Showing 1 - 10 of 392
This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...
Persistent link: https://www.econbiz.de/10010280799
This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...
Persistent link: https://www.econbiz.de/10009426693
This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...
Persistent link: https://www.econbiz.de/10009124360
This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...
Persistent link: https://www.econbiz.de/10010209430
Persistent link: https://www.econbiz.de/10009673901
Persistent link: https://www.econbiz.de/10009383055
This study puts the monetary transmission process in the eurozone between 2003 and 2011 under closer scrutiny. For this purpose, we investigate the interest rate pass-through from money market to various loan rates for up to twelve countries of the European Monetary Union. Applying different...
Persistent link: https://www.econbiz.de/10009579322
This study puts the monetary transmission process in the eurozone between 2003 and 2011 under closer scrutiny. For this purpose, we investigate the interest rate pass-through from money market to various loan rates for up to twelve countries of the European Monetary Union. Applying different...
Persistent link: https://www.econbiz.de/10009580113
Persistent link: https://www.econbiz.de/10010209180
This study will put under close scrutiny the monetary transmission process in the eurozone between 2003 and 2011. To this purpose, we investigate the interest rate pass-through from money market rates to various loan rates for up to twelve countries of the European Monetary Union. Applying a...
Persistent link: https://www.econbiz.de/10010209958