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Interest rate pass-through estimates from vector autoregressive models
16 references·2 citing·46 second hop
Interest rate pass-through estimates from vector autoregressive models (2005)Interest rate pass-through estimates from…Term Structure and the Sluggishness of Retail Bank Interest Rates in Euro Area Countries (2005)Term Structure and the Sluggi…Interest Rate Pass-Through: Empirical Results for the Euro Area (2005)Interest Rate Pass-Through: E…Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Interest Rate Pass‐Through an…Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration (2004)Convergence in euro-zone reta…Retail Bank Interest Rate Pass-Through: New Evidence at the Euro Area Level (2003)Retail Bank Interest Rate Pas…Financial Structure and the Interest Rate Channel of ECB Monetary Policy (2003)Financial Structure and the I…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Microeconomics of Banking (1997)Microeconomics of BankingGeneralised Impulse Response Analysis in Linear Multivariate Models (1997)Generalised Impulse Response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore (1996)Asymmetric adjustment of comm…When does the prime rate change? 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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1997Microeconomics of Banking1,623 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry778 cited
  • 1994Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy479 cited
  • 1997Generalised Impulse Response Analysis in Linear Multivariate Models412 cited
  • 2005Interest Rate Pass-Through: Empirical Results for the Euro Area336 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
  • 2004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration285 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 2003Retail Bank Interest Rate Pass-Through: New Evidence at the Euro Area Level207 cited
  • 1996Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore145 cited

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  • 2005Term Structure and the Sluggishness of Retail Bank Interest Rates in Euro Area Countries114 cited
  • 1995When does the prime rate change?104 cited
  • Cited by

    • 2014The Shadow Economy in Colombia: Size and Effects on Economic Growth78 cited
    • 2006Shadow Economies and Corruption All Over the World: What Do We Really Know?71 cited