Reassessment of the retail interest rate pass-through in the euro area: A rolling bounds testing approach

التفاصيل البيبلوغرافية
العنوان: Reassessment of the retail interest rate pass-through in the euro area: A rolling bounds testing approach
المؤلفون: Andriès, Natalia
المساهمون: Centre de recherche en économie et management (CREM), Université de Caen Normandie (UNICAEN), Normandie Université (NU)-Normandie Université (NU)-Université de Rennes (UR)-Centre National de la Recherche Scientifique (CNRS)
المصدر: 10ème Journée d'Économétrie - Développements récents de l'économétrie appliquée à la finance
https://shs.hal.science/halshs-00657058
10ème Journée d'Économétrie - Développements récents de l'économétrie appliquée à la finance, Nov 2011, Paris, France
بيانات النشر: HAL CCSD
سنة النشر: 2011
المجموعة: Université de Rennes 1: Publications scientifiques (HAL)
مصطلحات موضوعية: interest rate pass-through, monetary policy, retail bank interest rates, Euro area, ARDL approach to cointegration, rolling cointegration, JEL: C - Mathematical and Quantitative Methods/C.C2 - Single Equation Models • Single Variables/C.C2.C22 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes, JEL: E - Macroeconomics and Monetary Economics/E.E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit/E.E5.E52 - Monetary Policy, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
جغرافية الموضوع: Paris, France
نوع الوثيقة: conference object
اللغة: English
Relation: halshs-00657058; https://shs.hal.science/halshs-00657058
الاتاحة: https://shs.hal.science/halshs-00657058
رقم الانضمام: edsbas.DC6E0750
قاعدة البيانات: BASE