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A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

Becker, Ralf; Osborn, Denise R.; Yildirim, Dilem - 2010

Persistent link: https://www.econbiz.de/10003979734

A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

Becker, Ralf; Osborn, Denise R.; Yildirim, Dilem - In: Economic modelling 29 (2012) 6, pp. 2504-2513

Persistent link: https://www.econbiz.de/10009673673

The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004

Persistent link: https://www.econbiz.de/10002544738

Testing for fundamental nonlinearities in time-series data using the method of surrogates

Becker, Ralf; Hurn, Stan - In: Papers in efficiency, effectiveness and international …, (pp. 34-54). 2000

Persistent link: https://www.econbiz.de/10001586247

Co-movements between U.S. and UK stock prices : the role of macroeconomic information and time-varying conditional correelations

Aslanidis, Nektarios (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003638464

Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany

Kesriyeli, Mehtap; Osborn, Denise R.; Sensier, Marianne - In: Nonlinear time series analysis of business cycles, (pp. 283-310). 2006

This paper analyses monthly values of the short-term interest rate for the US, the UK and Germany since the early 1980s in the context of possible nonlinearities and changes over time in the interest rate response to the output gap, inflation, past interest rate changes and external variables...

Persistent link: https://www.econbiz.de/10003309376