Interest rate pass-through in the Euro area during the financial crisis : a multivariate regime-switching approach
David Aristei; Manuela Gallo
| Year of publication: |
2014
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|---|---|
| Authors: | Aristei, David ; Viera-Gallo, Manuela |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 36.2014, 2, p. 273-295
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| Subject: | Interest rate pass-through | Financial crisis | Interbank interest rate | Regime-switching vector autoregressive models | Euro area | Geldpolitische Transmission | Monetary transmission | Eurozone | Finanzkrise | EU-Staaten | EU countries | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Zins | Interest rate | Kointegration | Cointegration | Zinspolitik | Interest rate policy | Schätzung | Estimation | Geldpolitik | Monetary policy | Geldmarkt | Money market | Markov-Kette | Markov chain |
| 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/10010360907