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The responses of the prime rate to change in policies of the Federal Reserve

Friedman, Joseph; Shachmurove, Yochanan - In: Economic modelling 46 (2015), pp. 407-411

Persistent link: https://www.econbiz.de/10011436688

Factor-augmented Error Correction Models

Banerjee, Anindya; Marcellino, Massimiliano - Department of Economics, European University Institute - 2008

This paper brings together several important strands of the econometrics literature: errorcorrection, cointegration and dynamic factor models. It introduces the Factor-augmented Error Correction Model (FECM), where the factors estimated from a large set of variables in levels are jointly...

Persistent link: https://www.econbiz.de/10005557701

Monetary policy in Germany : a cointegration analysis on the relevance of interest rate rules

Eleftheriou, Maria - In: Economic modelling 26 (2009) 5, pp. 946-960

Persistent link: https://www.econbiz.de/10003871232

Inflation regimes in the US term structure of inetrest rates

Tillmann, Peter - In: Economic modelling 24 (2007) 2, pp. 203-223

Persistent link: https://www.econbiz.de/10003415656

Monetary shocks, exchange rates and trade balances : evidence from inflation targeting countries

Ivrendi, Mehmet; Güloğlu, Bülent - In: Economic modelling 27 (2010) 5, pp. 1144-1155

Persistent link: https://www.econbiz.de/10008824896

The asymmetric impacts of monetary policy on housing prices : a viewpoint of housing price rigidity

Tsai, I-chun - In: Economic modelling 31 (2013), pp. 405-413

Persistent link: https://www.econbiz.de/10009729037

Low-inflation-targeting monetary policy and differential unemployment rate : is monetary policy to be blamed for the financial crisis? ; evidence from major OECD countries

Jean-Louis, Rosmy; Balli, Faruk - In: Economic modelling 30 (2013), pp. 546-564

Persistent link: https://www.econbiz.de/10009708851

An asymmetric analysis of the relationship between oil prices and output : the case of Turkey

Catik, A. Nazif; Önder, A. Özlem - In: Economic modelling 33 (2013), pp. 884-892

Persistent link: https://www.econbiz.de/10010195594

New evidence of heterogeneous bank interest rate pass-through in the euro area

Bernhofer, Dominik; Treeck, Till van - In: Economic modelling 35 (2013), pp. 418-429

Persistent link: https://www.econbiz.de/10010259784

Transmission of US monetary policy into the Canadian economy : a structural cointegration analysis

Barakchian, S. Mahdi - In: Economic modelling 46 (2015), pp. 11-26

Persistent link: https://www.econbiz.de/10011436204

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