Is there any link between commodity price and monetary policy? Evidence from Australia

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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...

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Bibliographic Details
Main Authors:	Hassan, A., Salim, Ruhul
Format:	Journal Article
Published:	The Economic society of Australia 2011
Subjects:	Vector autoregressive Granger causality Unemployment Inflation Commodity price Short term interest Cointegration
Online Access:	http://hdl.handle.net/20.500.11937/13370

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