Conference
Reassessment of the retail interest rate pass-through in the euro area: A rolling bounds testing approach
العنوان: | Reassessment of the retail interest rate pass-through in the euro area: A rolling bounds testing approach |
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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 |
الوصف غير متاح. |