Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
Year of publication: |
2010
|
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Authors: | Wang, Kuan-Min |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 11.2010, 1, 4, p. 95-137
|
Publisher: |
China Economics and Management Academy |
Subject: | Monetary policy expectation | Interest rate pass-through | Asymmetric threshold cointegration | EC-EGARCH-M model |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C32 - Time-Series Models ; C50 - Econometric Modeling. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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