Is there any link between commodity price and monetary policy? Evidence from Australia
The aim of this paper is to examine whether the commodity prices predict inflation, unemployment and short term interest rate in Australia. Advanced time series econometric modeling such as vector autoregressive model, cointegration and granger causality are used for this purpose. The empirical resu...
| Main Authors: | , |
|---|---|
| Format: | Journal Article |
| Published: |
The Economic society of Australia
2011
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/13370 |