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Codependence and cointegration
Trenkler, Carsten; Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908288
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Testing for codependence of non-stationary variables
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697059
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Interest rate pass-through in Romania : recent empirical evidence and regional comparisons
Enache, Raluca; Radu, Răzvan - 2015
Persistent link: https://www.econbiz.de/10011391681
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Testing for codependence of cointegrated variables
Trenkler, Carsten; Weber, Enzo - In: Applied economics 45 (2013) 13/15, pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
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New evidence of heterogeneous bank interest rate pass-through in the euro area
Bernhofer, Dominik; Treeck, Till van - In: Economic modelling 35 (2013), pp. 418-429
Persistent link: https://www.econbiz.de/10010259784
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Interest rate pass-through in Germany and the euro area
Borstel, Julia von - 2008
This paper analyzes the interest rate pass-through for Germany and the euro area using for the first time a fully harmonized data set on bank retail rates. In a vector error correction model, the speed and completeness of the pass-through from market rates to bank interest rates are estimated...
Persistent link: https://www.econbiz.de/10010206376
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Global impact of US and euro area unconventional monetary policies : a comparison
Chen, Qianying; Lombardi, Marco; Ross, Alex; Zhu, Feng - 2017
Persistent link: https://www.econbiz.de/10011613469
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Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through
Sander, Harald; Kleimeier, Stefanie - 2001
on cointegration analyses allowing for structural breaks and symmetric as well as for a variety of asymmetric adjustment …
Persistent link: https://www.econbiz.de/10014128699
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Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through
Sander, Harald; Kleimeier, Stefanie - 2001
error correction mechanism, which is obtained from cointegration analyses allowing for structural breaks and symmetric as …
Persistent link: https://www.econbiz.de/10014122856
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Interest rate pass-through in Nigeria : an asymmetric cointegration approach
Alhaji Jibrilla, Aliyu; Balami, Dahiru H. - In: CBN journal of applied statistics 13 (2022) 1, pp. 123-162
- plys asymmetric cointegration and error-correction modelling approach. The empir- ical results indicate that the pass … threshold cointegration tests for the two sample periods exhibit asymmetric behaviour. The retail loan/lending rate adjustment …
Persistent link: https://www.econbiz.de/10014282089