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More on the monetary transmission mechanism: mortgage rates and the federal funds rate
16 references·2 citing·36 second hop
More on the monetary transmission mechanism: mortgage rates and the federal funds rate (2007)More on the monetary transmission mechani…Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Interest Rate Pass‐Through an…Financial Markets, Money and the Real World (2002)Financial Markets, Money and …Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …HORIZONTALISM, STRUCTURALISM, LIQUIDITY PREFERENCE AND THE PRINCIPLE OF INCREASING RISK (1996)HORIZONTALISM, STRUCTURALISM,…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Market Structure and the Natu…Two Theories of Money Supply Endogeneity: Some Empirical Evidence (1991)Two Theories of Money Supply …The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…The Price-Concentration Relationship in Banking (1989)The Price-Concentration Relat…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Post Keynesian Monetary Economics (1986)Post Keynesian Monetary Econo…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles (2016)Linear and nonlinear Granger-…Interest rate pass through and asymmetries in adjustable rate mortgages (2007)Interest rate pass through an…Sticky Prices in the United States (1982)What's different about banks? (1985)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)Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Introductory Econometrics for Finance (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Statistical analysis of cointegration vectors (1988)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)Testing for Common Trends (1988)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Hidden Cointegration (2002)Oil prices and economic activity: An asymmetric cointegration approach (2006)The dominance of inefficiencies over scale and product mix economies in banking (1991)The profitability of european banks: a cross‐sectional and dynamic panel analysis (2004)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1989The Price-Concentration Relationship in Banking903 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry778 cited
  • 1992Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits690 cited
  • 1991Two Theories of Money Supply Endogeneity: Some Empirical Evidence272 cited
  • 2002Financial Markets, Money and the Real World261 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 1996HORIZONTALISM, STRUCTURALISM, LIQUIDITY PREFERENCE AND THE PRINCIPLE OF INCREASING RISK

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173 cited
  • 1986Post Keynesian Monetary Economics155 cited
  • Cited by

    • 2007Interest rate pass through and asymmetries in adjustable rate mortgages30 cited
    • 2016Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles15 cited