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New Evidence of Interest Rate Pass-through in Taiwan: A Nonlinear Autoregressive Distributed Lag Model
16 references·1 citing·44 second hop
New Evidence of Interest Rate Pass-through in Taiwan: A Nonlinear Autoregressive Distributed Lag Model (2017)New Evidence of Interest Rate Pass-throug…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Korea and the world economy (2011)Korea and the world economyImpact of bank competition on the interest rate pass-through in the euro area (2011)Impact of bank competition on…Market volatility and retail interest rate pass-through (2009)Market volatility and retail …Interest rate pass-through, monetary policy rules and macroeconomic stability (2009)Interest rate pass-through, m…Monetary policy transparency and pass-through of retail interest rates (2007)Monetary policy transparency …Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away? (2007)Interest rate pass-through in…Interest Rate Pass-Through: Empirical Results for the Euro Area (2005)Interest Rate Pass-Through: E…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …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…The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Does Oil Price Drive World Food Prices? Evidence from Linear and Nonlinear ARDL Modeling (2019)Does Oil Price Drive World Fo…Sticky Prices in the United States (1982)What's different about banks? 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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 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
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2001Cointegration and Threshold Adjustment1,149 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
  • 2005Interest Rate Pass-Through: Empirical Results for the Euro Area336 cited
  • 2011Impact of bank competition on the interest rate pass-through in the euro area276 cited
  • 2007Monetary policy transparency and pass-through of retail interest rates123 cited
  • 2009Interest rate pass-through, monetary policy rules and macroeconomic stability109 cited
  • 2007Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?105 cited

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  • 2011Korea and the world economy72 cited
  • 2009Market volatility and retail interest rate pass-through60 cited
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    • 2019Does Oil Price Drive World Food Prices? Evidence from Linear and Nonlinear ARDL Modeling60 cited