Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
Year of publication: |
2012-07
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Authors: | Belke, Ansgar ; Beckmann, Joscha ; Verheyen, Florian |
Institutions: | Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |
Subject: | Interest rate pass-through | EMU | cointegration | ARDL bounds testing | smooth transition models |
Extent: | application/pdf |
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Series: | Ruhr Economic Papers. - ISSN 1864-4872. |
Type of publication: | Book / Working Paper |
Notes: | Number 0350 30 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; F36 - Financial Aspects of Economic Integration ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Beckmann, Joscha, (2012)
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Belke, Ansgar, (2012)
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Belke, Ansgar, (2012)
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Exchange Rate Pass-through into German Import Prices – A Disaggregated Perspective
Beckmann, Joscha, (2013)
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Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run
Beckmann, Joscha, (2013)
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Belke, Ansgar, (2010)
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