Haughton, Andre Yone; Iglesias, Emma M. - In: Economic Modelling 29 (2012) 6, pp. 2071-2089
We analyse asymmetric interest rate pass through, the impact of interest rate volatility on interest rates and the monetary transmission mechanism in the countries of the CSME22Caribbean Single Market and Economy. using the Asymmetric TAR and MTAR cointegration models by Enders and Siklos (2001)...