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INTEREST RATE PASS-THROUGH IN TURKEY AND IMPACT OF GLOBAL FINANCIAL CRISIS: ASYMMETRIC THRESHOLD COINTEGRATION ANALYSIS
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INTEREST RATE PASS-THROUGH IN TURKEY AND IMPACT OF GLOBAL FINANCIAL CRISIS: ASYMMETRIC THRESHOLD COINTEGRATION ANALYSIS (2012)INTEREST RATE PASS-THROUGH IN TURKEY AND …RELATIONSHIP BETWEEN FINANCIAL CRISIS AND FOREIGN DIRECT INVESTMENT IN DEVELOPING COUNTRIES USING SEMIPARAMETRIC REGRESSION APPROACH (2010)RELATIONSHIP BETWEEN FINANCIA…Interest rate pass-through, monetary policy rules and macroeconomic stability (2009)Interest rate pass-through, m…Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away? (2007)Interest rate pass-through in…Are there asymmetries in the response of bank interest rates to monetary shocks? (2007)Are there asymmetries in the …Interest Rate Pass-Through: Empirical Results for the Euro Area (2005)Interest Rate Pass-Through: E…Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets (2005)Expected versus unexpected mo…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…Determinants of private savings behaviour in Turkey (2003)Determinants of private savin…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Loom of Symmetric Pass-Through (2019)Loom of Symmetric Pass-ThroughMonetary transmission with multiple policy rates: evidence from Turkey (2018)Monetary transmission with mu…The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises (2017)The stability of short-term i…The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises (2015)The Stability of Short-Term I…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)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Output Growth Volatility and Remittances (2009)Bank profitability and taxation (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Critical Values for Cointegration Tests (2010)Credit Rationing in Markets with Imperfect Information (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)European banking: An overview (2007)Housing Finance in the Euro Area (2009)Impact of bank competition on the interest rate pass-through in the euro area (2011)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Financial intermediation and growth: Causality and causes (2000)Threshold autoregression in economics (2011)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)Asymmetric Price Transmission: A Survey (2004)Oil prices and economic activity: An asymmetric cointegration approach (2006)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)
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References

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  • 2001Cointegration and Threshold Adjustment1,149 cited
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  • 2004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration285 cited
  • 2007Are there asymmetries in the response of bank interest rates to monetary shocks?232 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 2003Determinants of private savings behaviour in Turkey142 cited
  • 2005Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets134 cited
  • 2009Interest rate pass-through, monetary policy rules and macroeconomic stability

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109 cited
  • 2007Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?105 cited
  • 2010RELATIONSHIP BETWEEN FINANCIAL CRISIS AND FOREIGN DIRECT INVESTMENT IN DEVELOPING COUNTRIES USING SEMIPARAMETRIC REGRESSION APPROACH69 cited
  • Cited by

    • 2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises21 cited
    • 2018Monetary transmission with multiple policy rates: evidence from Turkey17 cited
    • 2015The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises17 cited
    • 2019Loom of Symmetric Pass-Through15 cited