Interest rate pass-through in the EMU: New evidence from nonlinear cointegration techniques for fully harmonized data
Year of publication: |
2012
|
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Authors: | Belke, Ansgar ; Beckmann, Joscha ; Verheyen, Florian |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | interest rate pass-through | EMU | cointegration | ARDL bounds testing | smooth transition models |
Series: | DIW Discussion Papers ; 1223 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722224397 [GVK] hdl:10419/61326 [Handle] RePEc:diw:diwwpp:dp1223 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; F36 - Financial Aspects of Economic Integration ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Belke, Ansgar, (2013)
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Belke, Ansgar, (2012)
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Belke, Ansgar, (2012)
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Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective
Beckmann, Joscha, (2013)
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Belke, Ansgar, (2013)
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