Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
Hans-Helmut Kotz, Willi Semmler, Ibrahim Tahri
| Year of publication: |
Dez 2018
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| Authors: | Kotz, Hans-Helmut ; Semmler, Willi ; Tahri, Ibrahim |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 5, p. 1-19
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| Subject: | financial crisis | generalized impulse response analysis | interest rate pass-through | monetary policy transmission mechanism | multivariate nonlinear model | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Geldpolitik | Monetary policy | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Schätzung | Estimation | Eurozone | Euro area | Schock | Shock | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011966015