Similar Search Results

Interest rate pass-through in Germany and the euro area

Borstel, Julia von - 2008

This paper analyzes the interest rate pass-through for Germany and the euro area using for the first time a fully harmonized data set on bank retail rates. In a vector error correction model, the speed and completeness of the pass-through from market rates to bank interest rates are estimated...

Persistent link: https://www.econbiz.de/10010206376

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

Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through

Sander, Harald; Kleimeier, Stefanie - 2001

on cointegration analyses allowing for structural breaks and symmetric as well as for a variety of asymmetric adjustment …

Persistent link: https://www.econbiz.de/10014128699

Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through

Sander, Harald; Kleimeier, Stefanie - 2001

error correction mechanism, which is obtained from cointegration analyses allowing for structural breaks and symmetric as …

Persistent link: https://www.econbiz.de/10014122856

Interest rate pass-through in Nigeria : an asymmetric cointegration approach

Alhaji Jibrilla, Aliyu; Balami, Dahiru H. - In: CBN journal of applied statistics 13 (2022) 1, pp. 123-162

- plys asymmetric cointegration and error-correction modelling approach. The empir- ical results indicate that the pass … threshold cointegration tests for the two sample periods exhibit asymmetric behaviour. The retail loan/lending rate adjustment …

Persistent link: https://www.econbiz.de/10014282089