Testing the threshold asymmetric co-integration interest rate pass-through in the presence of stylised properties : evidence from Pakistan
Year of publication: |
2021
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Authors: | Mahmood, Farrukh ; Zakaria, Muhammad |
Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 60.2021, 1, p. 17-26
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Subject: | EC-E-GARCH-M Model | Interest Rate Pass-Through | StylisedProperties | Threshold Asymmetric Cointegration | Rigidities | Kointegration | Cointegration | Pakistan | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Zins | Interest rate | Zinspolitik | Interest rate policy | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy |
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