Interest rate pass-through estimates from vector autoregressive models
by Johann Burgstaller
| Year of publication: |
2005
|
|---|---|
| Authors: | Burgstaller, Johann |
| Publisher: |
Linz-Auhof : Inst. für Volkswirtschaftslehre, Univ. |
| Subject: | Geldpolitische Transmission | Monetary transmission | Zins | Interest rate | Kreditmarkt | Credit market | VAR-Modell | VAR model | Österreich | Austria |
| Extent: | 30 Bl. graph. Darst. |
|---|---|
| Series: | Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,. - Linz-Auhof : [Verlag nicht ermittelbar], ZDB-ID 2296004-1. - Vol. 0510 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.jku.at/papers/2005/wp0510.pdf |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G21 - Banks; Other Depository Institutions; Mortgages |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003364836