Bank Rate Rigidities and Asymmetric Adjustment : Evidence from Selected OECD Countries

An error correction framework with non-linear adjustment is used to investigate the presence of asymmetries in the adjustment of deposit and lending rates and to changes in interbank rates. There is evidence of asymmetric adjustment for a number of countries, but there are no asymmetries associated with the market power explanation of interest rate rigidity

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Year of publication:	2018
Authors:	Donatos, George ; Moschos, Demetrios ; Bragoudakis, Zacharias
Publisher:	[S.l.] : SSRN
Subject:	OECD-Staaten \| OECD countries \| Bank

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Extent:	1 Online-Ressource (17 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Greek Economic Review, Vol. 22, No. 1, Autumn 2003 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2002 erstellt
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014082199