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Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation into Interest Rate Pass-Through
16 references·6 citing·46 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 1997Threshold Cointegration1,042 cited
  • 1993Monetary Policy and Bank Lending647 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
  • 1999Legal Structure, Financial Structure and the Monetary Policy Transmission Mechanism431 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence343 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
  • 1988Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models310 cited
  • 1996Testing for structural breaks in cointegrated relationships267 cited
  • 1963

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The Monetary Mechanism and Its Interaction with Real Phenomena
208 cited
  • 2005The Response of Short-Term Bank Lending Rates to Policy Rates: A Cross-Country Perspective200 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
    • 2012Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions25 cited
    • 2006Monetary Transmission in Central and Eastern Europe: Gliding on a Wind of Change23 cited
    • 2012Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data20 cited
    • 2005Interest rate pass-through estimates from vector autoregressive models19 cited
    • 2012SOUTH AFRICAN MARKET VOLATILITY, ASYMMETRY AND RETAIL INTEREST RATES PASS‐THROUGH13 cited