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INTEREST RATE PASS‐THROUGH IN THE COMMON MONETARY AREA OF THE SACU COUNTRIES
11 references·15 citing·43 second hop
INTEREST RATE PASS‐THROUGH IN THE COMMON MONETARY AREA OF THE SACU COUNTRIES (2006)INTEREST RATE PASS‐THROUGH IN THE COMMON …The Response of Short-Term Bank Lending Rates to Policy Rates: A Cross-Country Perspective (2005)The Response of Short-Term Ba…Interest Rate Pass-Through: Empirical Results for the Euro Area (2005)Interest Rate Pass-Through: E…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…Financial Structure and the Interest Rate Channel of ECB Monetary Policy (2003)Financial Structure and the I…Cointegration and Threshold Adjustment (1998)Cointegration and Threshold A…Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures (1996)Testing structural stability …Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy (1994)Financial Structure, Bank Len…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Interest Rate Pass-Through in Euro Area Mortgage Markets: The Long Shadow of the Great Financial Crisis (2023)Interest Rate Pass-Through in…New Evidence of Interest Rate Pass-through in Taiwan: A Nonlinear Autoregressive Distributed Lag Model (2017)New Evidence of Interest Rate…Regional Interest Rate Pass-Through in Italy (2015)Regional Interest Rate Pass-T…On the empirical evidence of asymmetric effects in the Polish interest rate pass-through (2013)On the empirical evidence of …Interest Rate Pass-through and Monetary Policy Regimes in South Africa (2013)Interest Rate Pass-through an…SOUTH AFRICAN MARKET VOLATILITY, ASYMMETRY AND RETAIL INTEREST RATES PASS‐THROUGH (2012)SOUTH AFRICAN MARKET VOLATILI…On the Empirical Evidence of Asymmetry Effects in the Interest Rate Pass-Through in Poland (2012)On the Empirical Evidence of …Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia (2012)Interest rate volatility, asy…Monetary Policy Transmission in Ghana: Does the Interest Rate Channel Work? 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this work references cited by second hop

References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 1994Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy479 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
  • 2005The Response of Short-Term Bank Lending Rates to Policy Rates: A Cross-Country Perspective200 cited
  • 1996Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures195 cited
  • 1998Cointegration and Threshold Adjustment76 cited

Cited by

  • 2012Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia35 cited
  • 2013Interest Rate Pass-through and Monetary Policy Regimes in South Africa33 cited
  • 2012

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On the Empirical Evidence of Asymmetry Effects in the Interest Rate Pass-Through in Poland
26 cited
  • 2011Banking market integration in the SADC countries: evidence from interest rate analyses21 cited
  • 2011Monetary Policy Transmission in Ghana18 cited
  • 2011Monetary Policy Transmission in Ghana: Does the Interest Rate Channel Work?17 cited
  • 2017New Evidence of Interest Rate Pass-through in Taiwan: A Nonlinear Autoregressive Distributed Lag Model14 cited
  • 2012SOUTH AFRICAN MARKET VOLATILITY, ASYMMETRY AND RETAIL INTEREST RATES PASS‐THROUGH13 cited
  • 2013On the empirical evidence of asymmetric effects in the Polish interest rate pass-through13 cited
  • 2015Regional Interest Rate Pass-Through in Italy13 cited
  • 2007Monetary and banking policy transmission through interest rates : an empirical application to the USA, Canada, U.K. and European Union13 cited
  • 2010The Location of Manufacturing Exporters in Africa: Empirical Evidence12 cited
  • 2010Monetary and banking policy transmission through interest rates: an empirical application to the USA, Canada, the UK and the Eurozone11 cited
  • 2023Interest Rate Pass-Through in Euro Area Mortgage Markets: The Long Shadow of the Great Financial Crisis10 cited
  • 2010Impact of South Africa's Monetary Policy on the LNS Economies10 cited