Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model
Year of publication: |
January 2024
|
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Authors: | Hajnal, Gábor ; Hosszú, Zsuzsanna ; Ozoróczy, Ákos Attila ; Dancsik, Bálint |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | deposit interest rates | interest rate pass-through | wavelet transform | error-correction model | Zins | Interest rate | Kointegration | Cointegration | Zustandsraummodell | State space model | Einlagengeschäft | Deposit banking | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Osteuropa | Eastern Europe |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | MNB occasional papers. - Budapest : [Verlag nicht ermittelbar], ISSN 1585-5678, ZDB-ID 2224669-1. - Vol. 151 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Classification: | C51 - Model Construction and Estimation ; C69 - Mathematical Methods and Programming. Other ; E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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