The Evolution of Loan Rate Stickiness Across the Euro Area
Year of publication: |
2009-03
|
---|---|
Authors: | Nakajima, Jouchi ; Teranishi, Yuki |
Institutions: | Institute for Monetary and Economic Studies, Bank of Japan |
Subject: | banking integration | sticky loan interest rate | Bayesian analysis | time-varying regression | Markov chain Monte Carlo |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 09-E-10 |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: |
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