Boutahar , M . 2005 . Evidence on structural changes in U.S. time series . Economic Modelling , 22 : 391 – 422 .
- Liu , J , Wu , S and Zidek , JV . 1997 . On segmented multivariate regressions . Statistica Sinica , 7 : 497 – 525 .
- Macfarlane , IJ . 1999 . Australian monetary policy in the last quarter of the twentieth century . Economic Record , 75 : 213 – 24 .
- Taylor , MP . 2005 . Official foreign exchange intervention as a coordinating signal in the dollar–yen market . Pacific Economic Review , 10 : 73 – 82 .
- Yao , Y-C . 1987 . Approximating the distribution of the ml estimate of the change-point in a sequence of independent r.v.'s . Annals of Statistics , 3 : 1321 – 28 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112445/Skyscraper-econ.png"})