Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
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 | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Geldpolitik | Monetary policy | EU-Staaten | EU countries | Eurozone | Euro area | Schätzung | Estimation | Kointegration | Cointegration |
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