Testing the threshold asymmetric co-integration interest rate pass-through in the presence of stylised properties : evidence from Pakistan
Farrukh Mahmood and Muhammad Zakaria
| Year of publication: |
2021
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|---|---|
| Authors: | Mahmood, Farrukh ; Zakaria, Muhammad |
| Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 60.2021, 1, p. 17-26
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| Subject: | EC-E-GARCH-M Model | Interest Rate Pass-Through | StylisedProperties | Threshold Asymmetric Cointegration | Rigidities | Pakistan | Kointegration | Cointegration | Geldpolitische Transmission | Monetary transmission | Zins | Interest rate | Zinsstruktur | Yield curve | Zinspolitik | Interest rate policy | Schätzung | Estimation | Geldpolitik | Monetary policy | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30541/v60i1pp.17-26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013171872