Interest rate pass-through estimates from vector autoregressive models
Year of publication: |
2005-12
|
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Authors: | Burgstaller, Johann |
Institutions: | Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz |
Subject: | Monetary policy transmission | interest rate pass-through | retail interest rates | vector autoregression | impulse-response functions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2005-10 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Interest rate pass-through estimates from vector autoregressive models
Burgstaller, Johann, (2005)
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Interest rate transmission to commercial credit rates in Austria
Burgstaller, Johann, (2003)
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Interest Rate Transmission to Commercial Credit Rates in Austria
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Burgstaller, Johann, (2006)
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