. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

specifically accounts for the mixed nature of the data and cointegration between some variables. Using this framework the estimated …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the … ; Monetary Policy Rules ; Cointegration ; Vector-Error Correction Model …

bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the …