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The behaviour of the bank lending channel when interest rates approach the zero lower bound : evidence from quantile regressions
Apergēs, Nikolaos; Christou, Christina - In: Economic modelling 49 (2015), pp. 296-307
Persistent link: https://www.econbiz.de/10011439576
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Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014
Persistent link: https://www.econbiz.de/10010497160
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Tracking a central banker's preference : a nonparametric regression approach
Park, Cheolbeom; Park, Sookyung - In: Bulletin of economic research 74 (2022) 1, pp. 291-307
Persistent link: https://www.econbiz.de/10012819455
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The asymmetric effects of monetary policy on the business cycle : evidence from the panel smoothed quantile regression model
Hang, Yin; Xue, Wenjun - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509982
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Can central banks’ monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?
Castro, Vítor - In: Journal of financial stability 7 (2011) 4, pp. 228-246
Persistent link: https://www.econbiz.de/10009315796
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Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
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Threshold effects of financial stress on monetary policy rules : a panel data analysis
Floro, Danvee; Roye, Björn van - In: International review of economics & finance : IREF 51 (2017), pp. 599-620
Persistent link: https://www.econbiz.de/10011754672
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The threshold effect of monetary policy on earnings persistence
Liu, Shiao-Yen; Wu, Po-Chin; Huang, Ching-Wen - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 68-86
Persistent link: https://www.econbiz.de/10012176415
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The Taylor Rule : A Spurious Regression?
Österholm, Pär - 2005
processes, implying that cointegration is a necessary condition both for consistent estimation of the parameters of the model …
Persistent link: https://www.econbiz.de/10014062471
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Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung; Lee, Ji Hyung - In: Essays in honor of Joon Y. Park : econometric …, (pp. 99-131). 2023
Persistent link: https://www.econbiz.de/10014315152