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Asymmetric behavior of Australia's Big-4 banks in the mortgage market

Valadkhani, Abbas; Worthington, Andrew - In: Economic Modelling 43 (2014) C, pp. 57-66

This paper presents an alternative framework for modeling the behavior of banks in setting lending and/or saving rates. In a short-run dynamic model, we correct for deviations from the long-run path using three feedback coefficients capturing different disequilibria. This enables us to test for...

Persistent link: https://www.econbiz.de/10010939683