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An alternative approach to the modelling of interest rate pass through and asymmetric adjustment

Valadkhani, Abbas; Bollen, Bernard - In: Economics Letters 120 (2013) 3, pp. 491-494

We propose an alternative approach to examine the nonlinear (asymmetric) behaviour of interest rates which can be both size and sign dependent. Compared to other widely used approaches, our model performs quite well based on two model selection criteria.

Persistent link: https://www.econbiz.de/10010681753

Downward stickiness of interest rates in the Australian credit card market

Valadkhani, Abbas; Anwar, Sajid; Arjomandi, Amir - In: Journal of the Asia Pacific economy 19 (2014) 1, pp. 52-65

Persistent link: https://www.econbiz.de/10010253976

Modelling the Australian exchange rate, long bond yield and inflationary expectations

Tarditi, Alison - 1996

Persistent link: https://www.econbiz.de/10000954499

The link between the cash rate and market interest rates

Lowe, Philip - 1995

Persistent link: https://www.econbiz.de/10000956787

Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates

McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155

Persistent link: https://www.econbiz.de/10003824095

Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output

Benati, Luca (contributor); Vitale, Giovanni (contributor) - 2007

output for the Euro area, the United States, Sweden, Australia, and the United Kingdom. Particular attention is paid to time … United States, and especially for the Euro area, and smaller for Australia and the United Kingdom. Overall, natural rate …