This article aims to assess the extent of oil price pass-through into disaggregated consumer prices in Turkey in a time-varying framework. For this purpose, pass-through coefficients are computed based on the TVP-VAR model with stochastic volatility by Primiceri (2005). The results suggest that...

This paper examines the bank lending channel of monetary transmission in Malaysia, a country with a dual banking system including both Islamic and conventional banks, over the period 1994:01-2015:06. A two-regime threshold vector autoregression (TVAR) model is estimated to take into account...

This paper examines the bank lending channel of monetary transmission in Malaysia, a country with a dual banking system including both Islamic and conventional banks, over the period 1994:01-2015:06. A two-regime threshold vector autoregression (TVAR) model is estimated to take into account...