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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Is a monetary union feasible for latin america? : evidence from real effective exchange rates and interests rate pass-through levels
McKnight, Stephen; Robles Sánchez, Marco - In: Estudios económicos 29 (2014) 2, pp. 225-262
Persistent link: https://www.econbiz.de/10011521949
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How related are interbank and lending interest rates? : evidence on selected European Union countries
Heryán, Tomáš; Stavárek, Daniel - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 42-55
January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long …
Persistent link: https://www.econbiz.de/10011459815
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Effects of the domestic and ECB interest rates on Türkiye's stock market : empirical evidence from a newly developed combined co-integration and causality analysis
Samour, Ahmed; Zhakanova, Aliya; Türsoy, Turgut - In: European journal of comparative economics 20 (2023) 2, pp. 223-238
Distributed Lag (ARDL) co-integration method to analyze the interaction among the tested variables. The Fully Modified … model. A newly developed combined co-integration approach as proposed by Bayer-Hanck (BH) is utilized to promote the ARDL co-integration …
Persistent link: https://www.econbiz.de/10014480826
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Shadow banking, risk-taking and monetary policy in emerging economies : a panel cointegration approach
Zhou, Sheunesu; Tewari, Devi D. - In: Cogent economics & finance 7 (2019) 1, pp. 1-17
financial stability objectives of central banks. We employ panel cointegration techniques and find a negative association …
Persistent link: https://www.econbiz.de/10012029659
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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
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The role of institutions in explaining wage determination in the Eurozone : a panel cointegration approach
Camarero Olivas, Mariam; D’Adamo, Gaetano; Tamarit … - In: International labour review 155 (2016) 1, pp. 25-56
Persistent link: https://www.econbiz.de/10011502457
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On the neutrality of money in CEE (EU member) states : a panel cointegration analysis
Škare, Marinko; Benazić, Manuel; Tomić, Daniel - In: Acta oeconomica : periodical of the Hungarian Academy … 66 (2016) 3, pp. 393-418
Persistent link: https://www.econbiz.de/10011625582
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Structural and cyclical determinants of bank interest-rate pass-through in the Eurozone
Leroy, Aurélien; Lucotte, Yannick - In: Comparative economic studies 58 (2016) 2, pp. 196-225
Persistent link: https://www.econbiz.de/10011665257
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Parameter heterogeneity, persistence and cross-sectional dependence : new insights on fiscal policy reaction functions for the Euro area
Golinelli, Roberto; Mammi, Irene; Musolesi, Antonio - 2018 - This version: March 31st, 2018
. We find evidence of strong cross-sectional dependence in the panel, and clear support to a valid cointegration … policy and public debt. The aim of this paper is to address the challenges posed by the estimation of the discretionary … fiscal reaction function for the Euro area. We exploit recently introduced testing and estimation strategies for …
Persistent link: https://www.econbiz.de/10011813607