We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …

informationally opaque. The application of a non-linear panel threshold model makes it possible to group firms endogenously according … measures of solvency are used as potential threshold variables. The firm-level panel dataset covers the period between 2006 and …

panel estimation techniques on a sample of commercial banks in Macedonia. Our results indicate that lending rates are mostly …

respect to the indicators of amortisation requirements (Amort) and RW are also significant. The estimation results when house … (IIS), which we employed as a novel estimation method for macro panels. …

We analyse a quarterly panel data set consisting of ten advanced open economies that have introduced macroprudential …, but also risk weights (RW), amortization (Amort) and, less used, countercyclical buffer (CCyB). Estimation of dynamic … panel data models, that also include the central bank rate, and controls for common nominal and real trends, gives support …

financial sector-specific stress across a panel of advanced and emerging economy central banks. We use a factor …-augmented dynamic panel threshold regression model with (estimated) common components to deal with crosssectional dependence. We find …