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Interest rate transmission in the UK: a comparative analysis across financial firms and products
16 references·4 citing·31 second hop
Interest rate transmission in the UK: a comparative analysis across financial firms and products (2008)Interest rate transmission in the UK: a c…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…The Rigidity of Prices: Evidence from the Banking Industry (1991)The Rigidity of Prices: Evide…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Separation of Ownership and Control (1983)Separation of Ownership and C…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Optimal Structure of Incentives and Authority within an Organization (1976)The Optimal Structure of Ince…Efficient Inference in a Random Coefficient Regression Model (1970)Efficient Inference in a Rand…Regional Interest Rate Pass-Through in Italy (2015)Regional Interest Rate Pass-T…INTEREST RATE PASS-THROUGH IN TURKEY AND IMPACT OF GLOBAL FINANCIAL CRISIS: ASYMMETRIC THRESHOLD COINTEGRATION ANALYSIS (2012)INTEREST RATE PASS-THROUGH IN…In Good Times and in Bad: Bank Capital Ratios and Lending Rates (2012)In Good Times and in Bad: Ban…Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market (2010)Bank-Specific Daily Interest …Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Regression with a Unit Root (1987)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Agency Theory: An Assessment and Review (1989)Strategic assets and organizational rent (1993)A Survey of Corporate Governance (1997)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)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1983Separation of Ownership and Control19,446 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 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
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1970Efficient Inference in a Random Coefficient Regression Model2,282 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1976The Optimal Structure of Incentives and Authority within an Organization

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870 cited
  • 1991The Rigidity of Prices: Evidence from the Banking Industry778 cited
  • Cited by

    • 2012In Good Times and in Bad: Bank Capital Ratios and Lending Rates54 cited
    • 2010Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market29 cited
    • 2012INTEREST RATE PASS-THROUGH IN TURKEY AND IMPACT OF GLOBAL FINANCIAL CRISIS: ASYMMETRIC THRESHOLD COINTEGRATION ANALYSIS22 cited
    • 2015Regional Interest Rate Pass-Through in Italy13 cited