A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Ralf Becker; Denise R. Osborn; Dilem Yildirim
| Year of publication: |
2012
|
|---|---|
| Authors: | Becker, Ralf ; Osborn, Denise R. ; Yildirim, Dilem |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2504-2513
|
| Subject: | Interest rate transmission | Mortgage rates | Nonlinear cointegration | Zins | Interest rate | Kointegration | Cointegration | Geldpolitische Transmission | Monetary transmission | Hypothek | Mortgage | Großbritannien | United Kingdom | Zinspolitik | Interest rate policy | Hypothekenzins | Mortgage rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673673