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The Response of Bank Retail Rates to Money Market Rates in the BRIC Economies: An Application of the Disaggregated GETS Model
16 references·0 citing·34 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2000A New Database on the Structure and Development of the Financial Sector1,712 cited
  • 1987Markets with Consumer Switching Costs1,469 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 2000Prices Rise Faster than They Fall962 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
  • 1992Some Evidence on the Empirical Significance of Credit Rationing550 cited
  • 1994Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy479 cited
  • 2003New Evidence on Asymmetric Gasoline Price Responses380 cited
  • 1998Estimating asymmetric price transmission with the error correction representation: An application to the German pork market

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348 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
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