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

commercial bank lending rates by allowing for the existence of and possible changes in a long-run equilibrium relationship … error correction mechanism, which is obtained from cointegration analyses allowing for structural breaks and symmetric as …

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 for the period January 2003 to September 2007. We find that time deposit …

This paper empirically examines the pass-through of the Central Bank of Nigeria policy rate to commercial banks' retail …- 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 …

how the transmission depends on bank balance sheets, and how this changes once policy rates become negative. We review the …