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Base Rate Pass-Through: Evidence from Banks' and Building Societies' Retail Rates
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Base Rate Pass-Through: Evidence from Banks' and Building Societies' Retail Rates (2003)Base Rate Pass-Through: Evidence from Ban…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Asymmetric Price Adjustment and Economic Fluctuations (1994)Asymmetric Price Adjustment a…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Market Structure and the Natu…The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Menu Costs and the Neutrality of Money (1987)Menu Costs and the Neutrality…The Rigidity of Prices (1986)The Rigidity of PricesSmall Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly (1985)Small Menu Costs and Large Bu…Monopolistic Price Adjustment and Aggregate Output (1982)Monopolistic Price Adjustment…Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero Colombiano (2016)Evaluación de la transmisión …Interest rate pass-through in the Central African Economic and Monetary Community (CAEMC) area: Evidence from an ADRL analysis. (2009)Interest rate pass-through in…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Sticky Prices in the United States (1982)What's different about banks? (1985)The Price-Concentration Relationship in Banking (1989)Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation (2003)Asymmetric Price Transmission: A Survey (2004)Bank Concentration and Competition: An Evolution in the Making (2004)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Expectations and the neutrality of money (1972)An Equilibrium Model of the Business Cycle (1975)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Inattentive Producers (2006)The Missing Motivation in Macroeconomics (2007)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Noise (1986)Coordinating Coordination Failures in Keynesian Models (1988)Information and the Change in the Paradigm in Economics (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Introductory Econometrics for Finance (2008)
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References

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  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
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  • 1985Small Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly1,223 cited
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  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s

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595 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
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    • 2009Interest rate pass-through in the Central African Economic and Monetary Community (CAEMC) area: Evidence from an ADRL analysis.14 cited
    • 2016Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero Colombiano10 cited