Modelling the time-variation in euro area lending spreads
Year of publication: |
November 2015
|
---|---|
Authors: | Blagov, Boris ; Funke, Michael ; Moessner, Richhild |
Publisher: |
Basel : Bank for International Settlements, Monetary and Economic Department |
Subject: | Lending rates | interest rate pass-through | Geldpolitische Transmission | Monetary transmission | Eurozone | Euro area | Zins | Interest rate | Kreditgeschäft | Bank lending | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Kreditzins | Loan rate | EU-Staaten | EU countries | DSGE-Modell | DSGE model |
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