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Monetary and banking policy transmission through interest rates: an empirical application to the USA, Canada, U.K. and European Union

Panagopoulos, Yannis; Reziti, Ioanna; Spiliotis, Aristotelis - 2007

Persistent link: https://www.econbiz.de/10003560006

Monetary and banking policy transmission through interest rates : an empirical application to the USA, Canada, the UK and the Eurozone

Panagopoulos, Yannis; Reziti, Ioanna; Spiliotis, Aristotelis - In: International review of applied economics 24 (2010) 2, pp. 119-136

Persistent link: https://www.econbiz.de/10008653327

Monetary and banking policy transmission through interest rates: an empirical application to the USA, Canada, the UK and the Eurozone

Panagopoulos, Yannis; Reziti, Ioanna; Spiliotis, Aristotelis - In: International review of applied economics 24 (2010) 2, pp. 119-137

Persistent link: https://www.econbiz.de/10008394808

Reassessing the Asymmetries and Rigidities in the Interest Rate Pass-Through Process: A Hidden Co-Integration Approach

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: Credit and Capital Markets – Kredit und Kapital 48 (2015) 3, pp. 477-500

This paper reassesses the existing asymmetries and rigidities in the interest rate pass-through transmission channels, applied in the advanced economies of the US, the UK, Canada, Japan and the Eurozone. A Crouching Error Correction Model econometric methodology is implemented. The accurate...

Persistent link: https://www.econbiz.de/10014524339